MDGL vs. ALL
MDGL (Madrigal Pharmaceuticals, Inc.) and ALL (The Allstate Corporation) are both stocks. MDGL operates in Biotechnology (Healthcare), while ALL operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, MDGL returned 46.09%/yr vs 15.27%/yr for ALL. At a 0.20 correlation, their price movements are largely independent.
Performance
MDGL vs. ALL - Performance Comparison
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Returns By Period
In the year-to-date period, MDGL achieves a -17.44% return, which is significantly lower than ALL's 7.58% return. Over the past 10 years, MDGL has outperformed ALL with an annualized return of 46.09%, while ALL has yielded a comparatively lower 15.27% annualized return.
MDGL
- 1D
- 1.37%
- 1M
- -10.95%
- YTD
- -17.44%
- 6M
- -15.87%
- 1Y
- 62.66%
- 3Y*
- 21.44%
- 5Y*
- 34.82%
- 10Y*
- 46.09%
ALL
- 1D
- 0.94%
- 1M
- 2.50%
- YTD
- 7.58%
- 6M
- 8.08%
- 1Y
- 13.66%
- 3Y*
- 27.76%
- 5Y*
- 13.66%
- 10Y*
- 15.27%
MDGL vs. ALL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDGL Madrigal Pharmaceuticals, Inc. | -17.44% | 88.72% | 33.36% | -20.28% | 242.52% | -23.77% | 22.02% | -19.17% | 22.80% | 516.04% |
ALL The Allstate Corporation | 7.58% | 10.09% | 40.61% | 6.37% | 18.37% | 9.86% | -0.12% | 38.82% | -19.52% | 43.64% |
Correlation
The correlation between MDGL and ALL is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2007 | 0.20 |
The correlation between MDGL and ALL shifts across timeframes, from 0.06 (3 years) to 0.20 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MDGL:
$13.96B
ALL:
$58.20B
MDGL:
-$12.87
ALL:
$45.76
MDGL:
10.21
ALL:
0.88
MDGL:
25.68
ALL:
1.97
MDGL:
$1.13B
ALL:
$67.14B
MDGL:
$1.05B
ALL:
$19.06B
MDGL:
-$287.63M
ALL:
$13.09B
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Return for Risk
MDGL vs. ALL — Risk / Return Rank
MDGL
ALL
MDGL vs. ALL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Madrigal Pharmaceuticals, Inc. (MDGL) and The Allstate Corporation (ALL). 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.
| MDGL | ALL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.11 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.13 | +0.99 |
| Martin ratioReturn relative to average drawdown | 4.63 | 2.90 | +1.73 |
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Drawdowns
MDGL vs. ALL - Drawdown Comparison
The maximum MDGL drawdown since its inception was -98.40%, which is greater than ALL's maximum drawdown of -77.03%. Use the drawdown chart below to compare losses from any high point for MDGL and ALL.
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Drawdown Indicators
| MDGL | ALL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.40% | -77.03% | -21.37% |
Max Drawdown (1Y)Largest decline over 1 year | -29.36% | -11.48% | -17.88% |
Max Drawdown (3Y)Largest decline over 3 years | -52.88% | -14.11% | -38.77% |
Max Drawdown (5Y)Largest decline over 5 years | -61.41% | -27.35% | -34.06% |
Max Drawdown (10Y)Largest decline over 10 years | -82.19% | -41.39% | -40.80% |
Current DrawdownCurrent decline from peak | -20.25% | -0.79% | -19.46% |
Average DrawdownAverage peak-to-trough decline | -58.52% | -16.43% | -42.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.38% | 4.46% | +8.92% |
Volatility
MDGL vs. ALL - Volatility Comparison
Madrigal Pharmaceuticals, Inc. (MDGL) has a higher volatility of 13.71% compared to The Allstate Corporation (ALL) at 8.80%. This indicates that MDGL's price experiences larger fluctuations and is considered to be riskier than ALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDGL | ALL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.71% | 8.80% | +4.91% |
Volatility (6M)Calculated over the trailing 6-month period | 31.76% | 17.29% | +14.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.97% | 23.73% | +22.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 133.37% | 25.46% | +107.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 117.49% | 24.95% | +92.54% |
Dividends
MDGL vs. ALL - Dividend Comparison
MDGL has not paid dividends to shareholders, while ALL's dividend yield for the trailing twelve months is around 1.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALL The Allstate Corporation | 1.88% | 1.92% | 1.91% | 2.54% | 2.51% | 2.75% | 1.96% | 1.78% | 2.23% | 1.41% | 1.78% | 1.93% |
MDGL Madrigal Pharmaceuticals, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
MDGL vs. ALL - Financials Comparison
This section allows you to compare key financial metrics between Madrigal Pharmaceuticals, Inc. and The Allstate Corporation. 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
MDGL vs. ALL - Profitability Comparison
MDGL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Madrigal Pharmaceuticals, Inc. reported a gross profit of 284.49M and revenue of 311.34M. Therefore, the gross margin over that period was 91.4%.
ALL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Allstate Corporation reported a gross profit of 0.00 and revenue of 16.94B. Therefore, the gross margin over that period was 0.0%.
MDGL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Madrigal Pharmaceuticals, Inc. reported an operating income of -92.72M and revenue of 311.34M, resulting in an operating margin of -29.8%.
ALL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Allstate Corporation reported an operating income of 0.00 and revenue of 16.94B, resulting in an operating margin of 0.0%.
MDGL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Madrigal Pharmaceuticals, Inc. reported a net income of -94.39M and revenue of 311.34M, resulting in a net margin of -30.3%.
ALL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Allstate Corporation reported a net income of 2.46B and revenue of 16.94B, resulting in a net margin of 14.5%.
Frequently Asked Questions
MDGL and ALL have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDGL has higher volatility (13.71%) compared to ALL (8.80%). In terms of maximum drawdown, MDGL dropped -98.40% vs ALL's -77.03%.
MDGL currently has the higher Sharpe Ratio (1.35 vs 0.55), 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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