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

Correlation

The correlation between MDGL and THC is 0.26, 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.


-0.50.00.51.00.3

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%JulyAugustSeptemberOctoberNovemberDecember
-3.05%
347.65%
MDGL
THC

Key characteristics

Sharpe Ratio

MDGL:

0.61

THC:

1.99

Sortino Ratio

MDGL:

1.39

THC:

2.96

Omega Ratio

MDGL:

1.17

THC:

1.36

Calmar Ratio

MDGL:

0.68

THC:

1.18

Martin Ratio

MDGL:

2.53

THC:

11.50

Ulcer Index

MDGL:

15.63%

THC:

6.60%

Daily Std Dev

MDGL:

64.36%

THC:

38.18%

Max Drawdown

MDGL:

-98.40%

THC:

-98.28%

Current Drawdown

MDGL:

-24.74%

THC:

-38.00%

Fundamentals

Market Cap

MDGL:

$6.78B

THC:

$12.61B

EPS

MDGL:

-$25.03

THC:

$31.57

PEG Ratio

MDGL:

0.00

THC:

0.62

Total Revenue (TTM)

MDGL:

$77.58M

THC:

$20.97B

Gross Profit (TTM)

MDGL:

$74.22M

THC:

$3.94B

EBITDA (TTM)

MDGL:

-$502.65M

THC:

$4.30B

Returns By Period

In the year-to-date period, MDGL achieves a 33.30% return, which is significantly lower than THC's 71.31% return. Over the past 10 years, MDGL has outperformed THC with an annualized return of 12.97%, while THC has yielded a comparatively lower 9.48% annualized return.


MDGL

YTD

33.30%

1M

-2.73%

6M

10.78%

1Y

38.75%

5Y*

28.12%

10Y*

12.97%

THC

YTD

71.31%

1M

-12.48%

6M

-3.57%

1Y

70.90%

5Y*

27.56%

10Y*

9.48%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for MDGL, currently valued at 0.61, compared to the broader market-4.00-2.000.002.000.611.99
The chart of Sortino ratio for MDGL, currently valued at 1.39, compared to the broader market-4.00-2.000.002.004.001.392.96
The chart of Omega ratio for MDGL, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.36
The chart of Calmar ratio for MDGL, currently valued at 0.68, compared to the broader market0.002.004.006.000.682.99
The chart of Martin ratio for MDGL, currently valued at 2.53, compared to the broader market-5.000.005.0010.0015.0020.0025.002.5311.50
MDGL
THC

The current MDGL Sharpe Ratio is 0.61, which is lower than the THC Sharpe Ratio of 1.99. 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 Ratio0.001.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
0.61
1.99
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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.74%
-23.18%
MDGL
THC

Volatility

MDGL vs. THC - Volatility Comparison

Madrigal Pharmaceuticals, Inc. (MDGL) has a higher volatility of 11.87% compared to Tenet Healthcare Corporation (THC) at 8.30%. This indicates that MDGL's price experiences larger fluctuations and is considered to be riskier than THC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
11.87%
8.30%
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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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