MGNX vs. BMY

In the year-to-date period, MGNX achieves a -58.15% return, which is significantly lower than BMY's -12.76% return. Over the past 10 years, MGNX has underperformed BMY with an annualized return of -27.13%, while BMY has yielded a comparatively higher 0.11% annualized return.

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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.

The current MGNX Sharpe Ratio is -0.85, which is lower than the BMY Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of MGNX and BMY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MGNX has not paid dividends to shareholders, while BMY's dividend yield for the trailing twelve months is around 5.05%.

The maximum MGNX drawdown since its inception was -97.36%, 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.

MacroGenics, Inc. (MGNX) has a higher volatility of 22.87% compared to Bristol-Myers Squibb Company (BMY) at 11.13%. 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.

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.