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BPTH vs. RPXIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BPTH and RPXIX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

BPTH vs. RPXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bio-Path Holdings, Inc. (BPTH) and RiverPark Large Growth Fund (RPXIX). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-46.15%
3.58%
BPTH
RPXIX

Key characteristics

Sharpe Ratio

BPTH:

-0.50

RPXIX:

0.98

Sortino Ratio

BPTH:

-1.12

RPXIX:

1.32

Omega Ratio

BPTH:

0.87

RPXIX:

1.19

Calmar Ratio

BPTH:

-0.87

RPXIX:

0.44

Martin Ratio

BPTH:

-1.15

RPXIX:

5.65

Ulcer Index

BPTH:

75.58%

RPXIX:

2.95%

Daily Std Dev

BPTH:

173.59%

RPXIX:

17.11%

Max Drawdown

BPTH:

-100.00%

RPXIX:

-59.98%

Current Drawdown

BPTH:

-100.00%

RPXIX:

-25.11%

Returns By Period

In the year-to-date period, BPTH achieves a -88.01% return, which is significantly lower than RPXIX's 16.77% return. Over the past 10 years, BPTH has underperformed RPXIX with an annualized return of -60.31%, while RPXIX has yielded a comparatively higher 4.55% annualized return.


BPTH

YTD

-88.01%

1M

35.37%

6M

-47.85%

1Y

-89.06%

5Y*

-63.09%

10Y*

-60.31%

RPXIX

YTD

16.77%

1M

-6.03%

6M

4.67%

1Y

16.96%

5Y*

5.80%

10Y*

4.55%

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Risk-Adjusted Performance

BPTH vs. RPXIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bio-Path Holdings, Inc. (BPTH) and RiverPark Large Growth Fund (RPXIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for BPTH, currently valued at -0.50, compared to the broader market-4.00-2.000.002.00-0.500.98
The chart of Sortino ratio for BPTH, currently valued at -1.12, compared to the broader market-4.00-2.000.002.004.00-1.121.32
The chart of Omega ratio for BPTH, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.19
The chart of Calmar ratio for BPTH, currently valued at -0.87, compared to the broader market0.002.004.006.00-0.870.44
The chart of Martin ratio for BPTH, currently valued at -1.15, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.155.65
BPTH
RPXIX

The current BPTH Sharpe Ratio is -0.50, which is lower than the RPXIX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of BPTH and RPXIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.50
0.98
BPTH
RPXIX

Dividends

BPTH vs. RPXIX - Dividend Comparison

Neither BPTH nor RPXIX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BPTH
Bio-Path Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RPXIX
RiverPark Large Growth Fund
0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.04%0.66%0.15%0.26%0.20%

Drawdowns

BPTH vs. RPXIX - Drawdown Comparison

The maximum BPTH drawdown since its inception was -100.00%, which is greater than RPXIX's maximum drawdown of -59.98%. Use the drawdown chart below to compare losses from any high point for BPTH and RPXIX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-99.99%
-25.11%
BPTH
RPXIX

Volatility

BPTH vs. RPXIX - Volatility Comparison

Bio-Path Holdings, Inc. (BPTH) has a higher volatility of 87.53% compared to RiverPark Large Growth Fund (RPXIX) at 8.27%. This indicates that BPTH's price experiences larger fluctuations and is considered to be riskier than RPXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
87.53%
8.27%
BPTH
RPXIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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