EYE vs. MGNI

Last updated Apr 2, 2026

Compare and contrast key facts about National Vision Holdings Inc (EYE) and Magnite, Inc. (MGNI).

Performance

EYE vs. MGNI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in National Vision Holdings Inc (EYE) and Magnite, Inc. (MGNI). The values are adjusted to include any dividend payments, if applicable.

EYE vs. MGNI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EYE National Vision Holdings Inc	-7.36%	147.79%	-50.22%	-46.00%	-19.23%	5.96%	39.65%	15.12%	-30.63%	45.92%
MGNI Magnite, Inc.	-27.36%	1.95%	70.45%	-11.80%	-39.49%	-43.02%	276.35%	118.77%	99.47%	-44.35%

Fundamentals

EPS EYE : $0.00 MGNI : $0.95
PS Ratio EYE : 31.21K MGNI : 2.51
Total Revenue (TTM) EYE : $41.20K MGNI : $713.95M
Gross Profit (TTM) EYE : -$819.43M MGNI : $447.33M
EBITDA (TTM) EYE : $2.16M MGNI : $138.76M

Returns By Period

In the year-to-date period, EYE achieves a -7.36% return, which is significantly higher than MGNI's -27.36% return.

EYE

• 1D: -7.64%
• 1M: -11.18%
• YTD: -7.36%
• 6M: -17.80%
• 1Y: 86.88%
• 3Y*: 8.28%
• 5Y*: -11.94%
• 10Y*: —

MGNI

• 1D: -0.76%
• 1M: -13.05%
• YTD: -27.36%
• 6M: -42.18%
• 1Y: 3.42%
• 3Y*: 8.38%
• 5Y*: -22.73%
• 10Y*: -4.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EYE vs. MGNI — Risk / Return Rank

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

EYE

EYE Risk / Return Rank: 87
EYE Sharpe Ratio Rank: 87
EYE Sortino Ratio Rank: 84
EYE Omega Ratio Rank: 82
EYE Calmar Ratio Rank: 91
EYE Martin Ratio Rank: 90

MGNI

MGNI Risk / Return Rank: 42
MGNI Sharpe Ratio Rank: 43
MGNI Sortino Ratio Rank: 43
MGNI Omega Ratio Rank: 43
MGNI Calmar Ratio Rank: 42
MGNI Martin Ratio Rank: 41

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.

EYE vs. MGNI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for National Vision Holdings Inc (EYE) and Magnite, Inc. (MGNI). 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.

	EYE	MGNI	Difference
Sharpe ratio Return per unit of total volatility	1.78	0.05	+1.73
Sortino ratio Return per unit of downside risk	2.43	0.56	+1.87
Omega ratio Gain probability vs. loss probability	1.31	1.07	+0.24
Calmar ratio Return relative to maximum drawdown	4.41	0.06	+4.35
Martin ratio Return relative to average drawdown	11.16	0.10	+11.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EYE vs. MGNI - Sharpe Ratio Comparison

The current EYE Sharpe Ratio is 1.78, which is higher than the MGNI Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of EYE and MGNI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EYE	MGNI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.78	0.05	+1.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.24	-0.30	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.06	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	-0.06	+0.02

Correlation

The correlation between EYE and MGNI is 0.33, 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.

Dividends

EYE vs. MGNI - Dividend Comparison

Neither EYE nor MGNI has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

EYE vs. MGNI - Drawdown Comparison

The maximum EYE drawdown since its inception was -85.10%, smaller than the maximum MGNI drawdown of -93.30%. Use the drawdown chart below to compare losses from any high point for EYE and MGNI.

Drawdown Indicators

	EYE	MGNI	Difference
Max Drawdown Largest peak-to-trough decline	-85.10%	-93.30%	+8.20%
Max Drawdown (1Y) Largest decline over 1 year	-19.77%	-57.77%	+38.00%
Max Drawdown (5Y) Largest decline over 5 years	-85.10%	-86.50%	+1.40%
Max Drawdown (10Y) Largest decline over 10 years	—	-92.62%	—
Current Drawdown Current decline from peak	-63.17%	-80.92%	+17.75%
Average Drawdown Average peak-to-trough decline	-41.93%	-64.64%	+22.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.81%	31.84%	-24.03%

Volatility

EYE vs. MGNI - Volatility Comparison

National Vision Holdings Inc (EYE) has a higher volatility of 20.12% compared to Magnite, Inc. (MGNI) at 11.15%. This indicates that EYE's price experiences larger fluctuations and is considered to be riskier than MGNI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EYE	MGNI	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.12%	11.15%	+8.97%
Volatility (6M) Calculated over the trailing 6-month period	32.44%	42.14%	-9.70%
Volatility (1Y) Calculated over the trailing 1-year period	49.09%	65.51%	-16.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.85%	76.12%	-25.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.05%	76.71%	-24.66%

Financials