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

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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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 -14.44% return, which is significantly lower than QQQM's 16.29% 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%

QQQM

1D
-0.03%
1M
-6.32%
6M
13.41%
YTD
16.29%
1Y
27.23%
3Y*
26.21%
5Y*
17.11%
10Y*
ALL TIME*
18.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPRX.TO vs. QQQM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EPRX.TO
Eupraxia Pharmaceuticals Inc.
-14.44%128.82%-16.01%47.12%48.98%-68.39%
QQQM
Invesco NASDAQ 100 ETF
16.29%15.33%36.33%51.32%-28.24%34.49%

Correlation

The correlation between EPRX.TO and QQQM is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2021

0.10

The correlation between EPRX.TO and QQQM shifts across timeframes, from 0.10 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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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: 6060
Overall Rank
EPRX.TO Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EPRX.TO Sortino Ratio Rank: 6161
Sortino Ratio Rank
EPRX.TO Omega Ratio Rank: 5757
Omega Ratio Rank
EPRX.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
EPRX.TO Martin Ratio Rank: 6262
Martin Ratio Rank

QQQM
QQQM Risk / Return Rank: 5252
Overall Rank
QQQM Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
QQQM Sortino Ratio Rank: 4848
Sortino Ratio Rank
QQQM Omega Ratio Rank: 4949
Omega Ratio Rank
QQQM Calmar Ratio Rank: 5454
Calmar Ratio Rank
QQQM Martin Ratio Rank: 5757
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.

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.TOQQQMDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-0.98

Omega ratioGain probability vs. loss probability

1.11

1.25

-0.14

Calmar ratioReturn relative to maximum drawdown

0.67

2.24

-1.57

Martin ratioReturn relative to average drawdown

1.46

7.02

-5.55

EPRX.TO vs. QQQM - Sharpe Ratio Comparison

The current EPRX.TO Sharpe Ratio is 0.40, which is lower than the QQQM Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of EPRX.TO and QQQM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EPRX.TO vs. QQQM - Drawdown Comparison

The maximum EPRX.TO drawdown since its inception was -88.39%, which is greater than QQQM's maximum drawdown of -32.26%. 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

-88.39%

-32.26%

-56.13%

Max Drawdown (1Y)

Largest decline over 1 year

-33.84%

-12.21%

-21.63%

Max Drawdown (3Y)

Largest decline over 3 years

-61.16%

-22.57%

-38.59%

Max Drawdown (5Y)

Largest decline over 5 years

-76.92%

-32.26%

-44.66%

Current Drawdown

Current decline from peak

-29.36%

-6.73%

-22.63%

Average Drawdown

Average peak-to-trough decline

-43.24%

-7.49%

-35.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.50%

3.89%

+11.61%

Volatility

EPRX.TO vs. QQQM - Volatility Comparison

Eupraxia Pharmaceuticals Inc. (EPRX.TO) has a higher volatility of 14.68% compared to Invesco NASDAQ 100 ETF (QQQM) at 7.66%. 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

14.68%

7.66%

+7.02%

Volatility (6M)

Calculated over the trailing 6-month period

38.36%

15.68%

+22.68%

Volatility (1Y)

Calculated over the trailing 1-year period

57.52%

18.84%

+38.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.42%

23.39%

+44.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.41%

23.20%

+44.21%

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 0.46%.


PositionTTM202520242023202220212020
EPRX.TO
Eupraxia Pharmaceuticals Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.46%0.50%0.61%0.65%0.83%0.40%0.16%

Frequently Asked Questions


EPRX.TO and QQQM have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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