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 19.66%/yr vs 8.80%/yr for ^STOXX. At a 0.13 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 -14.44% return, which is significantly lower than ^STOXX's 8.06% return.
EPRX.TO
- 1D
- -4.75%
- 1M
- -2.54%
- 6M
- -26.36%
- YTD
- -14.44%
- 1Y
- 22.64%
- 3Y*
- 5.17%
- 5Y*
- 19.66%
- 10Y*
- —
- ALL TIME*
- 2.46%
^STOXX
- 1D
- -0.39%
- 1M
- -0.10%
- 6M
- 4.82%
- YTD
- 8.06%
- 1Y
- 17.92%
- 3Y*
- 14.68%
- 5Y*
- 8.80%
- 10Y*
- 7.90%
- ALL TIME*
- 3.12%
EPRX.TO vs. ^STOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EPRX.TO Eupraxia Pharmaceuticals Inc. | -14.44% | 128.82% | -16.01% | 47.12% | 48.98% | -68.39% |
^STOXX STOXX Europe 600 Index | 8.06% | 25.96% | 8.18% | 13.54% | -12.90% | 13.29% |
Correlation
The correlation between EPRX.TO and ^STOXX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2021 | 0.13 |
The correlation between EPRX.TO and ^STOXX shifts across timeframes, from 0.13 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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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.
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.
| EPRX.TO | ^STOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.70 | -1.03 |
| Martin ratioReturn relative to average drawdown | 1.46 | 5.74 | -4.27 |
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Drawdowns
EPRX.TO vs. ^STOXX - Drawdown Comparison
The maximum EPRX.TO drawdown since its inception was -88.39%, which is greater than ^STOXX's maximum drawdown of -54.99%. 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 | -88.39% | -54.99% | -33.40% |
Max Drawdown (1Y)Largest decline over 1 year | -33.84% | -11.10% | -22.74% |
Max Drawdown (3Y)Largest decline over 3 years | -61.16% | -15.47% | -45.69% |
Max Drawdown (5Y)Largest decline over 5 years | -76.92% | -28.68% | -48.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.27% | — |
Current DrawdownCurrent decline from peak | -29.36% | -2.78% | -26.58% |
Average DrawdownAverage peak-to-trough decline | -43.24% | -16.29% | -26.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.50% | 3.26% | +12.24% |
Volatility
EPRX.TO vs. ^STOXX - Volatility Comparison
Eupraxia Pharmaceuticals Inc. (EPRX.TO) has a higher volatility of 14.68% compared to STOXX Europe 600 Index (^STOXX) at 3.81%. 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 | 14.68% | 3.81% | +10.87% |
Volatility (6M)Calculated over the trailing 6-month period | 38.36% | 12.55% | +25.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.52% | 14.88% | +42.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.42% | 17.88% | +49.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.41% | 17.70% | +49.71% |
Frequently Asked Questions
EPRX.TO and ^STOXX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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