MDGL vs. IMVT
MDGL (Madrigal Pharmaceuticals, Inc.) and IMVT (Immunovant, Inc.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 5 years, MDGL returned 39.86%/yr vs 29.85%/yr for IMVT. Their 0.34 correlation means their historical movements had little consistent relationship.
Performance
MDGL vs. IMVT - Performance Comparison
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Returns By Period
In the year-to-date period, MDGL achieves a -19.75% return, which is significantly lower than IMVT's 51.93% return.
MDGL
- 1D
- -5.23%
- 1M
- -11.51%
- 6M
- -4.49%
- YTD
- -19.75%
- 1Y
- 54.65%
- 3Y*
- 32.19%
- 5Y*
- 39.86%
- 10Y*
- 52.15%
- ALL TIME*
- 1.50%
IMVT
- 1D
- -2.18%
- 1M
- -0.44%
- 6M
- 48.54%
- YTD
- 51.93%
- 1Y
- 145.83%
- 3Y*
- 18.74%
- 5Y*
- 29.85%
- 10Y*
- —
- ALL TIME*
- 16.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
IMVT Immunovant, Inc. | $35.51M | $39.13M | $60.17M |
| $214.24M | $192.42M | $186.26M |
MDGL vs. IMVT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MDGL Madrigal Pharmaceuticals, Inc. | -19.75% | 88.72% | 33.36% | -20.28% | 242.52% | -23.77% | 22.02% | 0.54% |
IMVT Immunovant, Inc. | 51.93% | 2.62% | -41.21% | 137.35% | 108.33% | -81.55% | 191.05% | 11.37% |
Correlation
The correlation between MDGL and IMVT is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2019 | 0.34 |
Fundamentals
MDGL:
$10.77B
IMVT:
$7.93B
MDGL:
-$12.61
IMVT:
-$2.71
MDGL:
26.01
IMVT:
9.23
MDGL:
$1.28B
IMVT:
$0.00
MDGL:
$1.17B
IMVT:
-$206.00K
MDGL:
-$298.76M
IMVT:
-$527.21M
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Return for Risk
MDGL vs. IMVT — Risk / Return Rank
MDGL
IMVT
MDGL vs. IMVT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Madrigal Pharmaceuticals, Inc. (MDGL) and Immunovant, Inc. (IMVT). 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 | IMVT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.40 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 8.20 | -6.34 |
| Martin ratioReturn relative to average drawdown | 3.94 | 21.37 | -17.42 |
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Drawdowns
MDGL vs. IMVT - Drawdown Comparison
The maximum MDGL drawdown since its inception was -98.40%, which is greater than IMVT's maximum drawdown of -93.59%. Use the drawdown chart below to compare losses from any high point for MDGL and IMVT.
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Drawdown Indicators
| MDGL | IMVT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.40% | -93.59% | -4.81% |
Max Drawdown (1Y)Largest decline over 1 year | -29.36% | -17.19% | -12.17% |
Max Drawdown (3Y)Largest decline over 3 years | -38.75% | -69.88% | +31.13% |
Max Drawdown (5Y)Largest decline over 5 years | -61.41% | -69.88% | +8.47% |
Max Drawdown (10Y)Largest decline over 10 years | -82.19% | — | — |
Current DrawdownCurrent decline from peak | -22.48% | -26.73% | +4.25% |
Average DrawdownAverage peak-to-trough decline | -58.21% | -53.37% | -4.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.86% | 6.59% | +7.27% |
Volatility
MDGL vs. IMVT - Volatility Comparison
Madrigal Pharmaceuticals, Inc. (MDGL) has a higher volatility of 15.14% compared to Immunovant, Inc. (IMVT) at 9.73%. This indicates that MDGL's price experiences larger fluctuations and is considered to be riskier than IMVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDGL | IMVT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.14% | 9.73% | +5.41% |
Volatility (6M)Calculated over the trailing 6-month period | 32.24% | 44.56% | -12.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.98% | 61.81% | -16.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 133.49% | 74.72% | +58.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 116.66% | 77.70% | +38.96% |
Dividends
MDGL vs. IMVT - Dividend Comparison
Neither MDGL nor IMVT has paid dividends to shareholders.
Financials
MDGL vs. IMVT - Financials Comparison
This section allows you to compare key financial metrics between Madrigal Pharmaceuticals, Inc. and Immunovant, 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
Frequently Asked Questions
MDGL and IMVT have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDGL has higher volatility (15.14%) compared to IMVT (9.73%). In terms of maximum drawdown, MDGL dropped -98.40% vs IMVT's -93.59%.
IMVT currently has the higher Sharpe Ratio (2.29 vs 1.22), 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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