GNLX vs. TARA
GNLX (Genelux Corporation) and TARA (Protara Therapeutics, Inc.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 3 years, GNLX returned -52.56%/yr vs 13.32%/yr for TARA. At a 0.15 correlation, their price movements are largely independent.
Performance
GNLX vs. TARA - Performance Comparison
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Returns By Period
In the year-to-date period, GNLX achieves a -31.19% return, which is significantly lower than TARA's -20.83% return.
GNLX
- 1D
- 1.69%
- 1M
- 5.26%
- YTD
- -31.19%
- 6M
- -35.48%
- 1Y
- 16.73%
- 3Y*
- -52.56%
- 5Y*
- —
- 10Y*
- —
TARA
- 1D
- -2.76%
- 1M
- -22.57%
- YTD
- -20.83%
- 6M
- -37.94%
- 1Y
- 28.66%
- 3Y*
- 13.32%
- 5Y*
- -16.16%
- 10Y*
- -33.11%
GNLX vs. TARA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GNLX Genelux Corporation | -31.19% | 84.75% | -83.15% | 127.80% |
TARA Protara Therapeutics, Inc. | -20.83% | 0.95% | 181.58% | -40.66% |
Correlation
The correlation between GNLX and TARA 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 | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2023 | 0.15 |
The correlation between GNLX and TARA shifts across timeframes, from 0.15 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
GNLX:
$132.45M
TARA:
$242.81M
GNLX:
-$0.85
TARA:
-$1.35
GNLX:
5.78
TARA:
1.34
GNLX:
$8.00K
TARA:
$0.00
GNLX:
-$283.00K
TARA:
-$181.00K
GNLX:
-$24.96M
TARA:
-$66.86M
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Return for Risk
GNLX vs. TARA — Risk / Return Rank
GNLX
TARA
GNLX vs. TARA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Genelux Corporation (GNLX) and Protara Therapeutics, Inc. (TARA). 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.
| GNLX | TARA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.19 | 0.36 | -0.17 |
Sortino ratioReturn per unit of downside risk | 0.89 | 1.13 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.14 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.23 | 0.65 | -0.42 |
Martin ratioReturn relative to average drawdown | 0.36 | 1.39 | -1.03 |
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
| GNLX | TARA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 0.36 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.20 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.36 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.17 | -0.37 | +0.19 |
Drawdowns
GNLX vs. TARA - Drawdown Comparison
The maximum GNLX drawdown since its inception was -95.74%, roughly equal to the maximum TARA drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for GNLX and TARA.
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Drawdown Indicators
| GNLX | TARA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.74% | -99.86% | +4.12% |
Max Drawdown (1Y)Largest decline over 1 year | -72.09% | -44.18% | -27.91% |
Max Drawdown (3Y)Largest decline over 3 years | -95.74% | -66.46% | -29.28% |
Max Drawdown (5Y)Largest decline over 5 years | — | -89.53% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -99.75% | — |
Current DrawdownCurrent decline from peak | -92.11% | -99.47% | +7.36% |
Average DrawdownAverage peak-to-trough decline | -73.12% | -85.09% | +11.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.22% | 20.61% | +25.61% |
Volatility
GNLX vs. TARA - Volatility Comparison
Genelux Corporation (GNLX) and Protara Therapeutics, Inc. (TARA) have volatilities of 17.98% and 18.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GNLX | TARA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.98% | 18.75% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 53.82% | 58.25% | -4.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 87.14% | 79.90% | +7.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 110.97% | 81.03% | +29.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 110.97% | 91.24% | +19.73% |
Dividends
GNLX vs. TARA - Dividend Comparison
Neither GNLX nor TARA has paid dividends to shareholders.
Financials
GNLX vs. TARA - Financials Comparison
This section allows you to compare key financial metrics between Genelux Corporation and Protara Therapeutics, Inc.. 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
GNLX and TARA 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.
TARA has higher volatility (18.75%) compared to GNLX (17.98%). In terms of maximum drawdown, GNLX dropped -95.74% vs TARA's -99.86%.
TARA currently has the higher Sharpe Ratio (0.36 vs 0.19), 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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