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QNRX vs. BBAI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

QNRX vs. BBAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quoin Pharmaceuticals Ltd DRC (QNRX) and BigBear.ai Holdings, Inc. (BBAI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QNRX achieves a -69.16% return, which is significantly lower than BBAI's -39.44% return.


QNRX

1D
-4.71%
1M
5.95%
6M
-63.55%
YTD
-69.16%
1Y
-49.94%
3Y*
-71.77%
5Y*
-85.77%
10Y*

BBAI

1D
-1.51%
1M
-18.66%
6M
-47.26%
YTD
-39.44%
1Y
-49.22%
3Y*
16.46%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QNRX vs. BBAI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QNRX
Quoin Pharmaceuticals Ltd DRC
-69.16%-36.64%-86.73%-71.21%-93.76%-24.17%
BBAI
BigBear.ai Holdings, Inc.
-39.44%21.35%107.94%217.65%-88.10%-27.90%

Correlation

The correlation between QNRX and BBAI is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2021

0.13

Fundamentals

Market Cap

QNRX:

$8.94M

BBAI:

$1.17B

EPS

QNRX:

-$11.36

BBAI:

-$0.10

PB Ratio

QNRX:

1.44

BBAI:

19.57

Total Revenue (TTM)

QNRX:

$0.00

BBAI:

$127.35M

Gross Profit (TTM)

QNRX:

-$24.93K

BBAI:

$32.81M

EBITDA (TTM)

QNRX:

-$17.28M

BBAI:

-$230.18M

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Return for Risk

QNRX vs. BBAI — Risk / Return Rank

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

QNRX
QNRX Risk / Return Rank: 3737
Overall Rank
QNRX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
QNRX Sortino Ratio Rank: 5353
Sortino Ratio Rank
QNRX Omega Ratio Rank: 5353
Omega Ratio Rank
QNRX Calmar Ratio Rank: 2323
Calmar Ratio Rank
QNRX Martin Ratio Rank: 2525
Martin Ratio Rank

BBAI
BBAI Risk / Return Rank: 1616
Overall Rank
BBAI Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BBAI Sortino Ratio Rank: 1919
Sortino Ratio Rank
BBAI Omega Ratio Rank: 2121
Omega Ratio Rank
BBAI Calmar Ratio Rank: 1212
Calmar Ratio Rank
BBAI Martin Ratio Rank: 1313
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.

QNRX vs. BBAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quoin Pharmaceuticals Ltd DRC (QNRX) and BigBear.ai Holdings, Inc. (BBAI). 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.


QNRXBBAIDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.09

0.93

+0.16

Calmar ratioReturn relative to maximum drawdown

-0.59

-0.82

+0.23

Martin ratioReturn relative to average drawdown

-0.95

-1.28

+0.33

QNRX vs. BBAI - Sharpe Ratio Comparison

The current QNRX Sharpe Ratio is -0.26, which is higher than the BBAI Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of QNRX and BBAI, 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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Drawdowns

QNRX vs. BBAI - Drawdown Comparison

The maximum QNRX drawdown since its inception was -100.00%, which is greater than BBAI's maximum drawdown of -95.01%. Use the drawdown chart below to compare losses from any high point for QNRX and BBAI.


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Drawdown Indicators


QNRXBBAIDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-95.01%

-4.99%

Max Drawdown (1Y)

Largest decline over 1 year

-85.43%

-65.88%

-19.55%

Max Drawdown (3Y)

Largest decline over 3 years

-98.98%

-75.56%

-23.42%

Max Drawdown (5Y)

Largest decline over 5 years

-100.00%

Current Drawdown

Current decline from peak

-100.00%

-74.23%

-25.77%

Average Drawdown

Average peak-to-trough decline

-81.62%

-70.81%

-10.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.21%

42.35%

+10.86%

Volatility

QNRX vs. BBAI - Volatility Comparison

Quoin Pharmaceuticals Ltd DRC (QNRX) has a higher volatility of 43.06% compared to BigBear.ai Holdings, Inc. (BBAI) at 12.11%. This indicates that QNRX's price experiences larger fluctuations and is considered to be riskier than BBAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QNRXBBAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.06%

12.11%

+30.95%

Volatility (6M)

Calculated over the trailing 6-month period

70.53%

53.25%

+17.28%

Volatility (1Y)

Calculated over the trailing 1-year period

192.90%

88.37%

+104.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

214.08%

173.36%

+40.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

172.22%

173.36%

-1.14%

Dividends

QNRX vs. BBAI - Dividend Comparison

Neither QNRX nor BBAI has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

QNRX vs. BBAI - Financials Comparison

This section allows you to compare key financial metrics between Quoin Pharmaceuticals Ltd DRC and BigBear.ai Holdings, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00M20.00M30.00M40.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober20260
34.44M
(QNRX) Total Revenue
(BBAI) Total Revenue
Values in USD except per share items

Frequently Asked Questions


QNRX and BBAI have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QNRX has higher volatility (43.06%) compared to BBAI (12.11%). In terms of maximum drawdown, QNRX dropped -100.00% vs BBAI's -95.01%.

QNRX currently has the higher Sharpe Ratio (-0.26 vs -0.61), 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.

Portfolio Optimizer

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