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TRML vs. RXST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TRML and RXST is 0.15, 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.


-0.50.00.51.00.2

Performance

TRML vs. RXST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tourmaline Bio Inc. (TRML) and RxSight, Inc. (RXST). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%SeptemberOctoberNovemberDecember2025February
-13.10%
-44.17%
TRML
RXST

Key characteristics

Sharpe Ratio

TRML:

-0.92

RXST:

-0.92

Sortino Ratio

TRML:

-1.48

RXST:

-1.33

Omega Ratio

TRML:

0.81

RXST:

0.85

Calmar Ratio

TRML:

-0.84

RXST:

-0.84

Martin Ratio

TRML:

-1.26

RXST:

-1.68

Ulcer Index

TRML:

56.53%

RXST:

26.73%

Daily Std Dev

TRML:

75.92%

RXST:

48.80%

Max Drawdown

TRML:

-94.97%

RXST:

-53.63%

Current Drawdown

TRML:

-85.04%

RXST:

-52.82%

Fundamentals

Market Cap

TRML:

$323.10M

RXST:

$1.24B

EPS

TRML:

-$2.49

RXST:

-$0.81

Total Revenue (TTM)

TRML:

$0.00

RXST:

$109.81M

Gross Profit (TTM)

TRML:

-$20.00K

RXST:

$70.16M

EBITDA (TTM)

TRML:

-$63.91M

RXST:

-$18.36M

Returns By Period

In the year-to-date period, TRML achieves a -39.00% return, which is significantly lower than RXST's -11.78% return.


TRML

YTD

-39.00%

1M

-30.82%

6M

-13.13%

1Y

-65.77%

5Y*

N/A

10Y*

N/A

RXST

YTD

-11.78%

1M

-2.07%

6M

-44.17%

1Y

-44.82%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

TRML vs. RXST — Risk-Adjusted Performance Rank

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

TRML
The Risk-Adjusted Performance Rank of TRML is 66
Overall Rank
The Sharpe Ratio Rank of TRML is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of TRML is 55
Sortino Ratio Rank
The Omega Ratio Rank of TRML is 55
Omega Ratio Rank
The Calmar Ratio Rank of TRML is 44
Calmar Ratio Rank
The Martin Ratio Rank of TRML is 1313
Martin Ratio Rank

RXST
The Risk-Adjusted Performance Rank of RXST is 55
Overall Rank
The Sharpe Ratio Rank of RXST is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of RXST is 66
Sortino Ratio Rank
The Omega Ratio Rank of RXST is 99
Omega Ratio Rank
The Calmar Ratio Rank of RXST is 44
Calmar Ratio Rank
The Martin Ratio Rank of RXST is 33
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.

TRML vs. RXST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tourmaline Bio Inc. (TRML) and RxSight, Inc. (RXST). 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 TRML, currently valued at -0.92, compared to the broader market-2.000.002.00-0.92-0.92
The chart of Sortino ratio for TRML, currently valued at -1.48, compared to the broader market-4.00-2.000.002.004.006.00-1.48-1.33
The chart of Omega ratio for TRML, currently valued at 0.81, compared to the broader market0.501.001.502.000.810.85
The chart of Calmar ratio for TRML, currently valued at -0.85, compared to the broader market0.002.004.006.00-0.85-0.84
The chart of Martin ratio for TRML, currently valued at -1.26, compared to the broader market-10.000.0010.0020.0030.00-1.26-1.68
TRML
RXST

The current TRML Sharpe Ratio is -0.92, which is comparable to the RXST Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of TRML and RXST, 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
-0.92
-0.92
TRML
RXST

Dividends

TRML vs. RXST - Dividend Comparison

Neither TRML nor RXST has paid dividends to shareholders.


TTM20242023
TRML
Tourmaline Bio Inc.
0.00%0.00%57.75%
RXST
RxSight, Inc.
0.00%0.00%0.00%

Drawdowns

TRML vs. RXST - Drawdown Comparison

The maximum TRML drawdown since its inception was -94.97%, which is greater than RXST's maximum drawdown of -53.63%. Use the drawdown chart below to compare losses from any high point for TRML and RXST. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-83.62%
-52.82%
TRML
RXST

Volatility

TRML vs. RXST - Volatility Comparison

Tourmaline Bio Inc. (TRML) has a higher volatility of 15.86% compared to RxSight, Inc. (RXST) at 11.06%. This indicates that TRML's price experiences larger fluctuations and is considered to be riskier than RXST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
15.86%
11.06%
TRML
RXST

Financials

TRML vs. RXST - Financials Comparison

This section allows you to compare key financial metrics between Tourmaline Bio Inc. and RxSight, 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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