EPRX.TO vs. ^STOXX
EPRX.TO (Eupraxia Pharmaceuticals Inc.) is a stock, while ^STOXX (STOXX Europe 600 Index) is an index. Over the past 5 years, EPRX.TO returned 17.22%/yr vs 8.70%/yr for ^STOXX. At a 0.11 correlation, their price movements are largely independent.
Performance
EPRX.TO vs. ^STOXX - Performance Comparison
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Different Trading Currencies
EPRX.TO is traded in CAD, while ^STOXX is traded in EUR. To make them comparable, the ^STOXX values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, EPRX.TO achieves a -12.50% return, which is significantly lower than ^STOXX's 5.66% return.
EPRX.TO
- 1D
- 1.80%
- 1M
- -13.26%
- YTD
- -12.50%
- 6M
- 5.74%
- 1Y
- 64.48%
- 3Y*
- 9.38%
- 5Y*
- 17.22%
- 10Y*
- —
^STOXX
- 1D
- 0.72%
- 1M
- 1.02%
- YTD
- 5.66%
- 6M
- 8.32%
- 1Y
- 16.77%
- 3Y*
- 15.04%
- 5Y*
- 8.70%
- 10Y*
- 7.30%
EPRX.TO vs. ^STOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EPRX.TO Eupraxia Pharmaceuticals Inc. | -12.50% | 128.82% | -16.01% | 47.12% | 48.98% | -64.49% |
^STOXX STOXX Europe 600 Index | 5.66% | 26.26% | 7.96% | 13.73% | -12.30% | 11.08% |
Correlation
The correlation between EPRX.TO and ^STOXX 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 | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2021 | 0.11 |
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Return for Risk
EPRX.TO vs. ^STOXX — Risk / Return Rank
EPRX.TO
^STOXX
EPRX.TO vs. ^STOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eupraxia Pharmaceuticals Inc. (EPRX.TO) and STOXX Europe 600 Index (^STOXX). 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.
| EPRX.TO | ^STOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 1.53 | +0.70 |
| Martin ratioReturn relative to average drawdown | 5.53 | 5.47 | +0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EPRX.TO | ^STOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.24 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.57 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.42 | -0.34 |
Drawdowns
EPRX.TO vs. ^STOXX - Drawdown Comparison
The maximum EPRX.TO drawdown since its inception was -87.48%, which is greater than ^STOXX's maximum drawdown of -29.84%. Use the drawdown chart below to compare losses from any high point for EPRX.TO and ^STOXX.
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Drawdown Indicators
| EPRX.TO | ^STOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.48% | -29.84% | -57.64% |
Max Drawdown (1Y)Largest decline over 1 year | -30.08% | -11.04% | -19.04% |
Max Drawdown (3Y)Largest decline over 3 years | -64.61% | -16.52% | -48.09% |
Max Drawdown (5Y)Largest decline over 5 years | -79.07% | -28.34% | -50.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.84% | — |
Current DrawdownCurrent decline from peak | -27.76% | -1.42% | -26.34% |
Average DrawdownAverage peak-to-trough decline | -42.25% | -7.15% | -35.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.15% | 3.11% | +9.04% |
Volatility
EPRX.TO vs. ^STOXX - Volatility Comparison
Eupraxia Pharmaceuticals Inc. (EPRX.TO) has a higher volatility of 20.02% compared to STOXX Europe 600 Index (^STOXX) at 3.90%. This indicates that EPRX.TO's price experiences larger fluctuations and is considered to be riskier than ^STOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPRX.TO | ^STOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.02% | 3.90% | +16.12% |
Volatility (6M)Calculated over the trailing 6-month period | 40.83% | 11.25% | +29.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.81% | 13.60% | +45.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.46% | 14.93% | +52.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.58% | 15.28% | +52.30% |
Frequently Asked Questions
EPRX.TO and ^STOXX 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.
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