MGNX vs. BMY
Compare and contrast key facts about MacroGenics, Inc. (MGNX) and Bristol-Myers Squibb Company (BMY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MGNX or BMY.
Key characteristics
| MGNX | BMY | |
|---|---|---|
| YTD Return | -60.40% | 19.78% |
| 1Y Return | -47.59% | 19.17% |
| 3Y Return (Ann) | -42.09% | 3.26% |
| 5Y Return (Ann) | -15.14% | 3.57% |
| 10Y Return (Ann) | -16.47% | 3.18% |
| Sharpe Ratio | -0.39 | 0.76 |
| Sortino Ratio | 0.51 | 1.39 |
| Omega Ratio | 1.10 | 1.17 |
| Calmar Ratio | -0.50 | 0.45 |
| Martin Ratio | -0.77 | 1.88 |
| Ulcer Index | 59.74% | 11.53% |
| Daily Std Dev | 117.43% | 28.40% |
| Max Drawdown | -94.40% | -70.62% |
| Current Drawdown | -90.52% | -21.55% |
Fundamentals
| MGNX | BMY | |
|---|---|---|
| Market Cap | $275.53M | $121.33B |
| EPS | -$1.57 | -$3.53 |
| PEG Ratio | 0.01 | 2.20 |
| Total Revenue (TTM) | $141.33M | $47.44B |
| Gross Profit (TTM) | $130.51M | $33.40B |
| EBITDA (TTM) | -$101.54M | $18.32B |
Correlation
The correlation between MGNX and BMY is 0.25, 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.
Performance
MGNX vs. BMY - Performance Comparison
In the year-to-date period, MGNX achieves a -60.40% return, which is significantly lower than BMY's 19.78% return. Over the past 10 years, MGNX has underperformed BMY with an annualized return of -16.47%, while BMY has yielded a comparatively higher 3.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
MGNX vs. BMY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MacroGenics, Inc. (MGNX) and Bristol-Myers Squibb Company (BMY). 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.
Dividends
MGNX vs. BMY - Dividend Comparison
MGNX has not paid dividends to shareholders, while BMY's dividend yield for the trailing twelve months is around 4.10%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGNX MacroGenics, 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% |
BMY Bristol-Myers Squibb Company | 4.10% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% | 3.31% |
Drawdowns
MGNX vs. BMY - Drawdown Comparison
The maximum MGNX drawdown since its inception was -94.40%, which is greater than BMY's maximum drawdown of -70.62%. Use the drawdown chart below to compare losses from any high point for MGNX and BMY. For additional features, visit the drawdowns tool.
Volatility
MGNX vs. BMY - Volatility Comparison
MacroGenics, Inc. (MGNX) has a higher volatility of 23.53% compared to Bristol-Myers Squibb Company (BMY) at 12.92%. This indicates that MGNX's price experiences larger fluctuations and is considered to be riskier than BMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MGNX vs. BMY - Financials Comparison
This section allows you to compare key financial metrics between MacroGenics, Inc. and Bristol-Myers Squibb Company. 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