IMVT vs. MDGL
Compare and contrast key facts about Immunovant, Inc. (IMVT) and Madrigal Pharmaceuticals, Inc. (MDGL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMVT or MDGL.
Key characteristics
| IMVT | MDGL | |
|---|---|---|
| YTD Return | -28.96% | 53.36% |
| 1Y Return | -10.36% | 147.51% |
| 3Y Return (Ann) | 50.43% | 57.12% |
| 5Y Return (Ann) | 24.16% | 28.12% |
| Sharpe Ratio | -0.28 | 2.01 |
| Sortino Ratio | -0.09 | 2.69 |
| Omega Ratio | 0.99 | 1.34 |
| Calmar Ratio | -0.26 | 2.00 |
| Martin Ratio | -0.47 | 8.77 |
| Ulcer Index | 28.64% | 15.19% |
| Daily Std Dev | 47.87% | 66.40% |
| Max Drawdown | -93.59% | -98.40% |
| Current Drawdown | -43.22% | -13.42% |
Fundamentals
| IMVT | MDGL | |
|---|---|---|
| Market Cap | $4.60B | $7.36B |
| EPS | -$1.98 | -$25.02 |
| Total Revenue (TTM) | $1.50M | $77.58M |
| Gross Profit (TTM) | $1.30M | $74.22M |
| EBITDA (TTM) | -$226.54M | -$547.48M |
Correlation
The correlation between IMVT and MDGL is 0.31, 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
In the year-to-date period, IMVT achieves a -28.96% return, which is significantly lower than MDGL's 53.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
IMVT vs. MDGL - Dividend Comparison
Neither IMVT nor MDGL has paid dividends to shareholders.
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.
Volatility
IMVT vs. MDGL - Volatility Comparison
The current volatility for Immunovant, Inc. (IMVT) is 9.75%, while Madrigal Pharmaceuticals, Inc. (MDGL) has a volatility of 27.73%. This indicates that IMVT experiences smaller price fluctuations and is considered to be less risky than MDGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities