EPRX.TO vs. ^STOXX

Last updated Apr 2, 2026

Compare and contrast key facts about Eupraxia Pharmaceuticals Inc. (EPRX.TO) and STOXX Europe 600 Index (^STOXX).

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.

EPRX.TO vs. ^STOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EPRX.TO Eupraxia Pharmaceuticals Inc.	-0.10%	128.82%	-16.01%	47.12%	48.98%	-64.49%
^STOXX STOXX Europe 600 Index	0.90%	26.26%	7.96%	13.73%	-12.30%	11.08%

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 -0.10% return, which is significantly lower than ^STOXX's 0.90% return.

EPRX.TO

• 1D: 2.69%
• 1M: -9.32%
• YTD: -0.10%
• 6M: 21.29%
• 1Y: 119.36%
• 3Y*: 34.58%
• 5Y*: 13.56%
• 10Y*: —

^STOXX

• 1D: 2.73%
• 1M: -3.39%
• YTD: 0.90%
• 6M: 4.34%
• 1Y: 15.61%
• 3Y*: 12.80%
• 5Y*: 8.57%
• 10Y*: 6.91%

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

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: 90
EPRX.TO Sharpe Ratio Rank: 91
EPRX.TO Sortino Ratio Rank: 90
EPRX.TO Omega Ratio Rank: 85
EPRX.TO Calmar Ratio Rank: 92
EPRX.TO Martin Ratio Rank: 93

^STOXX

^STOXX Risk / Return Rank: 61
^STOXX Sharpe Ratio Rank: 43
^STOXX Sortino Ratio Rank: 39
^STOXX Omega Ratio Rank: 45
^STOXX Calmar Ratio Rank: 89
^STOXX Martin Ratio Rank: 88

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	2.08	0.93	+1.15
Sortino ratio Return per unit of downside risk	2.93	1.28	+1.65
Omega ratio Gain probability vs. loss probability	1.34	1.19	+0.14
Calmar ratio Return relative to maximum drawdown	4.66	2.79	+1.88
Martin ratio Return relative to average drawdown	14.07	11.21	+2.86
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 2.08, which is higher than the ^STOXX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of EPRX.TO and ^STOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EPRX.TO	^STOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.08	0.93	+1.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	0.57	-0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.43	-0.31

Correlation

The correlation between EPRX.TO and ^STOXX is 0.11, 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.

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%	-61.04%	-26.44%
Max Drawdown (1Y) Largest decline over 1 year	-25.60%	-12.48%	-13.12%
Max Drawdown (5Y) Largest decline over 5 years	-85.51%	-22.55%	-62.96%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.55%	—
Current Drawdown Current decline from peak	-17.52%	-5.70%	-11.82%
Average Drawdown Average peak-to-trough decline	-42.98%	-16.84%	-26.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.48%	2.37%	+6.11%

Volatility

EPRX.TO vs. ^STOXX - Volatility Comparison

Eupraxia Pharmaceuticals Inc. (EPRX.TO) has a higher volatility of 15.87% compared to STOXX Europe 600 Index (^STOXX) at 6.00%. 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	15.87%	6.00%	+9.87%
Volatility (6M) Calculated over the trailing 6-month period	41.79%	10.12%	+31.67%
Volatility (1Y) Calculated over the trailing 1-year period	57.72%	16.52%	+41.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	67.78%	14.78%	+53.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	67.91%	15.20%	+52.71%