MDGL vs. VOO
Compare and contrast key facts about Madrigal Pharmaceuticals, Inc. (MDGL) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
MDGL vs. VOO - Performance Comparison
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MDGL vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDGL Madrigal Pharmaceuticals, Inc. | -10.11% | 88.72% | 33.36% | -20.28% | 242.52% | -23.77% | 22.02% | -19.17% | 22.80% | 516.04% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, MDGL achieves a -10.11% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, MDGL has outperformed VOO with an annualized return of 50.55%, while VOO has yielded a comparatively lower 14.05% annualized return.
MDGL
- 1D
- 3.59%
- 1M
- 21.17%
- YTD
- -10.11%
- 6M
- 14.13%
- 1Y
- 58.04%
- 3Y*
- 29.28%
- 5Y*
- 34.58%
- 10Y*
- 50.55%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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Return for Risk
MDGL vs. VOO — Risk / Return Rank
MDGL
VOO
MDGL vs. VOO - Risk-Adjusted Trends 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.
| MDGL | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.98 | +0.30 |
Sortino ratioReturn per unit of downside risk | 2.09 | 1.50 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 1.53 | +0.50 |
Martin ratioReturn relative to average drawdown | 4.45 | 7.29 | -2.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDGL | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.98 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.70 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.78 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.83 | -0.81 |
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.
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 1.19%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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.
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Drawdown Indicators
| MDGL | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.40% | -33.99% | -64.41% |
Max Drawdown (1Y)Largest decline over 1 year | -29.36% | -11.98% | -17.38% |
Max Drawdown (5Y)Largest decline over 5 years | -61.41% | -24.52% | -36.89% |
Max Drawdown (10Y)Largest decline over 10 years | -82.19% | -33.99% | -48.20% |
Current DrawdownCurrent decline from peak | -13.16% | -6.29% | -6.87% |
Average DrawdownAverage peak-to-trough decline | -58.97% | -3.72% | -55.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.41% | 2.52% | +10.89% |
Volatility
MDGL vs. VOO - Volatility Comparison
Madrigal Pharmaceuticals, Inc. (MDGL) has a higher volatility of 13.96% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. 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.
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Volatility by Period
| MDGL | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.96% | 5.29% | +8.67% |
Volatility (6M)Calculated over the trailing 6-month period | 32.63% | 9.44% | +23.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.66% | 18.10% | +27.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 133.38% | 16.82% | +116.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 119.65% | 17.99% | +101.66% |