MDXG vs. SUN
MDXG (MiMedx Group, Inc.) and SUN (Sunoco LP) are both stocks. MDXG operates in Medical Devices (Healthcare), while SUN operates in Oil & Gas Refining & Marketing (Energy). Over the past 10 years, MDXG returned -6.98%/yr vs 18.33%/yr for SUN. At a 0.09 correlation, their price movements are largely independent.
Performance
MDXG vs. SUN - Performance Comparison
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Returns By Period
In the year-to-date period, MDXG achieves a -45.79% return, which is significantly lower than SUN's 28.39% return. Over the past 10 years, MDXG has underperformed SUN with an annualized return of -6.98%, while SUN has yielded a comparatively higher 18.33% annualized return.
MDXG
- 1D
- 0.00%
- 1M
- 1.38%
- YTD
- -45.79%
- 6M
- -47.87%
- 1Y
- -36.83%
- 3Y*
- -17.14%
- 5Y*
- -19.80%
- 10Y*
- -6.98%
SUN
- 1D
- 3.98%
- 1M
- -7.20%
- YTD
- 28.39%
- 6M
- 28.15%
- 1Y
- 31.03%
- 3Y*
- 22.43%
- 5Y*
- 19.61%
- 10Y*
- 18.33%
MDXG vs. SUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDXG MiMedx Group, Inc. | -45.79% | -29.63% | 9.69% | 215.47% | -53.97% | -33.48% | 19.79% | 323.46% | -85.80% | 42.33% |
SUN Sunoco LP | 28.39% | 8.88% | -8.59% | 49.38% | 13.95% | 55.26% | 6.28% | 24.78% | 7.71% | 17.86% |
Correlation
The correlation between MDXG and SUN is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.09 |
The correlation between MDXG and SUN shifts across timeframes, from -0.07 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MDXG:
$544.80M
SUN:
$3.36T
MDXG:
$0.21
SUN:
$0.06
MDXG:
17.85
SUN:
1.01K
MDXG:
1.41
SUN:
42.33
MDXG:
2.24
SUN:
1.30K
MDXG:
$389.42M
SUN:
$20.02B
MDXG:
$315.59M
SUN:
$1.75B
MDXG:
$53.81M
SUN:
$2.10B
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Return for Risk
MDXG vs. SUN — Risk / Return Rank
MDXG
SUN
MDXG vs. SUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MiMedx Group, Inc. (MDXG) and Sunoco LP (SUN). 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.
| MDXG | SUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.19 | ||
| Sortino ratioReturn per unit of downside risk | -3.07 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.22 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 2.38 | -2.98 |
| Martin ratioReturn relative to average drawdown | -1.15 | 6.48 | -7.63 |
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Drawdowns
MDXG vs. SUN - Drawdown Comparison
The maximum MDXG drawdown since its inception was -93.83%, which is greater than SUN's maximum drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for MDXG and SUN.
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Drawdown Indicators
| MDXG | SUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.83% | -65.47% | -28.36% |
Max Drawdown (1Y)Largest decline over 1 year | -61.24% | -13.09% | -48.15% |
Max Drawdown (3Y)Largest decline over 3 years | -68.36% | -21.29% | -47.07% |
Max Drawdown (5Y)Largest decline over 5 years | -83.39% | -21.29% | -62.10% |
Max Drawdown (10Y)Largest decline over 10 years | -93.60% | -62.94% | -30.66% |
Current DrawdownCurrent decline from peak | -79.57% | -9.63% | -69.94% |
Average DrawdownAverage peak-to-trough decline | -53.56% | -16.29% | -37.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.14% | 4.80% | +27.34% |
Volatility
MDXG vs. SUN - Volatility Comparison
MiMedx Group, Inc. (MDXG) has a higher volatility of 9.64% compared to Sunoco LP (SUN) at 8.94%. This indicates that MDXG's price experiences larger fluctuations and is considered to be riskier than SUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDXG | SUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.64% | 8.94% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 30.57% | 17.47% | +13.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.94% | 23.43% | +19.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.94% | 23.71% | +38.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.95% | 31.75% | +42.20% |
Dividends
MDXG vs. SUN - Dividend Comparison
MDXG has not paid dividends to shareholders, while SUN's dividend yield for the trailing twelve months is around 5.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDXG MiMedx Group, 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% |
SUN Sunoco LP | 5.75% | 6.89% | 6.74% | 5.59% | 7.66% | 8.09% | 11.47% | 10.79% | 12.14% | 11.63% | 12.16% | 6.78% |
Financials
MDXG vs. SUN - Financials Comparison
This section allows you to compare key financial metrics between MiMedx Group, Inc. and Sunoco LP. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MDXG and SUN have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDXG has higher volatility (9.64%) compared to SUN (8.94%). In terms of maximum drawdown, MDXG dropped -93.83% vs SUN's -65.47%.
SUN currently has the higher Sharpe Ratio (1.33 vs -0.86), 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.
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