DRUG vs. MNPR

Last updated Jun 23, 2026

DRUG (Bright Minds Biosciences Inc) and MNPR (Monopar Therapeutics Inc.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 5 years, DRUG returned 22.44%/yr vs 17.97%/yr for MNPR. At a 0.10 correlation, their price movements are largely independent.

Performance

DRUG vs. MNPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bright Minds Biosciences Inc (DRUG) and Monopar Therapeutics Inc. (MNPR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DRUG achieves a -18.64% return, which is significantly lower than MNPR's 5.15% return.

DRUG

• 1D: 4.67%
• 1M: -23.96%
• YTD: -18.64%
• 6M: -23.52%
• 1Y: 132.48%
• 3Y*: 178.18%
• 5Y*: 22.44%
• 10Y*: —

MNPR

• 1D: 1.76%
• 1M: 8.78%
• YTD: 5.15%
• 6M: -3.19%
• 1Y: 108.95%
• 3Y*: 150.84%
• 5Y*: 17.97%
• 10Y*: —

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

DRUG vs. MNPR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DRUG Bright Minds Biosciences Inc	-18.64%	116.66%	2,418.88%	-61.35%	-76.66%	-39.45%
MNPR Monopar Therapeutics Inc.	5.15%	196.82%	1,193.36%	-85.65%	-26.17%	-54.47%

Correlation

The correlation between DRUG and MNPR is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (All Time) Calculated using the full available price history since Mar 22, 2021	0.10

The correlation between DRUG and MNPR shifts across timeframes, from 0.10 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap DRUG : $608.86M MNPR : $586.01M
EPS DRUG : -CA$3.48 MNPR : -$532.10
PB Ratio DRUG : 2.80 MNPR : 0.00
Total Revenue (TTM) DRUG : CA$0.00 MNPR : $0.00
Gross Profit (TTM) DRUG : -CA$20.13K MNPR : $0.00
EBITDA (TTM) DRUG : -CA$31.36M MNPR : -$5.24B

Return for Risk

DRUG vs. MNPR — Risk / Return Rank

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

DRUG

DRUG Risk / Return Rank: 85
DRUG Sharpe Ratio Rank: 87
DRUG Sortino Ratio Rank: 85
DRUG Omega Ratio Rank: 80
DRUG Calmar Ratio Rank: 86
DRUG Martin Ratio Rank: 86

MNPR

MNPR Risk / Return Rank: 76
MNPR Sharpe Ratio Rank: 80
MNPR Sortino Ratio Rank: 80
MNPR Omega Ratio Rank: 76
MNPR Calmar Ratio Rank: 77
MNPR Martin Ratio Rank: 70

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.

DRUG vs. MNPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bright Minds Biosciences Inc (DRUG) 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.

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.

	DRUG	MNPR	Difference
Sharpe ratio: Return per unit of total volatility	1.82	1.38	+0.44
Sortino ratio: Return per unit of downside risk	2.59	2.23	+0.37
Omega ratio: Gain probability vs. loss probability	1.29	1.26	+0.03
Calmar ratio: Return relative to maximum drawdown	3.47	2.15	+1.32
Martin ratio: Return relative to average drawdown	9.08	3.46	+5.62

DRUG vs. MNPR - Sharpe Ratio Comparison

The current DRUG Sharpe Ratio is 1.82, which is higher than the MNPR Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of DRUG and MNPR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DRUG vs. MNPR - Drawdown Comparison

The maximum DRUG drawdown since its inception was -97.68%, roughly equal to the maximum MNPR drawdown of -98.93%. Use the drawdown chart below to compare losses from any high point for DRUG and MNPR.

Drawdown Indicators

	DRUG	MNPR	Difference
Max Drawdown Largest peak-to-trough decline	-97.68%	-98.93%	+1.25%
Max Drawdown (1Y) Largest decline over 1 year	-38.35%	-50.89%	+12.54%
Max Drawdown (3Y) Largest decline over 3 years	-76.98%	-71.07%	-5.91%
Max Drawdown (5Y) Largest decline over 5 years	-97.68%	-95.54%	-2.14%
Current Drawdown Current decline from peak	-33.85%	-49.14%	+15.29%
Average Drawdown Average peak-to-trough decline	-58.76%	-80.16%	+21.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.64%	31.59%	-16.95%

Volatility

DRUG vs. MNPR - Volatility Comparison

Bright Minds Biosciences Inc (DRUG) has a higher volatility of 18.60% compared to Monopar Therapeutics Inc. (MNPR) at 10.58%. This indicates that DRUG's price experiences larger fluctuations and is considered to be riskier than MNPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRUG	MNPR	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.60%	10.58%	+8.02%
Volatility (6M) Calculated over the trailing 6-month period	44.58%	42.16%	+2.42%
Volatility (1Y) Calculated over the trailing 1-year period	73.50%	79.50%	-6.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	662.99%	296.07%	+366.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	646.62%	277.35%	+369.27%

Dividends

DRUG vs. MNPR - Dividend Comparison

Neither DRUG nor MNPR has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both DRUG and MNPR in my portfolio?

DRUG and MNPR have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DRUG or MNPR?

DRUG has higher volatility (18.60%) compared to MNPR (10.58%). In terms of maximum drawdown, DRUG dropped -97.68% vs MNPR's -98.93%.

Which has better risk-adjusted returns?

DRUG currently has the higher Sharpe Ratio (1.82 vs 1.38), 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.