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TLSA vs. VIXM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLSA vs. VIXM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tiziana Life Sciences PLC (TLSA) and ProShares VIX Mid-Term Futures ETF (VIXM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TLSA achieves a -22.15% return, which is significantly lower than VIXM's -1.77% return.


TLSA

1D
0.87%
1M
-21.62%
YTD
-22.15%
6M
-20.55%
1Y
-25.16%
3Y*
17.23%
5Y*
-14.03%
10Y*

VIXM

1D
0.67%
1M
-4.64%
YTD
-1.77%
6M
0.07%
1Y
-12.74%
3Y*
-11.89%
5Y*
-13.09%
10Y*
-12.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLSA vs. VIXM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TLSA
Tiziana Life Sciences PLC
-22.15%114.02%24.32%-6.43%-37.66%-52.48%86.96%-27.52%-29.05%
VIXM
ProShares VIX Mid-Term Futures ETF
-1.77%5.60%-13.67%-44.83%-0.69%-16.70%72.38%-20.38%7.65%

Correlation

The correlation between TLSA and VIXM is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.24

Correlation (3Y)
Calculated over the trailing 3-year period

-0.11

Correlation (5Y)
Calculated over the trailing 5-year period

-0.13

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2018

-0.12

The correlation between TLSA and VIXM shifts across timeframes, from -0.24 (1 year) to -0.11 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

TLSA vs. VIXM — Risk / Return Rank

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

TLSA
TLSA Risk / Return Rank: 3030
Overall Rank
TLSA Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TLSA Sortino Ratio Rank: 3232
Sortino Ratio Rank
TLSA Omega Ratio Rank: 3232
Omega Ratio Rank
TLSA Calmar Ratio Rank: 2727
Calmar Ratio Rank
TLSA Martin Ratio Rank: 2929
Martin Ratio Rank

VIXM
VIXM Risk / Return Rank: 33
Overall Rank
VIXM Sharpe Ratio Rank: 44
Sharpe Ratio Rank
VIXM Sortino Ratio Rank: 44
Sortino Ratio Rank
VIXM Omega Ratio Rank: 44
Omega Ratio Rank
VIXM Calmar Ratio Rank: 22
Calmar Ratio Rank
VIXM Martin Ratio Rank: 11
Martin Ratio Rank
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.

TLSA vs. VIXM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tiziana Life Sciences PLC (TLSA) and ProShares VIX Mid-Term Futures ETF (VIXM). 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.


TLSAVIXMDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.00

0.90

+0.11

Calmar ratioReturn relative to maximum drawdown

-0.44

-0.82

+0.38

Martin ratioReturn relative to average drawdown

-0.70

-1.55

+0.85

TLSA vs. VIXM - Sharpe Ratio Comparison

The current TLSA Sharpe Ratio is -0.32, which is higher than the VIXM Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of TLSA and VIXM, 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

TLSA vs. VIXM - Drawdown Comparison

The maximum TLSA drawdown since its inception was -94.03%, roughly equal to the maximum VIXM drawdown of -96.23%. Use the drawdown chart below to compare losses from any high point for TLSA and VIXM.


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Drawdown Indicators


TLSAVIXMDifference

Max Drawdown

Largest peak-to-trough decline

-94.03%

-96.23%

+2.20%

Max Drawdown (1Y)

Largest decline over 1 year

-56.80%

-15.53%

-41.27%

Max Drawdown (3Y)

Largest decline over 3 years

-56.80%

-37.35%

-19.45%

Max Drawdown (5Y)

Largest decline over 5 years

-83.32%

-63.40%

-19.92%

Max Drawdown (10Y)

Largest decline over 10 years

-75.56%

Current Drawdown

Current decline from peak

-83.40%

-95.88%

+12.48%

Average Drawdown

Average peak-to-trough decline

-70.35%

-81.54%

+11.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.19%

8.43%

+27.76%

Volatility

TLSA vs. VIXM - Volatility Comparison

Tiziana Life Sciences PLC (TLSA) has a higher volatility of 19.72% compared to ProShares VIX Mid-Term Futures ETF (VIXM) at 4.20%. This indicates that TLSA's price experiences larger fluctuations and is considered to be riskier than VIXM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLSAVIXMDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.72%

4.20%

+15.52%

Volatility (6M)

Calculated over the trailing 6-month period

53.62%

14.13%

+39.49%

Volatility (1Y)

Calculated over the trailing 1-year period

79.22%

18.70%

+60.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.68%

30.62%

+62.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.54%

32.68%

+79.86%

Dividends

TLSA vs. VIXM - Dividend Comparison

Neither TLSA nor VIXM has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


TLSA and VIXM have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLSA has higher volatility (19.72%) compared to VIXM (4.20%). In terms of maximum drawdown, TLSA dropped -94.03% vs VIXM's -96.23%.

TLSA currently has the higher Sharpe Ratio (-0.32 vs -0.68), 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.

Portfolio Optimizer

Find the right allocation for TLSA and VIXM

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