LOOP vs. DMAC

Last updated Aug 1, 2026

LOOP (Loop Industries, Inc.) and DMAC (DiaMedica Therapeutics Inc.) are both stocks. LOOP operates in Specialty Chemicals (Basic Materials), while DMAC operates in Biotechnology (Healthcare). Over the past 5 years, LOOP returned -41.31%/yr vs 12.94%/yr for DMAC. Their 0.08 correlation means their historical movements had little consistent relationship.

Performance

LOOP vs. DMAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loop Industries, Inc. (LOOP) and DiaMedica Therapeutics Inc. (DMAC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LOOP achieves a -27.03% return, which is significantly lower than DMAC's -20.35% return.

LOOP

• 1D: -0.05%
• 1M: -19.22%
• 6M: -39.69%
• YTD: -27.03%
• 1Y: -52.31%
• 3Y*: -38.19%
• 5Y*: -41.31%
• 10Y*: —
• ALL TIME*: -29.10%

DMAC

• 1D: -2.61%
• 1M: -16.80%
• 6M: -21.14%
• YTD: -20.35%
• 1Y: 53.88%
• 3Y*: 24.82%
• 5Y*: 12.94%
• 10Y*: 4.82%
• ALL TIME*: -7.31%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DMAC DiaMedica Therapeutics Inc.	$1.23M	$1.52M	$1.36M
LOOP Loop Industries, Inc.	$65.43K	$74.02K	$77.94K

LOOP vs. DMAC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LOOP Loop Industries, Inc.	-27.03%	-16.67%	-68.25%	58.16%	-80.52%	47.83%	-16.16%	27.41%	-46.34%	-0.14%
DMAC DiaMedica Therapeutics Inc.	-20.35%	46.59%	91.20%	79.74%	-57.64%	-63.21%	109.07%	66.67%	-41.80%	-19.35%

Correlation

The correlation between LOOP and DMAC is 0.17, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.17
Correlation (3Y) Balances recent behavior with more history.	0.05
Correlation (5Y) Shows whether the relationship held over a longer period.	0.10
Correlation (All Time) Calculated using the full available price history since Nov 20, 2017	0.08

The correlation between LOOP and DMAC shifts across timeframes, from 0.05 (3 years) to 0.17 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap LOOP : $35.30M DMAC : $341.62M
EPS LOOP : -$0.25 DMAC : -$0.70
Total Revenue (TTM) LOOP : $441.00K DMAC : $0.00
Gross Profit (TTM) LOOP : -$23.00K DMAC : -$11.00K
EBITDA (TTM) LOOP : -$6.90M DMAC : -$36.69M

Return for Risk

LOOP vs. DMAC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LOOP

LOOP Risk / Return Rank: 12
LOOP Sharpe Ratio Rank: 13
LOOP Sortino Ratio Rank: 14
LOOP Omega Ratio Rank: 15
LOOP Calmar Ratio Rank: 10
LOOP Martin Ratio Rank: 8

DMAC

DMAC Risk / Return Rank: 70
DMAC Sharpe Ratio Rank: 71
DMAC Sortino Ratio Rank: 72
DMAC Omega Ratio Rank: 69
DMAC Calmar Ratio Rank: 70
DMAC Martin Ratio Rank: 67

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LOOP vs. DMAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loop Industries, Inc. (LOOP) and DiaMedica Therapeutics Inc. (DMAC). 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.

	LOOP	DMAC	Difference
Sharpe ratio: Return per unit of total volatility	-0.71	0.80	-1.51
Sortino ratio: Return per unit of downside risk	-0.90	1.59	-2.49
Omega ratio: Gain probability vs. loss probability	0.89	1.18	-0.29
Calmar ratio: Return relative to maximum drawdown	-0.85	1.17	-2.02
Martin ratio: Return relative to average drawdown	-1.42	2.40	-3.81

LOOP vs. DMAC - Sharpe Ratio Comparison

The current LOOP Sharpe Ratio is -0.71, which is lower than the DMAC Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of LOOP and DMAC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LOOP vs. DMAC - Drawdown Comparison

The maximum LOOP drawdown since its inception was -96.00%, roughly equal to the maximum DMAC drawdown of -98.16%. Use the drawdown chart below to compare losses from any high point for LOOP and DMAC.

Drawdown Indicators

	LOOP	DMAC	Difference
Max Drawdown Largest peak-to-trough decline	-96.00%	-98.16%	+2.16%
Max Drawdown (1Y) Largest decline over 1 year	-65.04%	-43.24%	-21.80%
Max Drawdown (3Y) Largest decline over 3 years	-83.85%	-49.17%	-34.68%
Max Drawdown (5Y) Largest decline over 5 years	-95.93%	-75.70%	-20.23%
Max Drawdown (10Y) Largest decline over 10 years	—	-91.60%	—
Current Drawdown Current decline from peak	-95.95%	-85.65%	-10.30%
Average Drawdown Average peak-to-trough decline	-63.55%	-71.47%	+7.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	39.02%	21.03%	+17.99%

Volatility

LOOP vs. DMAC - Volatility Comparison

Loop Industries, Inc. (LOOP) has a higher volatility of 33.92% compared to DiaMedica Therapeutics Inc. (DMAC) at 13.16%. This indicates that LOOP's price experiences larger fluctuations and is considered to be riskier than DMAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOOP	DMAC	Difference
Volatility (1M) Calculated over the trailing 1-month period	33.92%	13.16%	+20.76%
Volatility (6M) Calculated over the trailing 6-month period	56.84%	35.91%	+20.93%
Volatility (1Y) Calculated over the trailing 1-year period	78.10%	63.25%	+14.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	84.20%	75.13%	+9.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	78.95%	85.70%	-6.75%

Dividends

LOOP vs. DMAC - Dividend Comparison

Neither LOOP nor DMAC has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both LOOP and DMAC in my portfolio?

LOOP and DMAC have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LOOP or DMAC?

LOOP has higher volatility (33.92%) compared to DMAC (13.16%). In terms of maximum drawdown, LOOP dropped -96.00% vs DMAC's -98.16%.

Which has better risk-adjusted returns?

DMAC currently has the higher Sharpe Ratio (0.80 vs -0.71), 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.