TLSA vs. SPY

In the year-to-date period, TLSA achieves a 95.35% return, which is significantly higher than SPY's 0.87% return.

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This table presents a comparison of risk-adjusted performance metrics for Tiziana Life Sciences PLC (TLSA) and SPDR S&P 500 ETF (SPY). 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.

The current TLSA Sharpe Ratio is 0.40, which is lower than the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of TLSA and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TLSA has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.22%.

The maximum TLSA drawdown since its inception was -93.98%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TLSA and SPY.

Tiziana Life Sciences PLC (TLSA) has a higher volatility of 35.27% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that TLSA's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.