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CADL vs. MDIA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CADL vs. MDIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Candel Therapeutics, Inc. (CADL) and MediaCo Holding Inc. (MDIA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CADL achieves a 77.17% return, which is significantly higher than MDIA's 60.34% return.


CADL

1D
1.42%
1M
1.83%
6M
71.40%
YTD
77.17%
1Y
59.14%
3Y*
112.04%
5Y*
5.69%
10Y*
ALL TIME*
4.58%

MDIA

1D
-6.06%
1M
-5.10%
6M
39.01%
YTD
60.34%
1Y
-26.19%
3Y*
-2.71%
5Y*
-30.92%
10Y*
ALL TIME*
-2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$11.11M$12.79M$17.21M
$14.44K$36.46K$91.76K

CADL vs. MDIA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CADL
Candel Therapeutics, Inc.
77.17%-34.91%490.48%-17.88%-77.11%-2.25%
MDIA
MediaCo Holding Inc.
60.34%-49.12%165.42%-62.60%-78.53%-10.68%

Correlation

The correlation between CADL and MDIA is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.02

Correlation (3Y)
Balances recent behavior with more history.

0.01

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.04

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2021

0.04

Fundamentals

Market Cap

CADL:

$733.43M

MDIA:

$71.53M

EPS

CADL:

-$0.95

MDIA:

-$0.83

PB Ratio

CADL:

4.52

MDIA:

14.78

Total Revenue (TTM)

CADL:

$0.00

MDIA:

$133.34M

Gross Profit (TTM)

CADL:

-$600.00K

MDIA:

$0.00

EBITDA (TTM)

CADL:

-$71.64M

MDIA:

-$74.46M

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Return for Risk

CADL vs. MDIA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CADL
CADL Risk / Return Rank: 7272
Overall Rank
CADL Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CADL Sortino Ratio Rank: 7171
Sortino Ratio Rank
CADL Omega Ratio Rank: 6969
Omega Ratio Rank
CADL Calmar Ratio Rank: 7676
Calmar Ratio Rank
CADL Martin Ratio Rank: 7373
Martin Ratio Rank

MDIA
MDIA Risk / Return Rank: 2929
Overall Rank
MDIA Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MDIA Sortino Ratio Rank: 2828
Sortino Ratio Rank
MDIA Omega Ratio Rank: 2727
Omega Ratio Rank
MDIA Calmar Ratio Rank: 3030
Calmar Ratio Rank
MDIA Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CADL vs. MDIA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Candel Therapeutics, Inc. (CADL) and MediaCo Holding Inc. (MDIA). 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.


CADLMDIADifference
Sharpe ratioReturn per unit of total volatility

+1.19

Sortino ratioReturn per unit of downside risk

+1.78

Omega ratioGain probability vs. loss probability

1.19

0.97

+0.21

Calmar ratioReturn relative to maximum drawdown

1.71

-0.42

+2.12

Martin ratioReturn relative to average drawdown

3.42

-0.63

+4.05

CADL vs. MDIA - Sharpe Ratio Comparison

The current CADL Sharpe Ratio is 0.78, which is higher than the MDIA Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of CADL and MDIA, 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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Drawdowns

CADL vs. MDIA - Drawdown Comparison

The maximum CADL drawdown since its inception was -94.33%, roughly equal to the maximum MDIA drawdown of -97.56%. Use the drawdown chart below to compare losses from any high point for CADL and MDIA.


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Drawdown Indicators


CADLMDIADifference

Max Drawdown

Largest peak-to-trough decline

-94.33%

-97.56%

+3.23%

Max Drawdown (1Y)

Largest decline over 1 year

-32.52%

-63.27%

+30.75%

Max Drawdown (3Y)

Largest decline over 3 years

-72.86%

-90.16%

+17.30%

Max Drawdown (5Y)

Largest decline over 5 years

-94.33%

-96.44%

+2.11%

Current Drawdown

Current decline from peak

-28.50%

-94.53%

+66.03%

Average Drawdown

Average peak-to-trough decline

-61.85%

-80.58%

+18.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.30%

41.77%

-25.47%

Volatility

CADL vs. MDIA - Volatility Comparison

Candel Therapeutics, Inc. (CADL) has a higher volatility of 16.17% compared to MediaCo Holding Inc. (MDIA) at 15.05%. This indicates that CADL's price experiences larger fluctuations and is considered to be riskier than MDIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CADLMDIADifference

Volatility (1M)

Calculated over the trailing 1-month period

16.17%

15.05%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

51.93%

49.73%

+2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

71.20%

64.66%

+6.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

165.08%

147.63%

+17.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

164.95%

246.36%

-81.41%

Dividends

CADL vs. MDIA - Dividend Comparison

Neither CADL nor MDIA has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CADL vs. MDIA - Financials Comparison

This section allows you to compare key financial metrics between Candel Therapeutics, Inc. and MediaCo Holding 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

Frequently Asked Questions


CADL and MDIA have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CADL has higher volatility (16.17%) compared to MDIA (15.05%). In terms of maximum drawdown, CADL dropped -94.33% vs MDIA's -97.56%.

CADL currently has the higher Sharpe Ratio (0.78 vs -0.41), 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.

Portfolio Optimizer

Find the right allocation for CADL and MDIA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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