EPRX.TO vs. ^STOXX

Last updated Jun 6, 2026

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 15.34%/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

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Eupraxia Pharmaceuticals Inc. (EPRX.TO) and STOXX Europe 600 Index (^STOXX). The values are adjusted to include any dividend payments, if applicable.

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 -19.28% return, which is significantly lower than ^STOXX's 5.66% return.

EPRX.TO

• 1D: -7.75%
• 1M: -19.98%
• YTD: -19.28%
• 6M: -2.46%
• 1Y: 51.73%
• 3Y*: 5.22%
• 5Y*: 15.34%
• 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%

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

EPRX.TO vs. ^STOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EPRX.TO Eupraxia Pharmaceuticals Inc.	-19.28%	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

Return for Risk

EPRX.TO vs. ^STOXX — Risk / Return Rank

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

EPRX.TO

EPRX.TO Risk / Return Rank: 70
EPRX.TO Sharpe Ratio Rank: 70
EPRX.TO Sortino Ratio Rank: 70
EPRX.TO Omega Ratio Rank: 65
EPRX.TO Calmar Ratio Rank: 70
EPRX.TO Martin Ratio Rank: 73

^STOXX

^STOXX Risk / Return Rank: 45
^STOXX Sharpe Ratio Rank: 45
^STOXX Sortino Ratio Rank: 45
^STOXX Omega Ratio Rank: 46
^STOXX Calmar Ratio Rank: 42
^STOXX Martin Ratio Rank: 47

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.

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 ratio: Return per unit of total volatility	0.88	1.24	-0.37
Sortino ratio: Return per unit of downside risk	1.69	1.81	-0.11
Omega ratio: Gain probability vs. loss probability	1.19	1.23	-0.04
Calmar ratio: Return relative to maximum drawdown	1.56	1.53	+0.03
Martin ratio: Return relative to average drawdown	4.21	5.47	-1.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EPRX.TO vs. ^STOXX - Sharpe Ratio Comparison

The current EPRX.TO Sharpe Ratio is 0.88, which is comparable to the ^STOXX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of EPRX.TO and ^STOXX, 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

	EPRX.TO	^STOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.88	1.24	-0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	0.57	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.42	-0.36

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.

Drawdown Indicators

	EPRX.TO	^STOXX	Difference
Max Drawdown Largest peak-to-trough decline	-87.48%	-29.84%	-57.64%
Max Drawdown (1Y) Largest decline over 1 year	-33.36%	-11.04%	-22.32%
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 Drawdown Current decline from peak	-33.36%	-1.42%	-31.94%
Average Drawdown Average peak-to-trough decline	-42.24%	-7.15%	-35.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.33%	3.11%	+9.22%

Volatility

EPRX.TO vs. ^STOXX - Volatility Comparison

Eupraxia Pharmaceuticals Inc. (EPRX.TO) has a higher volatility of 20.49% 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.

Volatility by Period

	EPRX.TO	^STOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.49%	3.90%	+16.59%
Volatility (6M) Calculated over the trailing 6-month period	41.63%	11.25%	+30.38%
Volatility (1Y) Calculated over the trailing 1-year period	59.25%	13.60%	+45.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	67.53%	14.93%	+52.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	67.64%	15.28%	+52.36%

Frequently Asked Questions

Can I hold both EPRX.TO and ^STOXX in my portfolio?

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.