AVVIY vs. MGNX
AVVIY (Aviva plc) and MGNX (MacroGenics, Inc.) are both stocks. AVVIY operates in Insurance - Diversified (Financial Services), while MGNX operates in Biotechnology (Healthcare). Over the past 10 years, AVVIY returned 11.74%/yr vs -15.31%/yr for MGNX. At a 0.18 correlation, their price movements are largely independent.
Performance
AVVIY vs. MGNX - Performance Comparison
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Returns By Period
In the year-to-date period, AVVIY achieves a -4.81% return, which is significantly lower than MGNX's 184.47% return. Over the past 10 years, AVVIY has outperformed MGNX with an annualized return of 11.74%, while MGNX has yielded a comparatively lower -15.31% annualized return.
AVVIY
- 1D
- 1.66%
- 1M
- 2.15%
- YTD
- -4.81%
- 6M
- -3.68%
- 1Y
- 7.29%
- 3Y*
- 28.91%
- 5Y*
- 15.40%
- 10Y*
- 11.74%
MGNX
- 1D
- 10.90%
- 1M
- 1.10%
- YTD
- 184.47%
- 6M
- 188.05%
- 1Y
- 249.62%
- 3Y*
- -7.25%
- 5Y*
- -29.11%
- 10Y*
- -15.31%
AVVIY vs. MGNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AVVIY Aviva plc | -4.81% | 68.92% | 15.67% | 11.24% | 1.54% | 32.48% | -16.80% | 25.30% | -27.72% | 26.16% |
MGNX MacroGenics, Inc. | 184.47% | -50.46% | -66.22% | 43.37% | -58.19% | -29.79% | 110.11% | -14.33% | -33.16% | -7.05% |
Correlation
The correlation between AVVIY and MGNX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.18 |
Fundamentals
AVVIY:
$24.74B
MGNX:
$290.60M
AVVIY:
£1.23
MGNX:
-$1.11
AVVIY:
0.20
MGNX:
1.84
AVVIY:
1.75
MGNX:
13.71
AVVIY:
£89.20B
MGNX:
$157.08M
AVVIY:
£90.61B
MGNX:
$98.53M
AVVIY:
£3.64B
MGNX:
-$59.93M
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Return for Risk
AVVIY vs. MGNX — Risk / Return Rank
AVVIY
MGNX
AVVIY vs. MGNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aviva plc (AVVIY) and MacroGenics, Inc. (MGNX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AVVIY | MGNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.40 | ||
| Sortino ratioReturn per unit of downside risk | -3.26 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.41 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 7.36 | -6.83 |
| Martin ratioReturn relative to average drawdown | 1.19 | 16.28 | -15.09 |
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Drawdowns
AVVIY vs. MGNX - Drawdown Comparison
The maximum AVVIY drawdown since its inception was -64.18%, smaller than the maximum MGNX drawdown of -97.36%. Use the drawdown chart below to compare losses from any high point for AVVIY and MGNX.
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Drawdown Indicators
| AVVIY | MGNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.18% | -97.36% | +33.18% |
Max Drawdown (1Y)Largest decline over 1 year | -13.90% | -34.16% | +20.26% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | -95.06% | +81.12% |
Max Drawdown (5Y)Largest decline over 5 years | -27.88% | -96.31% | +68.43% |
Max Drawdown (10Y)Largest decline over 10 years | -64.18% | -97.02% | +32.84% |
Current DrawdownCurrent decline from peak | -5.87% | -88.61% | +82.74% |
Average DrawdownAverage peak-to-trough decline | -14.37% | -58.45% | +44.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.15% | 15.41% | -9.26% |
Volatility
AVVIY vs. MGNX - Volatility Comparison
The current volatility for Aviva plc (AVVIY) is 5.95%, while MacroGenics, Inc. (MGNX) has a volatility of 20.06%. This indicates that AVVIY experiences smaller price fluctuations and is considered to be less risky than MGNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVVIY | MGNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 20.06% | -14.11% |
Volatility (6M)Calculated over the trailing 6-month period | 16.91% | 62.19% | -45.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.01% | 92.20% | -70.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.38% | 93.02% | -67.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.89% | 115.84% | -85.95% |
Dividends
AVVIY vs. MGNX - Dividend Comparison
AVVIY's dividend yield for the trailing twelve months is around 6.16%, while MGNX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
AVVIY Aviva plc | 6.16% | 5.09% | 7.38% | 7.07% | 5.78% | 5.10% | 3.66% | 6.65% | 7.70% | 7.47% | 4.66% |
MGNX MacroGenics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
AVVIY vs. MGNX - Financials Comparison
This section allows you to compare key financial metrics between Aviva plc and MacroGenics, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AVVIY and MGNX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MGNX has higher volatility (20.06%) compared to AVVIY (5.95%). In terms of maximum drawdown, AVVIY dropped -64.18% vs MGNX's -97.36%.
MGNX currently has the higher Sharpe Ratio (2.73 vs 0.33), 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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