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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 -16.78% return, which is significantly lower than VIXM's -6.22% return.


TLSA

1D
-6.77%
1M
12.73%
6M
-8.15%
YTD
-16.78%
1Y
-16.22%
3Y*
22.11%
5Y*
-8.94%
10Y*

VIXM

1D
-0.42%
1M
-6.04%
6M
-4.34%
YTD
-6.22%
1Y
-14.41%
3Y*
-10.10%
5Y*
-14.31%
10Y*
-11.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLSA vs. VIXM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TLSA
Tiziana Life Sciences PLC
-16.78%114.02%24.32%-6.43%-37.66%-52.48%86.96%-27.52%-29.05%
VIXM
ProShares VIX Mid-Term Futures ETF
-6.22%5.60%-13.67%-44.83%-0.69%-16.70%72.38%-20.38%7.65%

Correlation

The correlation between TLSA and VIXM is -0.23, 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

-0.23

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

-0.10

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 -0.23 (1 year) to -0.10 (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: 3838
Overall Rank
TLSA Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TLSA Sortino Ratio Rank: 4141
Sortino Ratio Rank
TLSA Omega Ratio Rank: 4040
Omega Ratio Rank
TLSA Calmar Ratio Rank: 3636
Calmar Ratio Rank
TLSA Martin Ratio Rank: 3737
Martin Ratio Rank

VIXM
VIXM Risk / Return Rank: 33
Overall Rank
VIXM Sharpe Ratio Rank: 33
Sharpe Ratio Rank
VIXM Sortino Ratio Rank: 33
Sortino Ratio Rank
VIXM Omega Ratio Rank: 33
Omega Ratio Rank
VIXM Calmar Ratio Rank: 33
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

+0.57

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

1.03

0.88

+0.15

Calmar ratioReturn relative to maximum drawdown

-0.29

-0.75

+0.47

Martin ratioReturn relative to average drawdown

-0.43

-1.55

+1.12

TLSA vs. VIXM - Sharpe Ratio Comparison

The current TLSA Sharpe Ratio is -0.20, which is higher than the VIXM Sharpe Ratio of -0.78. 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%

-19.16%

-37.64%

Max Drawdown (3Y)

Largest decline over 3 years

-56.80%

-37.26%

-19.54%

Max Drawdown (5Y)

Largest decline over 5 years

-80.42%

-63.40%

-17.02%

Max Drawdown (10Y)

Largest decline over 10 years

-72.55%

Current Drawdown

Current decline from peak

-82.26%

-96.07%

+13.81%

Average Drawdown

Average peak-to-trough decline

-70.44%

-81.60%

+11.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.95%

9.30%

+28.65%

Volatility

TLSA vs. VIXM - Volatility Comparison

Tiziana Life Sciences PLC (TLSA) has a higher volatility of 22.48% compared to ProShares VIX Mid-Term Futures ETF (VIXM) at 3.38%. 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

22.48%

3.38%

+19.10%

Volatility (6M)

Calculated over the trailing 6-month period

55.48%

13.99%

+41.49%

Volatility (1Y)

Calculated over the trailing 1-year period

80.17%

18.62%

+61.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

93.00%

30.60%

+62.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.37%

32.63%

+79.74%

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 -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLSA has higher volatility (22.48%) compared to VIXM (3.38%). In terms of maximum drawdown, TLSA dropped -94.03% vs VIXM's -96.23%.

TLSA currently has the higher Sharpe Ratio (-0.20 vs -0.78), 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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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