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QNRX vs. CLSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QNRX vs. CLSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quoin Pharmaceuticals Ltd DRC (QNRX) and Convergence Long/Short Equity ETF (CLSE). 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 CLSE's 24.37% return.


QNRX

1D
1.14%
1M
-2.84%
6M
-38.32%
YTD
-69.16%
1Y
-34.75%
3Y*
-74.72%
5Y*
-86.22%
10Y*
-68.96%
ALL TIME*
-69.12%

CLSE

1D
0.24%
1M
2.19%
6M
20.32%
YTD
24.37%
1Y
44.25%
3Y*
29.42%
5Y*
10Y*
ALL TIME*
20.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$15.17M$11.74M$9.80M
$48.80K$101.62K$922.04K

QNRX vs. CLSE - Yearly Performance Comparison


2026 (YTD)2025202420232022
QNRX
Quoin Pharmaceuticals Ltd DRC
-69.16%-36.64%-86.73%-71.21%-91.59%
CLSE
Convergence Long/Short Equity ETF
24.37%20.44%35.54%17.54%-4.38%

Correlation

The correlation between QNRX and CLSE is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.08

Correlation (3Y)
Balances recent behavior with more history.

0.00

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2022

0.06

The correlation between QNRX and CLSE shifts across timeframes, from -0.08 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QNRX vs. CLSE — Risk / Return Rank

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

QNRX
QNRX Risk / Return Rank: 4444
Overall Rank
QNRX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
QNRX Sortino Ratio Rank: 6161
Sortino Ratio Rank
QNRX Omega Ratio Rank: 6060
Omega Ratio Rank
QNRX Calmar Ratio Rank: 3030
Calmar Ratio Rank
QNRX Martin Ratio Rank: 3333
Martin Ratio Rank

CLSE
CLSE Risk / Return Rank: 9696
Overall Rank
CLSE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
CLSE Sortino Ratio Rank: 9696
Sortino Ratio Rank
CLSE Omega Ratio Rank: 9595
Omega Ratio Rank
CLSE Calmar Ratio Rank: 9898
Calmar Ratio Rank
CLSE Martin Ratio Rank: 9797
Martin Ratio Rank
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.

QNRX vs. CLSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quoin Pharmaceuticals Ltd DRC (QNRX) and Convergence Long/Short Equity ETF (CLSE). 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.


QNRXCLSEDifference
Sharpe ratioReturn per unit of total volatility

-3.27

Sortino ratioReturn per unit of downside risk

-3.16

Omega ratioGain probability vs. loss probability

1.14

1.53

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.39

8.77

-9.17

Martin ratioReturn relative to average drawdown

-0.60

29.59

-30.19

QNRX vs. CLSE - Sharpe Ratio Comparison

The current QNRX Sharpe Ratio is -0.18, which is lower than the CLSE Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of QNRX and CLSE, 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. CLSE - Drawdown Comparison

The maximum QNRX drawdown since its inception was -100.00%, which is greater than CLSE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for QNRX and CLSE.


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Drawdown Indicators


QNRXCLSEDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-16.45%

-83.55%

Max Drawdown (1Y)

Largest decline over 1 year

-85.43%

-4.85%

-80.58%

Max Drawdown (3Y)

Largest decline over 3 years

-98.76%

-16.45%

-82.31%

Max Drawdown (5Y)

Largest decline over 5 years

-100.00%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-100.00%

-1.34%

-98.66%

Average Drawdown

Average peak-to-trough decline

-81.73%

-3.52%

-78.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.21%

1.44%

+54.77%

Volatility

QNRX vs. CLSE - Volatility Comparison

Quoin Pharmaceuticals Ltd DRC (QNRX) has a higher volatility of 11.76% compared to Convergence Long/Short Equity ETF (CLSE) at 3.24%. This indicates that QNRX's price experiences larger fluctuations and is considered to be riskier than CLSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QNRXCLSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.76%

3.24%

+8.52%

Volatility (6M)

Calculated over the trailing 6-month period

69.20%

10.80%

+58.40%

Volatility (1Y)

Calculated over the trailing 1-year period

192.84%

13.79%

+179.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

213.90%

13.86%

+200.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

171.77%

13.86%

+157.91%

Dividends

QNRX vs. CLSE - Dividend Comparison

QNRX has not paid dividends to shareholders, while CLSE's dividend yield for the trailing twelve months is around 0.77%.


PositionTTM2025202420232022
CLSE
Convergence Long/Short Equity ETF
0.77%0.95%0.93%1.21%0.85%
QNRX
Quoin Pharmaceuticals Ltd DRC
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QNRX and CLSE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QNRX has higher volatility (11.76%) compared to CLSE (3.24%). In terms of maximum drawdown, QNRX dropped -100.00% vs CLSE's -16.45%.

CLSE currently has the higher Sharpe Ratio (3.09 vs -0.18), 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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