DMAC vs. LOOP

Last updated Jun 4, 2026

DMAC (DiaMedica Therapeutics Inc.) and LOOP (Loop Industries, Inc.) are both stocks. DMAC operates in Biotechnology (Healthcare), while LOOP operates in Specialty Chemicals (Basic Materials). Over the past 5 years, DMAC returned -5.28%/yr vs -35.48%/yr for LOOP. At a 0.08 correlation, their price movements are largely independent.

Performance

DMAC vs. LOOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DiaMedica Therapeutics Inc. (DMAC) and Loop Industries, Inc. (LOOP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DMAC achieves a -29.02% return, which is significantly lower than LOOP's 30.00% return.

DMAC

• 1D: -2.08%
• 1M: -6.61%
• YTD: -29.02%
• 6M: -33.61%
• 1Y: 37.14%
• 3Y*: 29.53%
• 5Y*: -5.28%
• 10Y*: 5.21%

LOOP

• 1D: -6.47%
• 1M: -5.11%
• YTD: 30.00%
• 6M: 21.50%
• 1Y: 4.00%
• 3Y*: -24.58%
• 5Y*: -35.48%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DMAC vs. LOOP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DMAC DiaMedica Therapeutics Inc.	-29.02%	46.59%	91.20%	79.74%	-57.64%	-63.21%	109.07%	66.67%	-41.80%	-11.75%
LOOP Loop Industries, Inc.	30.00%	-16.67%	-68.25%	58.16%	-80.52%	47.83%	-16.16%	27.41%	-46.34%	-5.05%

Correlation

The correlation between DMAC and LOOP is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.04
Correlation (5Y) Calculated over the trailing 5-year period	0.10
Correlation (All Time) Calculated using the full available price history since Nov 21, 2017	0.08

The correlation between DMAC and LOOP shifts across timeframes, from 0.04 (3 years) to 0.18 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap DMAC : $303.93M LOOP : $62.35M
EPS DMAC : -$0.73 LOOP : -$0.26
Total Revenue (TTM) DMAC : $0.00 LOOP : $514.00K
Gross Profit (TTM) DMAC : -$11.00K LOOP : $48.00K
EBITDA (TTM) DMAC : -$36.69M LOOP : -$7.94M

Return for Risk

DMAC vs. LOOP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DMAC

DMAC Risk / Return Rank: 60
DMAC Sharpe Ratio Rank: 60
DMAC Sortino Ratio Rank: 61
DMAC Omega Ratio Rank: 57
DMAC Calmar Ratio Rank: 60
DMAC Martin Ratio Rank: 61

LOOP

LOOP Risk / Return Rank: 44
LOOP Sharpe Ratio Rank: 43
LOOP Sortino Ratio Rank: 46
LOOP Omega Ratio Rank: 45
LOOP Calmar Ratio Rank: 42
LOOP Martin Ratio Rank: 42

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.

DMAC vs. LOOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DiaMedica Therapeutics Inc. (DMAC) and Loop Industries, Inc. (LOOP). 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.

	DMAC	LOOP	Difference
Sharpe ratio: Return per unit of total volatility	0.55	0.05	+0.50
Sortino ratio: Return per unit of downside risk	1.30	0.65	+0.65
Omega ratio: Gain probability vs. loss probability	1.15	1.08	+0.07
Calmar ratio: Return relative to maximum drawdown	0.92	0.07	+0.85
Martin ratio: Return relative to average drawdown	2.10	0.12	+1.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DMAC vs. LOOP - Sharpe Ratio Comparison

The current DMAC Sharpe Ratio is 0.55, which is higher than the LOOP Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of DMAC and LOOP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DMAC	LOOP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.55	0.05	+0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.07	-0.43	+0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.06	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	-0.32	+0.23

Drawdowns

DMAC vs. LOOP - Drawdown Comparison

The maximum DMAC drawdown since its inception was -98.16%, roughly equal to the maximum LOOP drawdown of -95.06%. Use the drawdown chart below to compare losses from any high point for DMAC and LOOP.

Drawdown Indicators

	DMAC	LOOP	Difference
Max Drawdown Largest peak-to-trough decline	-98.16%	-95.06%	-3.10%
Max Drawdown (1Y) Largest decline over 1 year	-40.68%	-56.80%	+16.12%
Max Drawdown (3Y) Largest decline over 3 years	-53.41%	-80.04%	+26.63%
Max Drawdown (5Y) Largest decline over 5 years	-87.68%	-94.97%	+7.29%
Max Drawdown (10Y) Largest decline over 10 years	-91.60%	—	—
Current Drawdown Current decline from peak	-87.21%	-92.78%	+5.57%
Average Drawdown Average peak-to-trough decline	-71.37%	-62.99%	-8.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.72%	32.45%	-14.73%

Volatility

DMAC vs. LOOP - Volatility Comparison

DiaMedica Therapeutics Inc. (DMAC) has a higher volatility of 14.85% compared to Loop Industries, Inc. (LOOP) at 13.64%. This indicates that DMAC's price experiences larger fluctuations and is considered to be riskier than LOOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DMAC	LOOP	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.85%	13.64%	+1.21%
Volatility (6M) Calculated over the trailing 6-month period	36.84%	34.07%	+2.77%
Volatility (1Y) Calculated over the trailing 1-year period	67.32%	76.69%	-9.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	77.17%	83.38%	-6.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	86.81%	77.71%	+9.10%

Dividends

DMAC vs. LOOP - Dividend Comparison

Neither DMAC nor LOOP has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both DMAC and LOOP in my portfolio?

DMAC and LOOP have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DMAC or LOOP?

DMAC has higher volatility (14.85%) compared to LOOP (13.64%). In terms of maximum drawdown, DMAC dropped -98.16% vs LOOP's -95.06%.

Which has better risk-adjusted returns?

DMAC currently has the higher Sharpe Ratio (0.55 vs 0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.