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TNXP vs. DRUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TNXP and DRUG is 0.00, 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.


-0.50.00.51.00.0

Performance

TNXP vs. DRUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tonix Pharmaceuticals Holding Corp. (TNXP) and Bright Minds Biosciences Inc (DRUG). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%SeptemberOctoberNovemberDecember2025February
-100.00%
3,614.71%
TNXP
DRUG

Key characteristics

Sharpe Ratio

TNXP:

-0.48

DRUG:

1.25

Sortino Ratio

TNXP:

-1.88

DRUG:

24.17

Omega Ratio

TNXP:

0.74

DRUG:

3.84

Calmar Ratio

TNXP:

-0.99

DRUG:

18.62

Martin Ratio

TNXP:

-1.18

DRUG:

49.73

Ulcer Index

TNXP:

84.22%

DRUG:

36.57%

Daily Std Dev

TNXP:

208.20%

DRUG:

1,464.70%

Max Drawdown

TNXP:

-100.00%

DRUG:

-97.67%

Current Drawdown

TNXP:

-100.00%

DRUG:

-32.74%

Fundamentals

Market Cap

TNXP:

$66.81M

DRUG:

$226.37M

EPS

TNXP:

-$8.40K

DRUG:

-$0.45

Total Revenue (TTM)

TNXP:

$7.51M

DRUG:

$0.00

Gross Profit (TTM)

TNXP:

$930.00K

DRUG:

-$36.23K

EBITDA (TTM)

TNXP:

-$51.15M

DRUG:

-$1.07M

Returns By Period

In the year-to-date period, TNXP achieves a -66.80% return, which is significantly lower than DRUG's 4.14% return.


TNXP

YTD

-66.80%

1M

-53.50%

6M

-71.18%

1Y

-99.10%

5Y*

-87.05%

10Y*

-68.19%

DRUG

YTD

4.14%

1M

1.98%

6M

3,613.86%

1Y

1,823.59%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TNXP vs. DRUG — Risk-Adjusted Performance Rank

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

TNXP
The Risk-Adjusted Performance Rank of TNXP is 88
Overall Rank
The Sharpe Ratio Rank of TNXP is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of TNXP is 22
Sortino Ratio Rank
The Omega Ratio Rank of TNXP is 22
Omega Ratio Rank
The Calmar Ratio Rank of TNXP is 11
Calmar Ratio Rank
The Martin Ratio Rank of TNXP is 1515
Martin Ratio Rank

DRUG
The Risk-Adjusted Performance Rank of DRUG is 9696
Overall Rank
The Sharpe Ratio Rank of DRUG is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of DRUG is 100100
Sortino Ratio Rank
The Omega Ratio Rank of DRUG is 9999
Omega Ratio Rank
The Calmar Ratio Rank of DRUG is 100100
Calmar Ratio Rank
The Martin Ratio Rank of DRUG is 100100
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.

TNXP vs. DRUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tonix Pharmaceuticals Holding Corp. (TNXP) and Bright Minds Biosciences Inc (DRUG). 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 TNXP, currently valued at -0.48, compared to the broader market-2.000.002.004.00-0.481.25
The chart of Sortino ratio for TNXP, currently valued at -1.88, compared to the broader market-6.00-4.00-2.000.002.004.006.00-1.8824.17
The chart of Omega ratio for TNXP, currently valued at 0.74, compared to the broader market0.501.001.502.000.743.84
The chart of Calmar ratio for TNXP, currently valued at -0.99, compared to the broader market0.002.004.006.00-0.9918.62
The chart of Martin ratio for TNXP, currently valued at -1.18, compared to the broader market0.0010.0020.0030.00-1.1849.73
TNXP
DRUG

The current TNXP Sharpe Ratio is -0.48, which is lower than the DRUG Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of TNXP and DRUG, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.48
1.25
TNXP
DRUG

Dividends

TNXP vs. DRUG - Dividend Comparison

Neither TNXP nor DRUG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TNXP vs. DRUG - Drawdown Comparison

The maximum TNXP drawdown since its inception was -100.00%, roughly equal to the maximum DRUG drawdown of -97.67%. Use the drawdown chart below to compare losses from any high point for TNXP and DRUG. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-100.00%
-32.74%
TNXP
DRUG

Volatility

TNXP vs. DRUG - Volatility Comparison

Tonix Pharmaceuticals Holding Corp. (TNXP) has a higher volatility of 98.55% compared to Bright Minds Biosciences Inc (DRUG) at 25.24%. This indicates that TNXP's price experiences larger fluctuations and is considered to be riskier than DRUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%200.00%250.00%300.00%SeptemberOctoberNovemberDecember2025February
98.55%
25.24%
TNXP
DRUG

Financials

TNXP vs. DRUG - Financials Comparison

This section allows you to compare key financial metrics between Tonix Pharmaceuticals Holding Corp. and Bright Minds Biosciences Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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