RLYB vs. CNSP

Last updated Jun 4, 2026

RLYB (Rallybio Corporation) and CNSP (CNS Pharmaceuticals, Inc.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 3 years, RLYB returned -36.91%/yr vs -95.77%/yr for CNSP. At a 0.08 correlation, their price movements are largely independent.

Performance

RLYB vs. CNSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rallybio Corporation (RLYB) and CNS Pharmaceuticals, Inc. (CNSP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RLYB achieves a 192.78% return, which is significantly higher than CNSP's -0.19% return.

RLYB

• 1D: -0.99%
• 1M: 13.81%
• YTD: 192.78%
• 6M: 204.36%
• 1Y: 583.02%
• 3Y*: -36.91%
• 5Y*: —
• 10Y*: —

CNSP

• 1D: 6.50%
• 1M: -33.16%
• YTD: -0.19%
• 6M: -21.32%
• 1Y: -56.77%
• 3Y*: -95.77%
• 5Y*: -92.23%
• 10Y*: —

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

RLYB vs. CNSP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
RLYB Rallybio Corporation	192.78%	-28.53%	-59.83%	-63.62%	-31.13%	-32.34%
CNSP CNS Pharmaceuticals, Inc.	-0.19%	-92.73%	-99.81%	-47.08%	-88.61%	-59.40%

Correlation

The correlation between RLYB and CNSP 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	0.09
Correlation (All Time) Calculated using the full available price history since Jul 30, 2021	0.08

Fundamentals

EPS RLYB : -$1.41 CNSP : -$28.14
Total Revenue (TTM) RLYB : $858.00K CNSP : $0.00
Gross Profit (TTM) RLYB : $643.00K CNSP : -$3.88K
EBITDA (TTM) RLYB : -$32.06M CNSP : -$13.05M

Return for Risk

RLYB vs. CNSP — Risk / Return Rank

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

RLYB

RLYB Risk / Return Rank: 98
RLYB Sharpe Ratio Rank: 98
RLYB Sortino Ratio Rank: 98
RLYB Omega Ratio Rank: 96
RLYB Calmar Ratio Rank: 99
RLYB Martin Ratio Rank: 99

CNSP

CNSP Risk / Return Rank: 35
CNSP Sharpe Ratio Rank: 32
CNSP Sortino Ratio Rank: 58
CNSP Omega Ratio Rank: 53
CNSP Calmar Ratio Rank: 16
CNSP Martin Ratio Rank: 19

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.

RLYB vs. CNSP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rallybio Corporation (RLYB) and CNS Pharmaceuticals, Inc. (CNSP). 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.

	RLYB	CNSP	Difference
Sharpe ratio Return per unit of total volatility	5.04	-0.22	+5.26
Sortino ratio Return per unit of downside risk	5.33	1.16	+4.17
Omega ratio Gain probability vs. loss probability	1.62	1.12	+0.50
Calmar ratio Return relative to maximum drawdown	18.95	-0.68	+19.63
Martin ratio Return relative to average drawdown	44.22	-1.06	+45.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RLYB vs. CNSP - Sharpe Ratio Comparison

The current RLYB Sharpe Ratio is 5.04, which is higher than the CNSP Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of RLYB and CNSP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RLYB	CNSP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.04	-0.22	+5.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.30	-0.49	+0.19

Drawdowns

RLYB vs. CNSP - Drawdown Comparison

The maximum RLYB drawdown since its inception was -98.93%, roughly equal to the maximum CNSP drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for RLYB and CNSP.

Drawdown Indicators

	RLYB	CNSP	Difference
Max Drawdown Largest peak-to-trough decline	-98.93%	-100.00%	+1.07%
Max Drawdown (1Y) Largest decline over 1 year	-31.05%	-83.25%	+52.20%
Max Drawdown (3Y) Largest decline over 3 years	-97.19%	-100.00%	+2.81%
Max Drawdown (5Y) Largest decline over 5 years	—	-100.00%	—
Current Drawdown Current decline from peak	-91.42%	-100.00%	+8.58%
Average Drawdown Average peak-to-trough decline	-79.17%	-83.44%	+4.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.28%	53.38%	-40.10%

Volatility

RLYB vs. CNSP - Volatility Comparison

The current volatility for Rallybio Corporation (RLYB) is 19.93%, while CNS Pharmaceuticals, Inc. (CNSP) has a volatility of 28.46%. This indicates that RLYB experiences smaller price fluctuations and is considered to be less risky than CNSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RLYB	CNSP	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.93%	28.46%	-8.53%
Volatility (6M) Calculated over the trailing 6-month period	72.03%	138.16%	-66.13%
Volatility (1Y) Calculated over the trailing 1-year period	116.79%	256.99%	-140.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	109.57%	195.37%	-85.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	109.57%	178.82%	-69.25%

Dividends

RLYB vs. CNSP - Dividend Comparison

Neither RLYB nor CNSP has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both RLYB and CNSP in my portfolio?

RLYB and CNSP 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.

Which is riskier, RLYB or CNSP?

CNSP has higher volatility (28.46%) compared to RLYB (19.93%). In terms of maximum drawdown, RLYB dropped -98.93% vs CNSP's -100.00%.

Which has better risk-adjusted returns?

RLYB currently has the higher Sharpe Ratio (5.04 vs -0.22), 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.