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PLX vs. VLUE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PLX vs. VLUE

Last updated Jun 5, 2026

PLX (Protalix BioTherapeutics, Inc.) is a stock, while VLUE (iShares Edge MSCI USA Value Factor ETF) is Large Cap Value Equities fund tracking the MSCI USA Value Weighted Index. Over the past 10 years, PLX returned -12.90%/yr vs 15.20%/yr for VLUE. At a 0.20 correlation, their price movements are largely independent.

Performance

PLX vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Protalix BioTherapeutics, Inc. (PLX) and iShares Edge MSCI USA Value Factor ETF (VLUE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PLX achieves a 11.67% return, which is significantly lower than VLUE's 47.08% return. Over the past 10 years, PLX has underperformed VLUE with an annualized return of -12.90%, while VLUE has yielded a comparatively higher 15.20% annualized return.

PLX

1D
2.55%
1M
2.55%
YTD
11.67%
6M
14.86%
1Y
25.62%
3Y*
-3.97%
5Y*
-1.25%
10Y*
-12.90%

VLUE

1D
-1.29%
1M
15.14%
YTD
47.08%
6M
50.18%
1Y
89.43%
3Y*
33.96%
5Y*
16.06%
10Y*
15.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLX vs. VLUE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
PLX
Protalix BioTherapeutics, Inc.		11.67%-4.26%5.62%29.93%64.72%-77.09%10.67%5.47%-52.96%48.58%
VLUE
iShares Edge MSCI USA Value Factor ETF		47.08%32.67%7.25%14.26%-14.17%28.93%-0.23%27.20%-11.13%21.95%

Correlation

The correlation between PLX and VLUE 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

0.27

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

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2013

0.20

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Protalix BioTherapeutics, Inc.

iShares Edge MSCI USA Value Factor ETF

Often compared with PLX:
PLX vs. SCHGPLX vs. VOOPLX vs. JIVEPLX vs. MUPLX vs. NLCPPLX vs. ORE.TOPLX vs. AVLV
Often compared with VLUE:
VLUE vs. VLUVLUE vs. AVLVVLUE vs. VOOVLUE vs. IUSVVLUE vs. QVALVLUE vs. SCHVVLUE vs. SCHD

Return for Risk

PLX vs. VLUE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PLX
PLX Risk / Return Rank: 5454
Overall Rank
PLX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
PLX Sortino Ratio Rank: 5454
Sortino Ratio Rank
PLX Omega Ratio Rank: 5454
Omega Ratio Rank
PLX Calmar Ratio Rank: 5656
Calmar Ratio Rank
PLX Martin Ratio Rank: 5454
Martin Ratio Rank
VLUE
VLUE Risk / Return Rank: 9797
Overall Rank
VLUE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VLUE Sortino Ratio Rank: 9898
Sortino Ratio Rank
VLUE Omega Ratio Rank: 9797
Omega Ratio Rank
VLUE Calmar Ratio Rank: 9696
Calmar Ratio Rank
VLUE Martin Ratio Rank: 9797
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.

PLX vs. VLUE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Protalix BioTherapeutics, Inc. (PLX) and iShares Edge MSCI USA Value Factor ETF (VLUE). 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.

PLXVLUEDifference
Sharpe ratioReturn per unit of total volatility
0.39
5.19

-4.80

Sortino ratioReturn per unit of downside risk
0.98
6.69

-5.71

Omega ratioGain probability vs. loss probability

1.13

1.88

-0.75

Calmar ratioReturn relative to maximum drawdown

0.65

9.95

-9.30

Martin ratioReturn relative to average drawdown

1.22

44.54

-43.32

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PLX vs. VLUE - Sharpe Ratio Comparison

The current PLX Sharpe Ratio is 0.39, which is lower than the VLUE Sharpe Ratio of 5.19. The chart below compares the historical Sharpe Ratios of PLX and VLUE, 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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Sharpe Ratios by Period

PLXVLUEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

5.19

-4.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.91

-0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

0.77

-0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.76

-0.82

Drawdowns

PLX vs. VLUE - Drawdown Comparison

The maximum PLX drawdown since its inception was -99.91%, which is greater than VLUE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for PLX and VLUE.

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Drawdown Indicators

PLXVLUEDifference

Max Drawdown

Largest peak-to-trough decline

-99.91%

-39.47%

-60.44%

Max Drawdown (1Y)

Largest decline over 1 year

-39.68%

-9.04%

-30.64%

Max Drawdown (3Y)

Largest decline over 3 years

-62.96%

-17.89%

-45.07%

Max Drawdown (5Y)

Largest decline over 5 years

-73.21%

-27.12%

-46.09%

Max Drawdown (10Y)

Largest decline over 10 years

-94.38%

-39.47%

-54.91%

Current Drawdown

Current decline from peak

-99.77%

-1.70%

-98.07%

Average Drawdown

Average peak-to-trough decline

-93.66%

-6.01%

-87.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.13%

2.01%

+19.12%

Volatility

PLX vs. VLUE - Volatility Comparison

Protalix BioTherapeutics, Inc. (PLX) has a higher volatility of 11.39% compared to iShares Edge MSCI USA Value Factor ETF (VLUE) at 7.83%. This indicates that PLX's price experiences larger fluctuations and is considered to be riskier than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PLXVLUEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.39%

7.83%

+3.56%

Volatility (6M)

Calculated over the trailing 6-month period

44.38%

14.06%

+30.32%

Volatility (1Y)

Calculated over the trailing 1-year period

66.72%

17.34%

+49.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.71%

17.79%

+49.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.32%

19.82%

+59.50%

Dividends

PLX vs. VLUE - Dividend Comparison

PLX has not paid dividends to shareholders, while VLUE's dividend yield for the trailing twelve months is around 1.42%.

PositionTTM20252024202320222021202020192018201720162015
PLX
Protalix BioTherapeutics, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VLUE
iShares Edge MSCI USA Value Factor ETF		1.42%2.11%2.73%2.66%3.18%2.22%2.42%2.61%2.70%2.14%2.07%2.39%

Frequently Asked Questions

PLX and VLUE 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.

PLX has higher volatility (11.39%) compared to VLUE (7.83%). In terms of maximum drawdown, PLX dropped -99.91% vs VLUE's -39.47%.

VLUE currently has the higher Sharpe Ratio (5.19 vs 0.39), 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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