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

Correlation

The correlation between TLSA and VIXM is -0.11. 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.


-0.50.00.51.0-0.1

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.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-28.01%
-1.54%
TLSA
VIXM

Key characteristics

Sharpe Ratio

TLSA:

0.70

VIXM:

-0.22

Sortino Ratio

TLSA:

1.70

VIXM:

-0.07

Omega Ratio

TLSA:

1.21

VIXM:

0.99

Calmar Ratio

TLSA:

0.78

VIXM:

-0.09

Martin Ratio

TLSA:

2.49

VIXM:

-0.42

Ulcer Index

TLSA:

29.32%

VIXM:

20.93%

Daily Std Dev

TLSA:

104.83%

VIXM:

39.43%

Max Drawdown

TLSA:

-93.98%

VIXM:

-96.23%

Current Drawdown

TLSA:

-87.01%

VIXM:

-95.97%

Returns By Period

In the year-to-date period, TLSA achieves a 29.27% return, which is significantly higher than VIXM's 1.59% return.


TLSA

YTD

29.27%

1M

22.55%

6M

-28.00%

1Y

71.23%

5Y*

2.57%

10Y*

N/A

VIXM

YTD

1.59%

1M

2.37%

6M

-1.54%

1Y

-8.30%

5Y*

-6.51%

10Y*

-13.64%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 7272
Overall Rank
The Sharpe Ratio Rank of TLSA is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of TLSA is 7575
Sortino Ratio Rank
The Omega Ratio Rank of TLSA is 7171
Omega Ratio Rank
The Calmar Ratio Rank of TLSA is 7575
Calmar Ratio Rank
The Martin Ratio Rank of TLSA is 7070
Martin Ratio Rank

VIXM
The Risk-Adjusted Performance Rank of VIXM is 55
Overall Rank
The Sharpe Ratio Rank of VIXM is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of VIXM is 55
Sortino Ratio Rank
The Omega Ratio Rank of VIXM is 55
Omega Ratio Rank
The Calmar Ratio Rank of VIXM is 55
Calmar Ratio Rank
The Martin Ratio Rank of VIXM is 55
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.


Sharpe ratio
The chart of Sharpe ratio for TLSA, currently valued at 0.70, compared to the broader market-2.000.002.000.70-0.22
The chart of Sortino ratio for TLSA, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.006.001.70-0.07
The chart of Omega ratio for TLSA, currently valued at 1.21, compared to the broader market0.501.001.502.001.210.99
The chart of Calmar ratio for TLSA, currently valued at 0.78, compared to the broader market0.002.004.006.000.78-0.12
The chart of Martin ratio for TLSA, currently valued at 2.49, compared to the broader market-10.000.0010.0020.0030.002.49-0.42
TLSA
VIXM

The current TLSA Sharpe Ratio is 0.70, which is higher than the VIXM Sharpe Ratio of -0.22. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.70
-0.22
TLSA
VIXM

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. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%SeptemberOctoberNovemberDecember2025February
-87.01%
-68.46%
TLSA
VIXM

Volatility

TLSA vs. VIXM - Volatility Comparison

Tiziana Life Sciences PLC (TLSA) has a higher volatility of 25.58% compared to ProShares VIX Mid-Term Futures ETF (VIXM) at 4.99%. 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.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
25.58%
4.99%
TLSA
VIXM
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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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