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MDGL vs. PROSY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MDGL vs. PROSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Madrigal Pharmaceuticals, Inc. (MDGL) and Prosus N.V. (PROSY). 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 higher than PROSY's -26.62% 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%

PROSY

1D
-2.58%
1M
-0.11%
YTD
-26.62%
6M
-27.15%
1Y
-15.15%
3Y*
10.69%
5Y*
-0.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDGL vs. PROSY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MDGL
Madrigal Pharmaceuticals, Inc.
-17.44%88.72%33.36%-20.28%242.52%-23.77%22.02%-9.63%
PROSY
Prosus N.V.
-26.62%55.67%33.80%-5.32%-17.15%-23.28%45.77%-9.97%

Correlation

The correlation between MDGL and PROSY 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

0.13

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

0.18

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2019

0.18

Fundamentals

Market Cap

MDGL:

$13.96B

PROSY:

$101.26B

EPS

MDGL:

-$12.87

PROSY:

$1.91

PS Ratio

MDGL:

10.21

PROSY:

7.94

PB Ratio

MDGL:

25.68

PROSY:

1.83

Total Revenue (TTM)

MDGL:

$1.13B

PROSY:

$12.76B

Gross Profit (TTM)

MDGL:

$1.05B

PROSY:

$5.31B

EBITDA (TTM)

MDGL:

-$287.63M

PROSY:

$10.72B

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Return for Risk

MDGL vs. PROSY — 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

PROSY
PROSY Risk / Return Rank: 2323
Overall Rank
PROSY Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
PROSY Sortino Ratio Rank: 1919
Sortino Ratio Rank
PROSY Omega Ratio Rank: 2020
Omega Ratio Rank
PROSY Calmar Ratio Rank: 2727
Calmar Ratio Rank
PROSY Martin Ratio Rank: 2828
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. PROSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Madrigal Pharmaceuticals, Inc. (MDGL) and Prosus N.V. (PROSY). 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.


MDGLPROSYDifference
Sharpe ratioReturn per unit of total volatility

+1.88

Sortino ratioReturn per unit of downside risk

+2.79

Omega ratioGain probability vs. loss probability

1.26

0.93

+0.33

Calmar ratioReturn relative to maximum drawdown

2.11

-0.44

+2.56

Martin ratioReturn relative to average drawdown

4.63

-0.81

+5.44

MDGL vs. PROSY - Sharpe Ratio Comparison

The current MDGL Sharpe Ratio is 1.35, which is higher than the PROSY Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of MDGL and PROSY, 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. PROSY - Drawdown Comparison

The maximum MDGL drawdown since its inception was -98.40%, which is greater than PROSY's maximum drawdown of -69.36%. Use the drawdown chart below to compare losses from any high point for MDGL and PROSY.


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Drawdown Indicators


MDGLPROSYDifference

Max Drawdown

Largest peak-to-trough decline

-98.40%

-69.36%

-29.04%

Max Drawdown (1Y)

Largest decline over 1 year

-29.36%

-39.09%

+9.73%

Max Drawdown (3Y)

Largest decline over 3 years

-52.88%

-39.09%

-13.79%

Max Drawdown (5Y)

Largest decline over 5 years

-61.41%

-60.96%

-0.45%

Max Drawdown (10Y)

Largest decline over 10 years

-82.19%

Current Drawdown

Current decline from peak

-20.25%

-37.79%

+17.54%

Average Drawdown

Average peak-to-trough decline

-58.52%

-30.01%

-28.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.38%

21.26%

-7.88%

Volatility

MDGL vs. PROSY - Volatility Comparison

Madrigal Pharmaceuticals, Inc. (MDGL) and Prosus N.V. (PROSY) have volatilities of 13.71% and 13.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDGLPROSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.71%

13.50%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

31.76%

27.41%

+4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

45.97%

32.46%

+13.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

133.37%

43.10%

+90.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

117.49%

41.64%

+75.85%

Dividends

MDGL vs. PROSY - Dividend Comparison

Neither MDGL nor PROSY has paid dividends to shareholders.


PositionTTM202520242023202220212020
MDGL
Madrigal Pharmaceuticals, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PROSY
Prosus N.V.
0.00%0.00%0.28%0.25%0.20%0.20%0.12%

Financials

MDGL vs. PROSY - Financials Comparison

This section allows you to compare key financial metrics between Madrigal Pharmaceuticals, Inc. and Prosus N.V.. 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


0.001.00B2.00B3.00B4.00B20222023202420252026
311.34M
3.64B
(MDGL) Total Revenue
(PROSY) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MDGL and PROSY 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 PROSY (13.50%). In terms of maximum drawdown, MDGL dropped -98.40% vs PROSY's -69.36%.

MDGL currently has the higher Sharpe Ratio (1.35 vs -0.53), 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 PROSY

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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