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VIXM vs. TLSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIXM vs. TLSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares VIX Mid-Term Futures ETF (VIXM) and Tiziana Life Sciences PLC (TLSA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIXM achieves a 1.31% return, which is significantly higher than TLSA's -20.81% return.


VIXM

1D
0.39%
1M
-2.34%
YTD
1.31%
6M
-2.83%
1Y
-8.35%
3Y*
-13.22%
5Y*
-13.49%
10Y*
-11.17%

TLSA

1D
-13.24%
1M
-15.11%
YTD
-20.81%
6M
-30.18%
1Y
-16.90%
3Y*
4.64%
5Y*
-12.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIXM vs. TLSA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VIXM
ProShares VIX Mid-Term Futures ETF
1.31%5.60%-13.67%-44.83%-0.69%-16.70%72.38%-20.38%4.58%
TLSA
Tiziana Life Sciences PLC
-20.81%114.02%24.32%-6.43%-37.66%-52.48%86.96%-27.52%-10.78%

Correlation

The correlation between VIXM and TLSA is -0.21, 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

-0.21

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

-0.09

Correlation (5Y)
Calculated over the trailing 5-year period

-0.13

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2018

-0.12

The correlation between VIXM and TLSA shifts across timeframes, from -0.21 (1 year) to -0.09 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

VIXM vs. TLSA — Risk / Return Rank

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

VIXM
VIXM Risk / Return Rank: 44
Overall Rank
VIXM Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VIXM Sortino Ratio Rank: 55
Sortino Ratio Rank
VIXM Omega Ratio Rank: 44
Omega Ratio Rank
VIXM Calmar Ratio Rank: 44
Calmar Ratio Rank
VIXM Martin Ratio Rank: 44
Martin Ratio Rank

TLSA
TLSA Risk / Return Rank: 3333
Overall Rank
TLSA Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
TLSA Sortino Ratio Rank: 3636
Sortino Ratio Rank
TLSA Omega Ratio Rank: 3535
Omega Ratio Rank
TLSA Calmar Ratio Rank: 3131
Calmar Ratio Rank
TLSA Martin Ratio Rank: 3232
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.

VIXM vs. TLSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares VIX Mid-Term Futures ETF (VIXM) and Tiziana Life Sciences PLC (TLSA). 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.


VIXMTLSADifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

0.94

1.03

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.55

-0.31

-0.24

Martin ratioReturn relative to average drawdown

-0.96

-0.50

-0.46

VIXM vs. TLSA - Sharpe Ratio Comparison

The current VIXM Sharpe Ratio is -0.44, which is lower than the TLSA Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of VIXM and TLSA, 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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Sharpe Ratios by Period


VIXMTLSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

-0.21

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

-0.14

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.55

-0.04

-0.51

Drawdowns

VIXM vs. TLSA - Drawdown Comparison

The maximum VIXM drawdown since its inception was -96.23%, roughly equal to the maximum TLSA drawdown of -94.03%. Use the drawdown chart below to compare losses from any high point for VIXM and TLSA.


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Drawdown Indicators


VIXMTLSADifference

Max Drawdown

Largest peak-to-trough decline

-96.23%

-94.03%

-2.20%

Max Drawdown (1Y)

Largest decline over 1 year

-15.22%

-54.00%

+38.78%

Max Drawdown (3Y)

Largest decline over 3 years

-41.41%

-55.66%

+14.25%

Max Drawdown (5Y)

Largest decline over 5 years

-63.40%

-84.02%

+20.62%

Max Drawdown (10Y)

Largest decline over 10 years

-75.72%

Current Drawdown

Current decline from peak

-95.75%

-83.12%

-12.63%

Average Drawdown

Average peak-to-trough decline

-81.52%

-70.29%

-11.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.74%

34.09%

-25.35%

Volatility

VIXM vs. TLSA - Volatility Comparison

The current volatility for ProShares VIX Mid-Term Futures ETF (VIXM) is 3.19%, while Tiziana Life Sciences PLC (TLSA) has a volatility of 26.73%. This indicates that VIXM experiences smaller price fluctuations and is considered to be less risky than TLSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIXMTLSADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

26.73%

-23.54%

Volatility (6M)

Calculated over the trailing 6-month period

13.91%

54.90%

-40.99%

Volatility (1Y)

Calculated over the trailing 1-year period

18.98%

79.45%

-60.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.68%

92.71%

-62.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.90%

112.60%

-79.70%

Dividends

VIXM vs. TLSA - Dividend Comparison

Neither VIXM nor TLSA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VIXM and TLSA have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLSA has higher volatility (26.73%) compared to VIXM (3.19%). In terms of maximum drawdown, VIXM dropped -96.23% vs TLSA's -94.03%.

TLSA currently has the higher Sharpe Ratio (-0.21 vs -0.44), 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.

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