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PRFX vs. FNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRFX and FNDX is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

PRFX vs. FNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PainReform Ltd. (PRFX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%SeptemberOctoberNovemberDecember2025February
-45.00%
8.73%
PRFX
FNDX

Key characteristics

Sharpe Ratio

PRFX:

-0.20

FNDX:

1.95

Sortino Ratio

PRFX:

1.48

FNDX:

2.72

Omega Ratio

PRFX:

1.18

FNDX:

1.36

Calmar Ratio

PRFX:

-0.93

FNDX:

3.37

Martin Ratio

PRFX:

-1.17

FNDX:

9.79

Ulcer Index

PRFX:

80.03%

FNDX:

2.22%

Daily Std Dev

PRFX:

472.75%

FNDX:

11.18%

Max Drawdown

PRFX:

-99.89%

FNDX:

-37.71%

Current Drawdown

PRFX:

-99.79%

FNDX:

-0.40%

Returns By Period

In the year-to-date period, PRFX achieves a 3.73% return, which is significantly lower than FNDX's 5.19% return.


PRFX

YTD

3.73%

1M

16.39%

6M

-45.86%

1Y

-92.75%

5Y*

N/A

10Y*

N/A

FNDX

YTD

5.19%

1M

1.30%

6M

8.73%

1Y

21.54%

5Y*

17.33%

10Y*

14.57%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PRFX vs. FNDX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRFX
The Risk-Adjusted Performance Rank of PRFX is 3838
Overall Rank
The Sharpe Ratio Rank of PRFX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of PRFX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of PRFX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of PRFX is 22
Calmar Ratio Rank
The Martin Ratio Rank of PRFX is 1616
Martin Ratio Rank

FNDX
The Risk-Adjusted Performance Rank of FNDX is 8080
Overall Rank
The Sharpe Ratio Rank of FNDX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of FNDX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FNDX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of FNDX is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRFX vs. FNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PainReform Ltd. (PRFX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). 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.


Sharpe ratio
The chart of Sharpe ratio for PRFX, currently valued at -0.20, compared to the broader market-2.000.002.00-0.201.95
The chart of Sortino ratio for PRFX, currently valued at 1.48, compared to the broader market-4.00-2.000.002.004.006.001.482.72
The chart of Omega ratio for PRFX, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.36
The chart of Calmar ratio for PRFX, currently valued at -0.93, compared to the broader market0.002.004.006.00-0.933.37
The chart of Martin ratio for PRFX, currently valued at -1.17, compared to the broader market-10.000.0010.0020.0030.00-1.179.79
PRFX
FNDX

The current PRFX Sharpe Ratio is -0.20, which is lower than the FNDX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of PRFX and FNDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.20
1.95
PRFX
FNDX

Dividends

PRFX vs. FNDX - Dividend Comparison

PRFX has not paid dividends to shareholders, while FNDX's dividend yield for the trailing twelve months is around 1.67%.


TTM20242023202220212020201920182017201620152014
PRFX
PainReform Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FNDX
Schwab Fundamental U.S. Large Company Index ETF
1.67%1.76%3.69%5.16%3.28%4.78%4.22%3.73%2.92%3.94%3.04%2.29%

Drawdowns

PRFX vs. FNDX - Drawdown Comparison

The maximum PRFX drawdown since its inception was -99.89%, which is greater than FNDX's maximum drawdown of -37.71%. Use the drawdown chart below to compare losses from any high point for PRFX and FNDX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.79%
-0.40%
PRFX
FNDX

Volatility

PRFX vs. FNDX - Volatility Comparison

PainReform Ltd. (PRFX) has a higher volatility of 35.75% compared to Schwab Fundamental U.S. Large Company Index ETF (FNDX) at 2.30%. This indicates that PRFX's price experiences larger fluctuations and is considered to be riskier than FNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
35.75%
2.30%
PRFX
FNDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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