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CALX vs. MNPR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CALXMNPR
YTD Return-13.62%853.53%
1Y Return14.50%702.48%
3Y Return (Ann)-15.57%-12.31%
Sharpe Ratio0.360.95
Sortino Ratio0.728.00
Omega Ratio1.122.04
Calmar Ratio0.246.11
Martin Ratio0.7814.04
Ulcer Index19.70%43.09%
Daily Std Dev43.30%635.81%
Max Drawdown-80.95%-98.93%
Current Drawdown-52.81%-87.99%

Fundamentals


CALXMNPR
Market Cap$2.60B$62.29M
EPS-$0.28-$2.30
Total Revenue (TTM)$689.18M$0.00
EBITDA (TTM)-$7.79M-$5.42M

Correlation

-0.50.00.51.00.1

The correlation between CALX and MNPR is 0.10, 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.

Performance

CALX vs. MNPR - Performance Comparison

In the year-to-date period, CALX achieves a -13.62% return, which is significantly lower than MNPR's 853.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%1,000.00%JuneJulyAugustSeptemberOctober
35.37%
399.18%
CALX
MNPR

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Risk-Adjusted Performance

CALX vs. MNPR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Calix, Inc. (CALX) and Monopar Therapeutics Inc. (MNPR). 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.


CALX
Sharpe ratio
The chart of Sharpe ratio for CALX, currently valued at 0.36, compared to the broader market-4.00-2.000.002.004.000.36
Sortino ratio
The chart of Sortino ratio for CALX, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.006.000.72
Omega ratio
The chart of Omega ratio for CALX, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for CALX, currently valued at 0.24, compared to the broader market0.002.004.006.000.24
Martin ratio
The chart of Martin ratio for CALX, currently valued at 0.78, compared to the broader market-10.000.0010.0020.0030.000.78
MNPR
Sharpe ratio
The chart of Sharpe ratio for MNPR, currently valued at 0.95, compared to the broader market-4.00-2.000.002.004.000.95
Sortino ratio
The chart of Sortino ratio for MNPR, currently valued at 8.00, compared to the broader market-4.00-2.000.002.004.006.008.00
Omega ratio
The chart of Omega ratio for MNPR, currently valued at 2.04, compared to the broader market0.501.001.502.002.04
Calmar ratio
The chart of Calmar ratio for MNPR, currently valued at 6.11, compared to the broader market0.002.004.006.006.11
Martin ratio
The chart of Martin ratio for MNPR, currently valued at 14.04, compared to the broader market-10.000.0010.0020.0030.0014.04

CALX vs. MNPR - Sharpe Ratio Comparison

The current CALX Sharpe Ratio is 0.36, which is lower than the MNPR Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of CALX and MNPR, 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-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctober
0.36
0.95
CALX
MNPR

Dividends

CALX vs. MNPR - Dividend Comparison

Neither CALX nor MNPR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CALX vs. MNPR - Drawdown Comparison

The maximum CALX drawdown since its inception was -80.95%, smaller than the maximum MNPR drawdown of -98.93%. Use the drawdown chart below to compare losses from any high point for CALX and MNPR. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%JuneJulyAugustSeptemberOctober
-52.81%
-87.99%
CALX
MNPR

Volatility

CALX vs. MNPR - Volatility Comparison

The current volatility for Calix, Inc. (CALX) is 9.95%, while Monopar Therapeutics Inc. (MNPR) has a volatility of 213.90%. This indicates that CALX experiences smaller price fluctuations and is considered to be less risky than MNPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%200.00%JuneJulyAugustSeptemberOctober
9.95%
213.90%
CALX
MNPR

Financials

CALX vs. MNPR - Financials Comparison

This section allows you to compare key financial metrics between Calix, Inc. and Monopar Therapeutics Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items