GLSI vs. QNRX
GLSI (Greenwich LifeSciences, Inc.) and QNRX (Quoin Pharmaceuticals Ltd DRC) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 5 years, GLSI returned -15.06%/yr vs -86.24%/yr for QNRX. At a 0.11 correlation, their price movements are largely independent.
Performance
GLSI vs. QNRX - Performance Comparison
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Returns By Period
In the year-to-date period, GLSI achieves a -11.61% return, which is significantly higher than QNRX's -70.69% return.
GLSI
- 1D
- -6.21%
- 1M
- -22.82%
- 6M
- -30.79%
- YTD
- -11.61%
- 1Y
- 71.31%
- 3Y*
- 25.74%
- 5Y*
- -15.06%
- 10Y*
- —
QNRX
- 1D
- -4.94%
- 1M
- 0.71%
- 6M
- -63.90%
- YTD
- -70.69%
- 1Y
- -52.42%
- 3Y*
- -73.80%
- 5Y*
- -86.24%
- 10Y*
- —
GLSI vs. QNRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GLSI Greenwich LifeSciences, Inc. | -11.61% | 87.09% | 6.75% | -30.79% | -37.53% | -33.29% | 534.26% |
QNRX Quoin Pharmaceuticals Ltd DRC | -70.69% | -36.64% | -86.73% | -71.21% | -93.76% | -78.94% | -13.25% |
Correlation
The correlation between GLSI and QNRX is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2020 | 0.11 |
Fundamentals
GLSI:
$272.57M
QNRX:
$8.49M
GLSI:
-$1.56
QNRX:
-$11.36
GLSI:
51.32
QNRX:
1.36
GLSI:
$3.56K
QNRX:
$0.00
GLSI:
$903.00
QNRX:
-$24.93K
GLSI:
-$21.89M
QNRX:
-$17.28M
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Return for Risk
GLSI vs. QNRX — Risk / Return Rank
GLSI
QNRX
GLSI vs. QNRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Greenwich LifeSciences, Inc. (GLSI) and Quoin Pharmaceuticals Ltd DRC (QNRX). 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.
| GLSI | QNRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.09 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | -0.62 | +2.19 |
| Martin ratioReturn relative to average drawdown | 3.14 | -0.98 | +4.12 |
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Drawdowns
GLSI vs. QNRX - Drawdown Comparison
The maximum GLSI drawdown since its inception was -90.11%, smaller than the maximum QNRX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for GLSI and QNRX.
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Drawdown Indicators
| GLSI | QNRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.11% | -100.00% | +9.89% |
Max Drawdown (1Y)Largest decline over 1 year | -45.39% | -85.43% | +40.04% |
Max Drawdown (3Y)Largest decline over 3 years | -61.37% | -98.98% | +37.61% |
Max Drawdown (5Y)Largest decline over 5 years | -84.52% | -100.00% | +15.48% |
Current DrawdownCurrent decline from peak | -74.29% | -100.00% | +25.71% |
Average DrawdownAverage peak-to-trough decline | -72.74% | -81.63% | +8.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.76% | 53.46% | -30.70% |
Volatility
GLSI vs. QNRX - Volatility Comparison
The current volatility for Greenwich LifeSciences, Inc. (GLSI) is 31.33%, while Quoin Pharmaceuticals Ltd DRC (QNRX) has a volatility of 43.19%. This indicates that GLSI experiences smaller price fluctuations and is considered to be less risky than QNRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLSI | QNRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.33% | 43.19% | -11.86% |
Volatility (6M)Calculated over the trailing 6-month period | 74.38% | 70.57% | +3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 97.03% | 193.31% | -96.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.37% | 214.10% | -134.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 424.83% | 172.19% | +252.64% |
Dividends
GLSI vs. QNRX - Dividend Comparison
Neither GLSI nor QNRX has paid dividends to shareholders.
Financials
GLSI vs. QNRX - Financials Comparison
This section allows you to compare key financial metrics between Greenwich LifeSciences, Inc. and Quoin Pharmaceuticals Ltd DRC. 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
GLSI and QNRX have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QNRX has higher volatility (43.19%) compared to GLSI (31.33%). In terms of maximum drawdown, GLSI dropped -90.11% vs QNRX's -100.00%.
GLSI currently has the higher Sharpe Ratio (0.74 vs -0.27), 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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