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NeuroSense Therapeutics Ltd. (NRSN)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
IL0011809592
IPO Date
Dec 9, 2021

Highlights

Market Cap
$19.18M
Enterprise Value
$18.51M
EPS (TTM)
-$0.34
EBITDA (TTM)
-$8.55M
Year Range
$0.63 - $2.60
ROA (TTM)
-514.13%
ROE (TTM)
1,668.21%

Share Price Chart


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NeuroSense Therapeutics Ltd.

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NeuroSense Therapeutics Ltd., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

NeuroSense Therapeutics Ltd. (NRSN) has returned -1.82% so far this year and -18.81% over the past 12 months.


NeuroSense Therapeutics Ltd.

1D
3.28%
1M
-16.93%
YTD
-1.82%
6M
-39.60%
1Y
-18.81%
3Y*
-24.00%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 9, 2021, NRSN's average daily return is +0.22%, while the average monthly return is +3.18%. At this rate, your investment would double in approximately 1.8 years.

Historically, 42% of months were positive and 58% were negative. The best month was Nov 2023 with a return of +180.1%, while the worst month was Apr 2022 at -57.7%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 6 months.

On a daily basis, NRSN closed higher 44% of trading days. The best single day was Mar 21, 2022 with a return of +299.4%, while the worst single day was Aug 1, 2025 at -40.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202619.64%-1.21%-16.93%-1.82%
2025-7.50%-0.23%-16.04%5.39%57.14%22.73%-4.76%-41.11%17.92%-10.40%6.25%-35.38%-35.92%
202459.24%41.60%2.82%-25.82%-20.00%3.70%-32.16%17.14%42.70%-1.57%-21.60%22.45%52.87%
202327.05%20.00%-7.53%17.44%-22.77%-4.49%-12.75%-27.69%-24.47%-35.13%180.07%-39.15%-35.66%
2022-19.92%31.98%52.69%-57.68%-16.07%139.72%-44.67%4.28%-8.21%-10.61%7.50%-29.07%-50.41%
2021-39.11%-39.11%

Benchmark Metrics

NeuroSense Therapeutics Ltd. has an annualized alpha of 64.99%, beta of 0.60, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since December 10, 2021.

  • This stock participated in 184.49% of S&P 500 Index downside but only 27.60% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.60 may look defensive, but with R² of 0.00 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.00 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
64.99%
Beta
0.60
0.00
Upside Capture
27.60%
Downside Capture
184.49%

Return for Risk

Risk / Return Rank

NRSN ranks 34 for risk / return — below 34% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


NRSN Risk / Return Rank: 3434
Overall Rank
NRSN Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
NRSN Sortino Ratio Rank: 3838
Sortino Ratio Rank
NRSN Omega Ratio Rank: 3838
Omega Ratio Rank
NRSN Calmar Ratio Rank: 3030
Calmar Ratio Rank
NRSN Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for NeuroSense Therapeutics Ltd. (NRSN) and compare them to a chosen benchmark (S&P 500 Index).


NRSNBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.20

0.90

-1.10

Sortino ratio

Return per unit of downside risk

0.39

1.39

-0.99

Omega ratio

Gain probability vs. loss probability

1.05

1.21

-0.16

Calmar ratio

Return relative to maximum drawdown

-0.34

1.40

-1.74

Martin ratio

Return relative to average drawdown

-0.50

6.61

-7.10

Explore NRSN risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


NeuroSense Therapeutics Ltd. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the NeuroSense Therapeutics Ltd.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the NeuroSense Therapeutics Ltd. was 92.90%, occurring on Oct 30, 2023. The portfolio has not yet recovered.

The current NeuroSense Therapeutics Ltd. drawdown is 87.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-92.9%Mar 22, 2022405Oct 30, 2023
-67.08%Dec 10, 202164Mar 14, 20225Mar 21, 202269

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of NeuroSense Therapeutics Ltd. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how NeuroSense Therapeutics Ltd. is priced in the market compared to other companies in the Biotechnology industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items