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ISIN
US9286611077
CUSIP
928661107
IPO Date
Apr 25, 2007

Highlights

EPS (TTM)
-$0.22
Total Revenue (TTM)
$1.47M
Gross Profit (TTM)
$1.47M
EBITDA (TTM)
-$20.26M
Year Range
$1.30 - $18.40
ROA (TTM)
-331.53%
ROE (TTM)
64.28%

Share Price Chart


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VolitionRx Limited

Performance

VNRX Performance Chart

VolitionRx Limited (VNRX) is down 73.8% since the beginning of the year. At $1 per share, VNRX is trading 92.7% below its 52-week high of $18. Investors who bought $1,000 worth of VNRX shares 5 years ago would now be looking at an investment worth $21.


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S&P 500 Index

Returns By Period

VolitionRx Limited (VNRX) has returned -73.79% so far this year and -92.72% over the past 12 months. Over the last ten years, VNRX has returned -32.48% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


VolitionRx Limited

1D
-6.29%
1M
-57.19%
YTD
-73.79%
6M
-74.95%
1Y
-92.72%
3Y*
-64.52%
5Y*
-53.61%
10Y*
-32.48%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNRX Monthly Returns History

Based on dividend-adjusted daily data since Oct 11, 2011, VNRX's average daily return is +0.03%, while the average monthly return is -0.33%.

Historically, 42% of months were positive and 58% were negative. The best month was Sep 2014 with a return of +109.4%, while the worst month was Jun 2026 at -49.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 8 months.

On a daily basis, VNRX closed higher 40% of trading days. The best single day was Oct 26, 2011 with a return of +50.0%, while the worst single day was Sep 22, 2023 at -32.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202611.50%-25.26%-5.16%-35.15%1.91%-49.81%-73.79%
2025-0.83%4.20%-8.05%-15.80%4.79%51.09%-15.63%7.61%-1.62%-36.06%-25.88%-20.55%-57.40%
202447.84%-7.55%-22.76%18.88%-21.58%-14.27%9.42%8.76%-16.53%-8.49%25.45%-13.04%-16.32%
20231.65%-19.03%-4.50%-10.99%-8.82%-10.32%-3.60%-6.72%-44.88%12.18%-1.93%-5.41%-70.49%
2022-15.61%10.19%3.08%-7.31%-7.17%-20.85%-0.98%-16.75%-19.53%46.32%19.60%2.10%-22.61%
202118.51%-11.50%-7.35%-11.38%4.18%-5.73%-3.34%3.77%-6.06%7.42%-3.00%-2.79%-19.28%

Benchmark Metrics

VolitionRx Limited has an annualized alpha of -2.01%, beta of 0.74, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since October 11, 2011.

  • This stock participated in 137.95% of S&P 500 Index downside but only -12.82% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.02 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
-2.01%
Beta
0.74
0.02
Upside Capture
-12.82%
Downside Capture
137.95%

Return for Risk

Risk / Return Rank

VNRX ranks 3 for risk / return — in the bottom 3% of stocks on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


VNRX Risk / Return Rank: 33
Overall Rank
VNRX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VNRX Sortino Ratio Rank: 00
Sortino Ratio Rank
VNRX Omega Ratio Rank: 11
Omega Ratio Rank
VNRX Calmar Ratio Rank: 00
Calmar Ratio Rank
VNRX Martin Ratio Rank: 66
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 VolitionRx Limited (VNRX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VNRXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-3.03

Sortino ratioReturn per unit of downside risk

-5.93

Omega ratioGain probability vs. loss probability

0.66

1.37

-0.70

Calmar ratioReturn relative to maximum drawdown

-1.01

2.78

-3.79

Martin ratioReturn relative to average drawdown

-1.48

12.44

-13.92

Dividends

Dividend History


VolitionRx Limited 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 VolitionRx Limited. 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 VolitionRx Limited was 98.97%, occurring on Jun 22, 2026. The portfolio has not yet recovered.

The current VolitionRx Limited drawdown is 98.97%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-98.97%Jun 2026
5y 4mo
5y 4moFeb 2021 - now
2018 bear market2018
-72.16%Aug 2018
1y 10mo1y 1mo
2y 12moSep 2016 - Sep 2019
2013 bear market2013
-69.84%Nov 2013
1y 25d10mo 14d
1y 11moOct 2012 - Sep 2014
COVID crash2020
-61.53%Mar 2020
5mo 22d10mo 29d
1y 4moSep 2019 - Feb 2021
2015 bear market2015
-42.75%May 2015
3mo 23d4mo 12d
8mo 5dJan 2015 - Sep 2015

Drawdown Indicators


VNRXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-98.97%

-56.78%

-42.19%

Max Drawdown (1Y)

Largest decline over 1 year

-92.28%

-9.10%

-83.18%

Max Drawdown (3Y)

Largest decline over 3 years

-95.62%

-18.90%

-76.72%

Max Drawdown (5Y)

Largest decline over 5 years

-98.38%

-25.43%

-72.95%

Max Drawdown (10Y)

Largest decline over 10 years

-98.97%

-33.92%

-65.05%

Current Drawdown

Current decline from peak

-98.97%

-1.80%

-97.17%

Average Drawdown

Average peak-to-trough decline

-50.03%

-10.71%

-39.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

64.09%

2.03%

+62.06%

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 VolitionRx Limited 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 VolitionRx Limited is priced in the market compared to other companies in the Diagnostics & Research industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for VNRX relative to other companies in the Diagnostics & Research industry. Currently, VNRX has a P/S ratio of 96.0. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.

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
Portfolio Analyzer

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