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EPRX.TO vs. QQQM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EPRX.TO vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Eupraxia Pharmaceuticals Inc. (EPRX.TO) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

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EPRX.TO vs. QQQM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EPRX.TO
Eupraxia Pharmaceuticals Inc.
-0.10%128.82%-16.01%47.12%48.98%-64.49%
QQQM
Invesco NASDAQ 100 ETF
-3.54%15.31%36.48%51.60%-27.71%28.21%
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 -0.10% return, which is significantly higher than QQQM's -4.65% 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*

QQQM

1D
0.00%
1M
-3.33%
YTD
-4.65%
6M
-4.25%
1Y
19.37%
3Y*
23.58%
5Y*
15.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EPRX.TO vs. QQQM — 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: 9090
Overall Rank
EPRX.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EPRX.TO Sortino Ratio Rank: 9090
Sortino Ratio Rank
EPRX.TO Omega Ratio Rank: 8585
Omega Ratio Rank
EPRX.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
EPRX.TO Martin Ratio Rank: 9393
Martin Ratio Rank

QQQM
QQQM Risk / Return Rank: 6666
Overall Rank
QQQM Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
QQQM Sortino Ratio Rank: 6363
Sortino Ratio Rank
QQQM Omega Ratio Rank: 6363
Omega Ratio Rank
QQQM Calmar Ratio Rank: 7575
Calmar Ratio Rank
QQQM Martin Ratio Rank: 6969
Martin Ratio Rank
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. 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.TOQQQMDifference

Sharpe ratio

Return per unit of total volatility

2.08

0.88

+1.20

Sortino ratio

Return per unit of downside risk

2.93

1.35

+1.58

Omega ratio

Gain probability vs. loss probability

1.34

1.20

+0.14

Calmar ratio

Return relative to maximum drawdown

4.66

1.59

+3.07

Martin ratio

Return relative to average drawdown

14.07

4.59

+9.49

EPRX.TO vs. QQQM - Sharpe Ratio Comparison

The current EPRX.TO Sharpe Ratio is 2.08, which is higher than the QQQM Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of EPRX.TO and QQQM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EPRX.TOQQQMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

0.88

+1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.75

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.73

-0.61

Correlation

The correlation between EPRX.TO and QQQM is 0.07, 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.


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 0.53%.


TTM202520242023202220212020
EPRX.TO
Eupraxia Pharmaceuticals Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.53%0.50%0.61%0.65%0.83%0.40%0.16%

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.TOQQQMDifference

Max Drawdown

Largest peak-to-trough decline

-87.48%

-35.04%

-52.44%

Max Drawdown (1Y)

Largest decline over 1 year

-25.60%

-12.55%

-13.05%

Max Drawdown (5Y)

Largest decline over 5 years

-85.51%

-35.04%

-50.47%

Current Drawdown

Current decline from peak

-17.52%

-7.86%

-9.66%

Average Drawdown

Average peak-to-trough decline

-42.98%

-8.47%

-34.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.48%

3.44%

+5.04%

Volatility

EPRX.TO vs. QQQM - Volatility Comparison

Eupraxia Pharmaceuticals Inc. (EPRX.TO) has a higher volatility of 15.87% compared to Invesco NASDAQ 100 ETF (QQQM) at 6.30%. 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.TOQQQMDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.87%

6.30%

+9.57%

Volatility (6M)

Calculated over the trailing 6-month period

41.79%

12.63%

+29.16%

Volatility (1Y)

Calculated over the trailing 1-year period

57.72%

22.10%

+35.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.78%

20.57%

+47.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.91%

20.60%

+47.31%