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IMVT vs. MDGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IMVT and MDGL is 0.32, 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.


Performance

IMVT vs. MDGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Immunovant, Inc. (IMVT) and Madrigal Pharmaceuticals, Inc. (MDGL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IMVT:

-1.01

MDGL:

0.71

Sortino Ratio

IMVT:

-1.52

MDGL:

1.37

Omega Ratio

IMVT:

0.82

MDGL:

1.16

Calmar Ratio

IMVT:

-0.70

MDGL:

0.70

Martin Ratio

IMVT:

-1.81

MDGL:

2.62

Ulcer Index

IMVT:

29.04%

MDGL:

13.43%

Daily Std Dev

IMVT:

52.65%

MDGL:

59.83%

Max Drawdown

IMVT:

-93.59%

MDGL:

-98.40%

Current Drawdown

IMVT:

-73.40%

MDGL:

-28.11%

Fundamentals

Market Cap

IMVT:

$2.38B

MDGL:

$6.65B

EPS

IMVT:

-$2.62

MDGL:

-$17.83

PS Ratio

IMVT:

0.00

MDGL:

20.96

PB Ratio

IMVT:

6.89

MDGL:

9.34

Total Revenue (TTM)

IMVT:

$0.00

MDGL:

$317.38M

Gross Profit (TTM)

IMVT:

-$80.00K

MDGL:

$306.81M

EBITDA (TTM)

IMVT:

-$320.73M

MDGL:

-$376.15M

Returns By Period

In the year-to-date period, IMVT achieves a -43.40% return, which is significantly lower than MDGL's -4.51% return.


IMVT

YTD

-43.40%

1M

-5.21%

6M

-54.26%

1Y

-52.30%

5Y*

-9.23%

10Y*

N/A

MDGL

YTD

-4.51%

1M

-4.14%

6M

-15.99%

1Y

43.55%

5Y*

23.42%

10Y*

13.95%

*Annualized

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Risk-Adjusted Performance

IMVT vs. MDGL — Risk-Adjusted Performance Rank

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

IMVT
The Risk-Adjusted Performance Rank of IMVT is 66
Overall Rank
The Sharpe Ratio Rank of IMVT is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of IMVT is 66
Sortino Ratio Rank
The Omega Ratio Rank of IMVT is 88
Omega Ratio Rank
The Calmar Ratio Rank of IMVT is 99
Calmar Ratio Rank
The Martin Ratio Rank of IMVT is 22
Martin Ratio Rank

MDGL
The Risk-Adjusted Performance Rank of MDGL is 7676
Overall Rank
The Sharpe Ratio Rank of MDGL is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of MDGL is 7575
Sortino Ratio Rank
The Omega Ratio Rank of MDGL is 7070
Omega Ratio Rank
The Calmar Ratio Rank of MDGL is 7878
Calmar Ratio Rank
The Martin Ratio Rank of MDGL is 7777
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.

IMVT vs. MDGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Immunovant, Inc. (IMVT) and Madrigal Pharmaceuticals, Inc. (MDGL). 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.


The current IMVT Sharpe Ratio is -1.01, which is lower than the MDGL Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of IMVT and MDGL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

IMVT vs. MDGL - Dividend Comparison

Neither IMVT nor MDGL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IMVT vs. MDGL - Drawdown Comparison

The maximum IMVT drawdown since its inception was -93.59%, roughly equal to the maximum MDGL drawdown of -98.40%. Use the drawdown chart below to compare losses from any high point for IMVT and MDGL. For additional features, visit the drawdowns tool.


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Volatility

IMVT vs. MDGL - Volatility Comparison

Immunovant, Inc. (IMVT) has a higher volatility of 16.93% compared to Madrigal Pharmaceuticals, Inc. (MDGL) at 11.63%. This indicates that IMVT's price experiences larger fluctuations and is considered to be riskier than MDGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

IMVT vs. MDGL - Financials Comparison

This section allows you to compare key financial metrics between Immunovant, Inc. and Madrigal Pharmaceuticals, 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


0.0020.00M40.00M60.00M80.00M100.00M120.00M140.00M202120222023202420250
137.25M
(IMVT) Total Revenue
(MDGL) Total Revenue
Values in USD except per share items