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MDGL vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MDGL and VOO is 0.35, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Madrigal Pharmaceuticals, Inc. (MDGL) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
189.89%
602.93%
MDGL
VOO

Key characteristics

Sharpe Ratio

MDGL:

0.61

VOO:

2.25

Sortino Ratio

MDGL:

1.39

VOO:

2.98

Omega Ratio

MDGL:

1.17

VOO:

1.42

Calmar Ratio

MDGL:

0.68

VOO:

3.31

Martin Ratio

MDGL:

2.53

VOO:

14.77

Ulcer Index

MDGL:

15.63%

VOO:

1.90%

Daily Std Dev

MDGL:

64.36%

VOO:

12.46%

Max Drawdown

MDGL:

-98.40%

VOO:

-33.99%

Current Drawdown

MDGL:

-24.74%

VOO:

-2.47%

Returns By Period

In the year-to-date period, MDGL achieves a 33.30% return, which is significantly higher than VOO's 26.02% return. Both investments have delivered pretty close results over the past 10 years, with MDGL having a 12.97% annualized return and VOO not far ahead at 13.08%.


MDGL

YTD

33.30%

1M

-2.73%

6M

10.78%

1Y

38.75%

5Y*

28.12%

10Y*

12.97%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MDGL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Madrigal Pharmaceuticals, Inc. (MDGL) and Vanguard S&P 500 ETF (VOO). 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-4.00-2.000.002.000.612.25
The chart of Sortino ratio for MDGL, currently valued at 1.39, compared to the broader market-4.00-2.000.002.004.001.392.98
The chart of Omega ratio for MDGL, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.42
The chart of Calmar ratio for MDGL, currently valued at 0.68, compared to the broader market0.002.004.006.000.683.31
The chart of Martin ratio for MDGL, currently valued at 2.53, compared to the broader market-5.000.005.0010.0015.0020.0025.002.5314.77
MDGL
VOO

The current MDGL Sharpe Ratio is 0.61, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of MDGL and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.61
2.25
MDGL
VOO

Dividends

MDGL vs. VOO - Dividend Comparison

MDGL has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
MDGL
Madrigal Pharmaceuticals, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

MDGL vs. VOO - Drawdown Comparison

The maximum MDGL drawdown since its inception was -98.40%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MDGL and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.74%
-2.47%
MDGL
VOO

Volatility

MDGL vs. VOO - Volatility Comparison

Madrigal Pharmaceuticals, Inc. (MDGL) has a higher volatility of 11.87% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that MDGL's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
11.87%
3.75%
MDGL
VOO
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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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