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MDGL vs. THC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MDGL and THC is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

MDGL vs. THC - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
-7.39%
414.63%
MDGL
THC

Key characteristics

Sharpe Ratio

MDGL:

0.71

THC:

0.39

Sortino Ratio

MDGL:

1.37

THC:

0.97

Omega Ratio

MDGL:

1.16

THC:

1.12

Calmar Ratio

MDGL:

0.70

THC:

0.42

Martin Ratio

MDGL:

2.62

THC:

1.31

Ulcer Index

MDGL:

13.43%

THC:

15.19%

Daily Std Dev

MDGL:

59.83%

THC:

43.39%

Max Drawdown

MDGL:

-98.40%

THC:

-98.28%

Current Drawdown

MDGL:

-28.11%

THC:

-28.72%

Fundamentals

Market Cap

MDGL:

$6.80B

THC:

$13.82B

EPS

MDGL:

-$17.83

THC:

$15.60

PEG Ratio

MDGL:

0.00

THC:

0.85

PS Ratio

MDGL:

40.39

THC:

0.67

PB Ratio

MDGL:

10.24

THC:

3.31

Total Revenue (TTM)

MDGL:

$317.38M

THC:

$20.52B

Gross Profit (TTM)

MDGL:

$306.81M

THC:

$9.71B

EBITDA (TTM)

MDGL:

-$376.15M

THC:

$4.44B

Returns By Period

In the year-to-date period, MDGL achieves a -4.51% return, which is significantly lower than THC's 17.90% return. Over the past 10 years, MDGL has outperformed THC with an annualized return of 13.84%, while THC has yielded a comparatively lower 12.01% annualized return.


MDGL

YTD

-4.51%

1M

-6.15%

6M

-15.99%

1Y

42.39%

5Y*

26.60%

10Y*

13.84%

THC

YTD

17.90%

1M

13.55%

6M

-9.91%

1Y

16.56%

5Y*

50.25%

10Y*

12.01%

*Annualized

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Risk-Adjusted Performance

MDGL vs. THC — Risk-Adjusted Performance Rank

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

MDGL
The Risk-Adjusted Performance Rank of MDGL is 7676
Overall Rank
The Sharpe Ratio Rank of MDGL is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of MDGL is 7575
Sortino Ratio Rank
The Omega Ratio Rank of MDGL is 7070
Omega Ratio Rank
The Calmar Ratio Rank of MDGL is 7878
Calmar Ratio Rank
The Martin Ratio Rank of MDGL is 7777
Martin Ratio Rank

THC
The Risk-Adjusted Performance Rank of THC is 6767
Overall Rank
The Sharpe Ratio Rank of THC is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of THC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of THC is 6363
Omega Ratio Rank
The Calmar Ratio Rank of THC is 7070
Calmar Ratio Rank
The Martin Ratio Rank of THC is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MDGL vs. THC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Madrigal Pharmaceuticals, Inc. (MDGL) and Tenet Healthcare Corporation (THC). 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.


The current MDGL Sharpe Ratio is 0.71, which is higher than the THC Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of MDGL and THC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00December2025FebruaryMarchAprilMay
0.71
0.39
MDGL
THC

Dividends

MDGL vs. THC - Dividend Comparison

Neither MDGL nor THC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MDGL vs. THC - Drawdown Comparison

The maximum MDGL drawdown since its inception was -98.40%, roughly equal to the maximum THC drawdown of -98.28%. Use the drawdown chart below to compare losses from any high point for MDGL and THC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-28.11%
-11.68%
MDGL
THC

Volatility

MDGL vs. THC - Volatility Comparison

The current volatility for Madrigal Pharmaceuticals, Inc. (MDGL) is 11.63%, while Tenet Healthcare Corporation (THC) has a volatility of 18.33%. This indicates that MDGL experiences smaller price fluctuations and is considered to be less risky than THC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
11.63%
18.33%
MDGL
THC

Financials

MDGL vs. THC - Financials Comparison

This section allows you to compare key financial metrics between Madrigal Pharmaceuticals, Inc. and Tenet Healthcare 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B20212022202320242025
137.25M
5.22B
(MDGL) Total Revenue
(THC) Total Revenue
Values in USD except per share items

MDGL vs. THC - Profitability Comparison

The chart below illustrates the profitability comparison between Madrigal Pharmaceuticals, Inc. and Tenet Healthcare Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20212022202320242025
96.7%
59.4%
(MDGL) Gross Margin
(THC) Gross Margin
MDGL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Madrigal Pharmaceuticals, Inc. reported a gross profit of 132.74M and revenue of 137.25M. Therefore, the gross margin over that period was 96.7%.

THC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Tenet Healthcare Corporation reported a gross profit of 3.10B and revenue of 5.22B. Therefore, the gross margin over that period was 59.4%.

MDGL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Madrigal Pharmaceuticals, Inc. reported an operating income of -79.31M and revenue of 137.25M, resulting in an operating margin of -57.8%.

THC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Tenet Healthcare Corporation reported an operating income of 943.00M and revenue of 5.22B, resulting in an operating margin of 18.1%.

MDGL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Madrigal Pharmaceuticals, Inc. reported a net income of -73.24M and revenue of 137.25M, resulting in a net margin of -53.4%.

THC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Tenet Healthcare Corporation reported a net income of 406.00M and revenue of 5.22B, resulting in a net margin of 7.8%.