EPRX.TO vs. QQQM
EPRX.TO (Eupraxia Pharmaceuticals Inc.) is a stock, while QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, EPRX.TO returned 17.22%/yr vs 20.20%/yr for QQQM. At a 0.07 correlation, their price movements are largely independent.
Performance
EPRX.TO vs. QQQM - Performance Comparison
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Different Trading Currencies
EPRX.TO is traded in CAD, while QQQM is traded in USD. To make them comparable, the QQQM 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 QQQM's 16.77% 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*
- —
QQQM
- 1D
- -4.59%
- 1M
- 3.64%
- YTD
- 16.77%
- 6M
- 14.05%
- 1Y
- 37.74%
- 3Y*
- 28.22%
- 5Y*
- 20.20%
- 10Y*
- —
EPRX.TO vs. QQQM - 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% |
QQQM Invesco NASDAQ 100 ETF | 16.77% | 15.31% | 36.48% | 51.60% | -27.71% | 28.21% |
Correlation
The correlation between EPRX.TO and QQQM is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2021 | 0.07 |
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Return for Risk
EPRX.TO vs. QQQM — Risk / Return Rank
EPRX.TO
QQQM
EPRX.TO vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eupraxia Pharmaceuticals Inc. (EPRX.TO) and Invesco NASDAQ 100 ETF (QQQM). 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 | QQQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.42 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 3.09 | -0.85 |
| Martin ratioReturn relative to average drawdown | 5.53 | 9.82 | -4.30 |
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 | QQQM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 2.33 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.98 | -0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.91 | -0.84 |
Drawdowns
EPRX.TO vs. QQQM - Drawdown Comparison
The maximum EPRX.TO drawdown since its inception was -87.48%, which is greater than QQQM's maximum drawdown of -31.71%. Use the drawdown chart below to compare losses from any high point for EPRX.TO and QQQM.
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Drawdown Indicators
| EPRX.TO | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.48% | -31.71% | -55.77% |
Max Drawdown (1Y)Largest decline over 1 year | -30.08% | -12.27% | -17.81% |
Max Drawdown (3Y)Largest decline over 3 years | -64.61% | -22.52% | -42.09% |
Max Drawdown (5Y)Largest decline over 5 years | -79.07% | -31.71% | -47.36% |
Current DrawdownCurrent decline from peak | -27.76% | -5.02% | -22.74% |
Average DrawdownAverage peak-to-trough decline | -42.25% | -7.57% | -34.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.15% | 3.85% | +8.30% |
Volatility
EPRX.TO vs. QQQM - Volatility Comparison
Eupraxia Pharmaceuticals Inc. (EPRX.TO) has a higher volatility of 20.02% compared to Invesco NASDAQ 100 ETF (QQQM) at 6.50%. This indicates that EPRX.TO's price experiences larger fluctuations and is considered to be riskier than QQQM 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 | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.02% | 6.50% | +13.52% |
Volatility (6M)Calculated over the trailing 6-month period | 40.83% | 12.72% | +28.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.81% | 16.29% | +42.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.46% | 20.66% | +46.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.58% | 20.56% | +47.02% |
Dividends
EPRX.TO vs. QQQM - Dividend Comparison
EPRX.TO has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EPRX.TO Eupraxia Pharmaceuticals Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQM Invesco NASDAQ 100 ETF | 0.44% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% |
Frequently Asked Questions
EPRX.TO and QQQM have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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