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

Correlation

The correlation between TLSA and VIXM is -0.73. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

TLSA vs. VIXM

Last updated Jun 1, 2025

Compare and contrast key facts about Tiziana Life Sciences PLC (TLSA) and ProShares VIX Mid-Term Futures ETF (VIXM).

VIXM is a passively managed fund by ProShares that tracks the performance of the S&P 500 VIX Mid-Term Futures Index. It was launched on Jan 4, 2011.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TLSA or VIXM.

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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Key characteristics

Sharpe Ratio

TLSA:

0.40

VIXM:

0.46

Sortino Ratio

TLSA:

1.47

VIXM:

1.08

Omega Ratio

TLSA:

1.17

VIXM:

1.15

Calmar Ratio

TLSA:

0.53

VIXM:

0.23

Martin Ratio

TLSA:

1.49

VIXM:

1.02

Ulcer Index

TLSA:

32.10%

VIXM:

21.28%

Daily Std Dev

TLSA:

113.73%

VIXM:

46.48%

Max Drawdown

TLSA:

-93.98%

VIXM:

-96.23%

Current Drawdown

TLSA:

-80.37%

VIXM:

-95.32%

Returns By Period

In the year-to-date period, TLSA achieves a 95.35% return, which is significantly higher than VIXM's 17.84% return.

TLSA

YTD

95.35%

1M

5.43%

6M

42.78%

1Y

36.01%

3Y*

26.96%

5Y*

-12.29%

10Y*

N/A

VIXM

YTD

17.84%

1M

-4.43%

6M

24.02%

1Y

22.59%

3Y*

-20.83%

5Y*

-15.50%

10Y*

-11.01%

*Annualized

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Tiziana Life Sciences PLC

ProShares VIX Mid-Term Futures ETF

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

Risk-Adjusted Performance

TLSA vs. VIXM — 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
VIXM
The Risk-Adjusted Performance Rank of VIXM is 4545
Overall Rank
The Sharpe Ratio Rank of VIXM is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VIXM is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VIXM is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VIXM is 2929
Calmar Ratio Rank
The Martin Ratio Rank of VIXM is 3333
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. VIXM - Risk-Adjusted Performance 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.

The current TLSA Sharpe Ratio is 0.40, which is comparable to the VIXM Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of TLSA and VIXM, 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. VIXM - Dividend Comparison

Neither TLSA nor VIXM has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

TLSA vs. VIXM - Drawdown Comparison

The maximum TLSA drawdown since its inception was -93.98%, 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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TLSA vs. VIXM - Volatility Comparison

Tiziana Life Sciences PLC (TLSA) has a higher volatility of 35.27% compared to ProShares VIX Mid-Term Futures ETF (VIXM) at 10.43%. 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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