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MDAI vs. EXEL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MDAI vs. EXEL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spectral AI Inc. (MDAI) and Exelixis, Inc. (EXEL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MDAI achieves a 36.62% return, which is significantly higher than EXEL's 17.73% return.


MDAI

1D
-5.83%
1M
-14.54%
YTD
36.62%
6M
19.02%
1Y
11.49%
3Y*
-42.88%
5Y*
-27.43%
10Y*

EXEL

1D
6.30%
1M
16.82%
YTD
17.73%
6M
17.25%
1Y
20.93%
3Y*
39.06%
5Y*
18.19%
10Y*
22.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDAI vs. EXEL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MDAI
Spectral AI Inc.
36.62%-49.82%15.04%-75.64%2.96%1.13%
EXEL
Exelixis, Inc.
17.73%31.62%38.81%49.56%-12.25%-21.65%

Correlation

The correlation between MDAI and EXEL is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2021

0.07

Fundamentals

Market Cap

MDAI:

$61.61M

EXEL:

$13.79B

EPS

MDAI:

-$0.50

EXEL:

$3.00

PS Ratio

MDAI:

3.31

EXEL:

6.04

Total Revenue (TTM)

MDAI:

$16.70M

EXEL:

$2.38B

Gross Profit (TTM)

MDAI:

$7.47M

EXEL:

$1.70B

EBITDA (TTM)

MDAI:

-$10.62M

EXEL:

$991.79M

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Spectral AI Inc.

Exelixis, Inc.

Return for Risk

MDAI vs. EXEL — Risk / Return Rank

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

MDAI
MDAI Risk / Return Rank: 4747
Overall Rank
MDAI Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MDAI Sortino Ratio Rank: 5151
Sortino Ratio Rank
MDAI Omega Ratio Rank: 4747
Omega Ratio Rank
MDAI Calmar Ratio Rank: 4646
Calmar Ratio Rank
MDAI Martin Ratio Rank: 4444
Martin Ratio Rank

EXEL
EXEL Risk / Return Rank: 5656
Overall Rank
EXEL Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EXEL Sortino Ratio Rank: 5252
Sortino Ratio Rank
EXEL Omega Ratio Rank: 5454
Omega Ratio Rank
EXEL Calmar Ratio Rank: 5959
Calmar Ratio Rank
EXEL Martin Ratio Rank: 5959
Martin Ratio Rank
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.

MDAI vs. EXEL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spectral AI Inc. (MDAI) and Exelixis, Inc. (EXEL). 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.


MDAIEXELDifference

Sharpe ratio

Return per unit of total volatility

0.15

0.52

-0.37

Sortino ratio

Return per unit of downside risk

0.83

0.94

-0.11

Omega ratio

Gain probability vs. loss probability

1.09

1.14

-0.05

Calmar ratio

Return relative to maximum drawdown

0.19

0.84

-0.65

Martin ratio

Return relative to average drawdown

0.29

2.01

-1.72

MDAI vs. EXEL - Sharpe Ratio Comparison

The current MDAI Sharpe Ratio is 0.15, which is lower than the EXEL Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of MDAI and EXEL, 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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Sharpe Ratios by Period


MDAIEXELDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.52

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

0.49

-0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.33

0.08

-0.41

Drawdowns

MDAI vs. EXEL - Drawdown Comparison

The maximum MDAI drawdown since its inception was -93.49%, roughly equal to the maximum EXEL drawdown of -97.38%. Use the drawdown chart below to compare losses from any high point for MDAI and EXEL.


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Drawdown Indicators


MDAIEXELDifference

Max Drawdown

Largest peak-to-trough decline

-93.49%

-97.38%

+3.89%

Max Drawdown (1Y)

Largest decline over 1 year

-61.78%

-25.16%

-36.62%

Max Drawdown (3Y)

Largest decline over 3 years

-93.49%

-25.34%

-68.15%

Max Drawdown (5Y)

Largest decline over 5 years

-93.49%

-36.12%

-57.37%

Max Drawdown (10Y)

Largest decline over 10 years

-57.20%

Current Drawdown

Current decline from peak

-86.56%

0.00%

-86.56%

Average Drawdown

Average peak-to-trough decline

-47.97%

-71.11%

+23.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.13%

10.44%

+28.69%

Volatility

MDAI vs. EXEL - Volatility Comparison

Spectral AI Inc. (MDAI) has a higher volatility of 28.66% compared to Exelixis, Inc. (EXEL) at 15.21%. This indicates that MDAI's price experiences larger fluctuations and is considered to be riskier than EXEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDAIEXELDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.66%

15.21%

+13.45%

Volatility (6M)

Calculated over the trailing 6-month period

52.58%

25.87%

+26.71%

Volatility (1Y)

Calculated over the trailing 1-year period

77.46%

40.23%

+37.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.45%

37.16%

+45.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.15%

44.61%

+36.54%

Dividends

MDAI vs. EXEL - Dividend Comparison

Neither MDAI nor EXEL has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

MDAI vs. EXEL - Financials Comparison

This section allows you to compare key financial metrics between Spectral AI Inc. and Exelixis, 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


0.00100.00M200.00M300.00M400.00M500.00M600.00MOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026April
3.99M
610.81M
(MDAI) Total Revenue
(EXEL) Total Revenue
Values in USD except per share items

MDAI vs. EXEL - Profitability Comparison

The chart below illustrates the profitability comparison between Spectral AI Inc. and Exelixis, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%October2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026April
50.8%
0
Portfolio components
MDAI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Spectral AI Inc. reported a gross profit of 2.03M and revenue of 3.99M. Therefore, the gross margin over that period was 50.8%.

EXEL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Exelixis, Inc. reported a gross profit of 0.00 and revenue of 610.81M. Therefore, the gross margin over that period was 0.0%.

MDAI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Spectral AI Inc. reported an operating income of -1.97M and revenue of 3.99M, resulting in an operating margin of -49.4%.

EXEL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Exelixis, Inc. reported an operating income of 251.34M and revenue of 610.81M, resulting in an operating margin of 41.2%.

MDAI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Spectral AI Inc. reported a net income of -3.41M and revenue of 3.99M, resulting in a net margin of -85.5%.

EXEL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Exelixis, Inc. reported a net income of 210.47M and revenue of 610.81M, resulting in a net margin of 34.5%.


Frequently Asked Questions


MDAI and EXEL have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MDAI has higher volatility (28.66%) compared to EXEL (15.21%). In terms of maximum drawdown, MDAI dropped -93.49% vs EXEL's -97.38%.

EXEL currently has the higher Sharpe Ratio (0.52 vs 0.15), 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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