GLMD vs. PHIO
GLMD (Galmed Pharmaceuticals Ltd.) and PHIO (Phio Pharmaceuticals Corp.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 10 years, GLMD returned -50.29%/yr vs -68.85%/yr for PHIO. At a 0.16 correlation, their price movements are largely independent.
Performance
GLMD vs. PHIO - Performance Comparison
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Returns By Period
In the year-to-date period, GLMD achieves a -9.39% return, which is significantly lower than PHIO's 5.71% return. Over the past 10 years, GLMD has outperformed PHIO with an annualized return of -50.29%, while PHIO has yielded a comparatively lower -68.85% annualized return.
GLMD
- 1D
- -1.61%
- 1M
- 15.57%
- YTD
- -9.39%
- 6M
- -36.45%
- 1Y
- -54.05%
- 3Y*
- -77.13%
- 5Y*
- -74.35%
- 10Y*
- -50.29%
PHIO
- 1D
- -0.89%
- 1M
- -4.31%
- YTD
- 5.71%
- 6M
- -13.95%
- 1Y
- -46.89%
- 3Y*
- -66.70%
- 5Y*
- -65.39%
- 10Y*
- -68.85%
GLMD vs. PHIO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLMD Galmed Pharmaceuticals Ltd. | -9.39% | -76.47% | -41.58% | -93.93% | -72.53% | -41.48% | -46.19% | -15.37% | -25.36% | 160.68% |
PHIO Phio Pharmaceuticals Corp. | 5.71% | -41.67% | -73.68% | -82.97% | -62.80% | -62.83% | -71.40% | -48.17% | -94.07% | -22.21% |
Correlation
The correlation between GLMD and PHIO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2014 | 0.16 |
Fundamentals
GLMD:
$4.48M
PHIO:
$12.90M
GLMD:
-$1.93
PHIO:
-$1.31
GLMD:
0.28
PHIO:
0.78
GLMD:
$0.00
PHIO:
$0.00
GLMD:
$0.00
PHIO:
-$1.08M
GLMD:
-$8.49M
PHIO:
-$7.23M
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Return for Risk
GLMD vs. PHIO — Risk / Return Rank
GLMD
PHIO
GLMD vs. PHIO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Galmed Pharmaceuticals Ltd. (GLMD) and Phio Pharmaceuticals Corp. (PHIO). 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.
| GLMD | PHIO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.63 | -0.55 | -0.08 |
Sortino ratioReturn per unit of downside risk | -0.69 | -0.52 | -0.17 |
Omega ratioGain probability vs. loss probability | 0.92 | 0.94 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | -0.68 | -0.66 | -0.02 |
Martin ratioReturn relative to average drawdown | -0.97 | -0.97 | 0.00 |
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
| GLMD | PHIO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.63 | -0.55 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.45 | -0.36 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.37 | -0.46 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.38 | -0.25 | -0.13 |
Drawdowns
GLMD vs. PHIO - Drawdown Comparison
The maximum GLMD drawdown since its inception was -99.99%, roughly equal to the maximum PHIO drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for GLMD and PHIO.
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Drawdown Indicators
| GLMD | PHIO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.99% | -100.00% | +0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -79.62% | -71.05% | -8.57% |
Max Drawdown (3Y)Largest decline over 3 years | -99.11% | -97.09% | -2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -99.93% | -99.67% | -0.26% |
Max Drawdown (10Y)Largest decline over 10 years | -99.99% | -100.00% | +0.01% |
Current DrawdownCurrent decline from peak | -99.98% | -100.00% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -74.35% | -91.34% | +16.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 55.49% | 48.30% | +7.19% |
Volatility
GLMD vs. PHIO - Volatility Comparison
Galmed Pharmaceuticals Ltd. (GLMD) has a higher volatility of 25.28% compared to Phio Pharmaceuticals Corp. (PHIO) at 11.25%. This indicates that GLMD's price experiences larger fluctuations and is considered to be riskier than PHIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLMD | PHIO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.28% | 11.25% | +14.03% |
Volatility (6M)Calculated over the trailing 6-month period | 62.60% | 64.55% | -1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 86.30% | 86.29% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 166.29% | 183.79% | -17.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 137.58% | 150.17% | -12.59% |
Dividends
GLMD vs. PHIO - Dividend Comparison
Neither GLMD nor PHIO has paid dividends to shareholders.
Financials
GLMD vs. PHIO - Financials Comparison
This section allows you to compare key financial metrics between Galmed Pharmaceuticals Ltd. and Phio Pharmaceuticals Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
GLMD and PHIO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLMD has higher volatility (25.28%) compared to PHIO (11.25%). In terms of maximum drawdown, GLMD dropped -99.99% vs PHIO's -100.00%.
PHIO currently has the higher Sharpe Ratio (-0.55 vs -0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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