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MDGL vs. IAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDGL vs. IAU - Performance Comparison

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

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Returns By Period

In the year-to-date period, MDGL achieves a -17.44% return, which is significantly lower than IAU's -2.44% return. Over the past 10 years, MDGL has outperformed IAU with an annualized return of 46.09%, while IAU has yielded a comparatively lower 12.31% 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%

IAU

1D
0.08%
1M
-7.39%
YTD
-2.44%
6M
-2.22%
1Y
22.32%
3Y*
29.07%
5Y*
17.23%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDGL vs. IAU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDGL
Madrigal Pharmaceuticals, Inc.
-17.44%88.72%33.36%-20.28%242.52%-23.77%22.02%-19.17%22.80%516.04%
IAU
iShares Gold Trust
-2.44%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%

Correlation

The correlation between MDGL and IAU is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.10

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

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2007

0.02

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Return for Risk

MDGL vs. IAU — Risk / Return Rank

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

MDGL
MDGL Risk / Return Rank: 7878
Overall Rank
MDGL Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
MDGL Sortino Ratio Rank: 8080
Sortino Ratio Rank
MDGL Omega Ratio Rank: 7777
Omega Ratio Rank
MDGL Calmar Ratio Rank: 7777
Calmar Ratio Rank
MDGL Martin Ratio Rank: 7575
Martin Ratio Rank

IAU
IAU Risk / Return Rank: 2626
Overall Rank
IAU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2525
Sortino Ratio Rank
IAU Omega Ratio Rank: 3030
Omega Ratio Rank
IAU Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAU Martin Ratio Rank: 2424
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.

MDGL vs. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Madrigal Pharmaceuticals, Inc. (MDGL) and iShares Gold Trust (IAU). 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.


MDGLIAUDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.26

1.19

+0.08

Calmar ratioReturn relative to maximum drawdown

2.11

0.99

+1.13

Martin ratioReturn relative to average drawdown

4.63

2.83

+1.80

MDGL vs. IAU - Sharpe Ratio Comparison

The current MDGL Sharpe Ratio is 1.35, which is higher than the IAU Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of MDGL and IAU, 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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Drawdowns

MDGL vs. IAU - Drawdown Comparison

The maximum MDGL drawdown since its inception was -98.40%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for MDGL and IAU.


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Drawdown Indicators


MDGLIAUDifference

Max Drawdown

Largest peak-to-trough decline

-98.40%

-45.14%

-53.26%

Max Drawdown (1Y)

Largest decline over 1 year

-29.36%

-24.40%

-4.96%

Max Drawdown (3Y)

Largest decline over 3 years

-52.88%

-24.40%

-28.48%

Max Drawdown (5Y)

Largest decline over 5 years

-61.41%

-24.40%

-37.01%

Max Drawdown (10Y)

Largest decline over 10 years

-82.19%

-24.40%

-57.79%

Current Drawdown

Current decline from peak

-20.25%

-22.03%

+1.78%

Average Drawdown

Average peak-to-trough decline

-58.52%

-15.97%

-42.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.38%

8.47%

+4.91%

Volatility

MDGL vs. IAU - Volatility Comparison

Madrigal Pharmaceuticals, Inc. (MDGL) has a higher volatility of 13.71% compared to iShares Gold Trust (IAU) at 7.70%. This indicates that MDGL's price experiences larger fluctuations and is considered to be riskier than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDGLIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.71%

7.70%

+6.01%

Volatility (6M)

Calculated over the trailing 6-month period

31.76%

23.94%

+7.82%

Volatility (1Y)

Calculated over the trailing 1-year period

45.97%

27.17%

+18.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

133.37%

18.16%

+115.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

117.49%

16.02%

+101.47%

Dividends

MDGL vs. IAU - Dividend Comparison

Neither MDGL nor IAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MDGL and IAU have a correlation of 0.11, 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 IAU (7.70%). In terms of maximum drawdown, MDGL dropped -98.40% vs IAU's -45.14%.

MDGL currently has the higher Sharpe Ratio (1.35 vs 0.89), 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.

Portfolio Optimizer

Find the right allocation for MDGL and IAU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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