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

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.

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Returns By Period

In the year-to-date period, MDGL achieves a -11.93% return, which is significantly lower than THC's -10.05% return. Over the past 10 years, MDGL has outperformed THC with an annualized return of 47.15%, while THC has yielded a comparatively lower 20.37% annualized return.


MDGL

1D
1.41%
1M
-0.85%
YTD
-11.93%
6M
-14.92%
1Y
79.50%
3Y*
29.23%
5Y*
38.39%
10Y*
47.15%

THC

1D
3.58%
1M
2.86%
YTD
-10.05%
6M
-10.57%
1Y
6.39%
3Y*
31.73%
5Y*
21.31%
10Y*
20.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDGL vs. THC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDGL
Madrigal Pharmaceuticals, Inc.
-11.93%88.72%33.36%-20.28%242.52%-23.77%22.02%-19.17%22.80%516.04%
THC
Tenet Healthcare Corporation
-10.05%57.43%67.04%54.89%-40.27%104.58%5.00%121.88%13.06%2.16%

Correlation

The correlation between MDGL and THC is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.24

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

0.26

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

0.24

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

0.26

Fundamentals

Market Cap

MDGL:

$14.89B

THC:

$15.66B

EPS

MDGL:

-$12.87

THC:

$21.43

PS Ratio

MDGL:

10.89

THC:

0.74

PB Ratio

MDGL:

27.40

THC:

3.25

Total Revenue (TTM)

MDGL:

$1.13B

THC:

$21.46B

Gross Profit (TTM)

MDGL:

$1.05B

THC:

$12.91B

EBITDA (TTM)

MDGL:

-$287.63M

THC:

$4.00B

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Return for Risk

MDGL vs. THC — Risk / Return Rank

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

MDGL
MDGL Risk / Return Rank: 8383
Overall Rank
MDGL Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
MDGL Sortino Ratio Rank: 8585
Sortino Ratio Rank
MDGL Omega Ratio Rank: 8282
Omega Ratio Rank
MDGL Calmar Ratio Rank: 8282
Calmar Ratio Rank
MDGL Martin Ratio Rank: 7979
Martin Ratio Rank

THC
THC Risk / Return Rank: 4646
Overall Rank
THC Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
THC Sortino Ratio Rank: 4444
Sortino Ratio Rank
THC Omega Ratio Rank: 4343
Omega Ratio Rank
THC Calmar Ratio Rank: 4747
Calmar Ratio Rank
THC Martin Ratio Rank: 4747
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. THC - Risk-Adjusted Trends 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.

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.


MDGLTHCDifference
Sharpe ratioReturn per unit of total volatility

+1.58

Sortino ratioReturn per unit of downside risk

+2.08

Omega ratioGain probability vs. loss probability

1.32

1.07

+0.25

Calmar ratioReturn relative to maximum drawdown

2.72

0.19

+2.53

Martin ratioReturn relative to average drawdown

5.88

0.46

+5.42

MDGL vs. THC - Sharpe Ratio Comparison

The current MDGL Sharpe Ratio is 1.74, which is higher than the THC Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of MDGL and THC, 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. 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.


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Drawdown Indicators


MDGLTHCDifference

Max Drawdown

Largest peak-to-trough decline

-98.40%

-98.28%

-0.12%

Max Drawdown (1Y)

Largest decline over 1 year

-29.36%

-34.08%

+4.72%

Max Drawdown (3Y)

Largest decline over 3 years

-49.34%

-36.90%

-12.44%

Max Drawdown (5Y)

Largest decline over 5 years

-61.41%

-58.88%

-2.53%

Max Drawdown (10Y)

Largest decline over 10 years

-82.19%

-71.68%

-10.51%

Current Drawdown

Current decline from peak

-14.92%

-26.98%

+12.06%

Average Drawdown

Average peak-to-trough decline

-58.48%

-51.53%

-6.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.56%

13.86%

-0.30%

Volatility

MDGL vs. THC - Volatility Comparison

Madrigal Pharmaceuticals, Inc. (MDGL) and Tenet Healthcare Corporation (THC) have volatilities of 13.40% and 13.20%, 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


MDGLTHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.40%

13.20%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

31.78%

28.78%

+3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

46.00%

39.42%

+6.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

133.47%

44.38%

+89.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

117.50%

56.33%

+61.17%

Dividends

MDGL vs. THC - Dividend Comparison

Neither MDGL nor THC has paid dividends to shareholders.


Tickers have no history of dividend payments

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


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
311.34M
5.37B
(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

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
91.4%
59.5%
Portfolio components
MDGL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Madrigal Pharmaceuticals, Inc. reported a gross profit of 284.49M and revenue of 311.34M. Therefore, the gross margin over that period was 91.4%.

THC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tenet Healthcare Corporation reported a gross profit of 3.19B and revenue of 5.37B. Therefore, the gross margin over that period was 59.5%.

MDGL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Madrigal Pharmaceuticals, Inc. reported an operating income of -92.72M and revenue of 311.34M, resulting in an operating margin of -29.8%.

THC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tenet Healthcare Corporation reported an operating income of 1.30B and revenue of 5.37B, resulting in an operating margin of 24.1%.

MDGL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Madrigal Pharmaceuticals, Inc. reported a net income of -94.39M and revenue of 311.34M, resulting in a net margin of -30.3%.

THC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tenet Healthcare Corporation reported a net income of 906.00M and revenue of 5.37B, resulting in a net margin of 16.9%.


Frequently Asked Questions


MDGL and THC have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MDGL has higher volatility (13.40%) compared to THC (13.20%). In terms of maximum drawdown, MDGL dropped -98.40% vs THC's -98.28%.

MDGL currently has the higher Sharpe Ratio (1.74 vs 0.16), 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

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