PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DRUG vs. TNXP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DRUG and TNXP is 0.01, 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.


-0.50.00.51.00.0

Performance

DRUG vs. TNXP - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%SeptemberOctoberNovemberDecember2025February
3,414.17%
-100.00%
DRUG
TNXP

Key characteristics

Sharpe Ratio

DRUG:

1.20

TNXP:

-0.48

Sortino Ratio

DRUG:

24.09

TNXP:

-1.95

Omega Ratio

DRUG:

3.82

TNXP:

0.73

Calmar Ratio

DRUG:

17.96

TNXP:

-0.99

Martin Ratio

DRUG:

48.90

TNXP:

-1.17

Ulcer Index

DRUG:

35.86%

TNXP:

84.51%

Daily Std Dev

DRUG:

1,461.78%

TNXP:

207.94%

Max Drawdown

DRUG:

-97.67%

TNXP:

-100.00%

Current Drawdown

DRUG:

-35.18%

TNXP:

-100.00%

Fundamentals

Market Cap

DRUG:

$226.37M

TNXP:

$55.90M

EPS

DRUG:

-$0.45

TNXP:

-$8.04K

Total Revenue (TTM)

DRUG:

$0.00

TNXP:

$7.51M

Gross Profit (TTM)

DRUG:

-$36.23K

TNXP:

$930.00K

EBITDA (TTM)

DRUG:

-$1.07M

TNXP:

-$53.33M

Returns By Period

In the year-to-date period, DRUG achieves a 0.36% return, which is significantly higher than TNXP's -70.68% return.


DRUG

YTD

0.36%

1M

1.86%

6M

3,409.71%

1Y

1,838.34%

5Y*

N/A

10Y*

N/A

TNXP

YTD

-70.68%

1M

-59.52%

6M

-70.71%

1Y

-99.14%

5Y*

-87.20%

10Y*

-68.57%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DRUG vs. TNXP — Risk-Adjusted Performance Rank

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

DRUG
The Risk-Adjusted Performance Rank of DRUG is 9696
Overall Rank
The Sharpe Ratio Rank of DRUG is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of DRUG is 100100
Sortino Ratio Rank
The Omega Ratio Rank of DRUG is 9999
Omega Ratio Rank
The Calmar Ratio Rank of DRUG is 100100
Calmar Ratio Rank
The Martin Ratio Rank of DRUG is 100100
Martin Ratio Rank

TNXP
The Risk-Adjusted Performance Rank of TNXP is 99
Overall Rank
The Sharpe Ratio Rank of TNXP is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of TNXP is 22
Sortino Ratio Rank
The Omega Ratio Rank of TNXP is 22
Omega Ratio Rank
The Calmar Ratio Rank of TNXP is 11
Calmar Ratio Rank
The Martin Ratio Rank of TNXP is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DRUG vs. TNXP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bright Minds Biosciences Inc (DRUG) and Tonix Pharmaceuticals Holding Corp. (TNXP). 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 DRUG, currently valued at 1.20, compared to the broader market-2.000.002.001.20-0.48
The chart of Sortino ratio for DRUG, currently valued at 24.09, compared to the broader market-4.00-2.000.002.004.006.0024.09-1.95
The chart of Omega ratio for DRUG, currently valued at 3.82, compared to the broader market0.501.001.502.003.820.73
The chart of Calmar ratio for DRUG, currently valued at 17.96, compared to the broader market0.002.004.006.0017.96-0.99
The chart of Martin ratio for DRUG, currently valued at 48.90, compared to the broader market-10.000.0010.0020.0030.0048.90-1.17
DRUG
TNXP

The current DRUG Sharpe Ratio is 1.20, which is higher than the TNXP Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of DRUG and TNXP, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
1.20
-0.48
DRUG
TNXP

Dividends

DRUG vs. TNXP - Dividend Comparison

Neither DRUG nor TNXP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DRUG vs. TNXP - Drawdown Comparison

The maximum DRUG drawdown since its inception was -97.67%, roughly equal to the maximum TNXP drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for DRUG and TNXP. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-35.18%
-100.00%
DRUG
TNXP

Volatility

DRUG vs. TNXP - Volatility Comparison

The current volatility for Bright Minds Biosciences Inc (DRUG) is 25.22%, while Tonix Pharmaceuticals Holding Corp. (TNXP) has a volatility of 98.44%. This indicates that DRUG experiences smaller price fluctuations and is considered to be less risky than TNXP 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%250.00%300.00%SeptemberOctoberNovemberDecember2025February
25.22%
98.44%
DRUG
TNXP

Financials

DRUG vs. TNXP - Financials Comparison

This section allows you to compare key financial metrics between Bright Minds Biosciences Inc and Tonix Pharmaceuticals Holding Corp.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab