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TLSA vs. VFV.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TLSA and VFV.TO 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.


-0.50.00.51.00.1

Performance

TLSA vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tiziana Life Sciences PLC (TLSA) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-27.29%
9.92%
TLSA
VFV.TO

Key characteristics

Sharpe Ratio

TLSA:

0.61

VFV.TO:

2.51

Sortino Ratio

TLSA:

1.61

VFV.TO:

3.52

Omega Ratio

TLSA:

1.19

VFV.TO:

1.46

Calmar Ratio

TLSA:

0.68

VFV.TO:

3.90

Martin Ratio

TLSA:

2.19

VFV.TO:

17.69

Ulcer Index

TLSA:

29.19%

VFV.TO:

1.68%

Daily Std Dev

TLSA:

104.90%

VFV.TO:

11.83%

Max Drawdown

TLSA:

-93.98%

VFV.TO:

-27.43%

Current Drawdown

TLSA:

-87.30%

VFV.TO:

-1.03%

Returns By Period

In the year-to-date period, TLSA achieves a 26.36% return, which is significantly higher than VFV.TO's 2.91% return.


TLSA

YTD

26.36%

1M

18.89%

6M

-27.30%

1Y

69.17%

5Y*

2.21%

10Y*

N/A

VFV.TO

YTD

2.91%

1M

0.29%

6M

14.59%

1Y

30.17%

5Y*

15.73%

10Y*

14.36%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TLSA vs. VFV.TO — 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 6969
Overall Rank
The Sharpe Ratio Rank of TLSA is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of TLSA is 7171
Sortino Ratio Rank
The Omega Ratio Rank of TLSA is 6868
Omega Ratio Rank
The Calmar Ratio Rank of TLSA is 7171
Calmar Ratio Rank
The Martin Ratio Rank of TLSA is 6767
Martin Ratio Rank

VFV.TO
The Risk-Adjusted Performance Rank of VFV.TO is 9191
Overall Rank
The Sharpe Ratio Rank of VFV.TO is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of VFV.TO is 9292
Sortino Ratio Rank
The Omega Ratio Rank of VFV.TO is 9090
Omega Ratio Rank
The Calmar Ratio Rank of VFV.TO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of VFV.TO is 9292
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. VFV.TO - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for TLSA, currently valued at 0.73, compared to the broader market-2.000.002.004.000.731.77
The chart of Sortino ratio for TLSA, currently valued at 1.72, compared to the broader market-6.00-4.00-2.000.002.004.006.001.722.42
The chart of Omega ratio for TLSA, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.33
The chart of Calmar ratio for TLSA, currently valued at 0.81, compared to the broader market0.002.004.006.000.812.63
The chart of Martin ratio for TLSA, currently valued at 2.57, compared to the broader market0.0010.0020.0030.002.5710.86
TLSA
VFV.TO

The current TLSA Sharpe Ratio is 0.61, which is lower than the VFV.TO Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of TLSA and VFV.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.73
1.77
TLSA
VFV.TO

Dividends

TLSA vs. VFV.TO - Dividend Comparison

TLSA has not paid dividends to shareholders, while VFV.TO's dividend yield for the trailing twelve months is around 0.96%.


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%
VFV.TO
Vanguard S&P 500 Index ETF
0.96%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%1.48%

Drawdowns

TLSA vs. VFV.TO - Drawdown Comparison

The maximum TLSA drawdown since its inception was -93.98%, which is greater than VFV.TO's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for TLSA and VFV.TO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-87.30%
0
TLSA
VFV.TO

Volatility

TLSA vs. VFV.TO - Volatility Comparison

Tiziana Life Sciences PLC (TLSA) has a higher volatility of 25.11% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 2.99%. This indicates that TLSA's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
25.11%
2.99%
TLSA
VFV.TO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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