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TLSA vs. TQQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TLSA and TQQQ is 0.12, 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.


Performance

TLSA vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tiziana Life Sciences PLC (TLSA) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TLSA:

0.40

TQQQ:

0.18

Sortino Ratio

TLSA:

1.47

TQQQ:

0.68

Omega Ratio

TLSA:

1.17

TQQQ:

1.09

Calmar Ratio

TLSA:

0.53

TQQQ:

0.13

Martin Ratio

TLSA:

1.49

TQQQ:

0.33

Ulcer Index

TLSA:

32.10%

TQQQ:

22.59%

Daily Std Dev

TLSA:

113.73%

TQQQ:

75.89%

Max Drawdown

TLSA:

-93.98%

TQQQ:

-81.66%

Current Drawdown

TLSA:

-80.37%

TQQQ:

-24.49%

Returns By Period

In the year-to-date period, TLSA achieves a 95.35% return, which is significantly higher than TQQQ's -11.28% return.


TLSA

YTD

95.35%

1M

5.43%

6M

42.78%

1Y

36.01%

3Y*

26.96%

5Y*

-12.29%

10Y*

N/A

TQQQ

YTD

-11.28%

1M

23.30%

6M

-11.83%

1Y

13.44%

3Y*

30.10%

5Y*

28.60%

10Y*

31.28%

*Annualized

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Tiziana Life Sciences PLC

ProShares UltraPro QQQ

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TLSA vs. TQQQ — Risk-Adjusted Performance Rank

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

TLSA
The Risk-Adjusted Performance Rank of TLSA is 7171
Overall Rank
The Sharpe Ratio Rank of TLSA is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of TLSA is 7676
Sortino Ratio Rank
The Omega Ratio Rank of TLSA is 7171
Omega Ratio Rank
The Calmar Ratio Rank of TLSA is 7373
Calmar Ratio Rank
The Martin Ratio Rank of TLSA is 6868
Martin Ratio Rank

TQQQ
The Risk-Adjusted Performance Rank of TQQQ is 2727
Overall Rank
The Sharpe Ratio Rank of TQQQ is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of TQQQ is 3636
Sortino Ratio Rank
The Omega Ratio Rank of TQQQ is 3737
Omega Ratio Rank
The Calmar Ratio Rank of TQQQ is 2222
Calmar Ratio Rank
The Martin Ratio Rank of TQQQ is 2020
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.

TLSA vs. TQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tiziana Life Sciences PLC (TLSA) and ProShares UltraPro QQQ (TQQQ). 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 higher than the TQQQ Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of TLSA and TQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TLSA vs. TQQQ - Dividend Comparison

TLSA has not paid dividends to shareholders, while TQQQ's dividend yield for the trailing twelve months is around 1.41%.


TTM20242023202220212020201920182017201620152014
TLSA
Tiziana Life Sciences PLC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TQQQ
ProShares UltraPro QQQ
1.41%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%

Drawdowns

TLSA vs. TQQQ - Drawdown Comparison

The maximum TLSA drawdown since its inception was -93.98%, which is greater than TQQQ's maximum drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for TLSA and TQQQ.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TLSA vs. TQQQ - Volatility Comparison

Tiziana Life Sciences PLC (TLSA) has a higher volatility of 35.27% compared to ProShares UltraPro QQQ (TQQQ) at 16.41%. This indicates that TLSA's price experiences larger fluctuations and is considered to be riskier than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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