MGNX vs. BMY
MGNX (MacroGenics, Inc.) and BMY (Bristol-Myers Squibb Company) are both stocks. Both are in the Healthcare sector — MGNX in Biotechnology, BMY in Drug Manufacturers - General. Over the past 10 years, MGNX returned -19.02%/yr vs 3.94%/yr for BMY. Their 0.25 correlation means their historical movements had little consistent relationship.
Performance
MGNX vs. BMY - Performance Comparison
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Returns By Period
In the year-to-date period, MGNX achieves a 137.27% return, which is significantly higher than BMY's 25.48% return. Over the past 10 years, MGNX has underperformed BMY with an annualized return of -19.02%, while BMY has yielded a comparatively higher 3.94% annualized return.
MGNX
- 1D
- 3.52%
- 1M
- -18.90%
- 6M
- 118.29%
- YTD
- 137.27%
- 1Y
- 141.77%
- 3Y*
- -8.58%
- 5Y*
- -31.20%
- 10Y*
- -19.02%
- ALL TIME*
- -13.36%
BMY
- 1D
- 0.24%
- 1M
- 12.63%
- 6M
- 19.68%
- YTD
- 25.48%
- 1Y
- 55.13%
- 3Y*
- 7.62%
- 5Y*
- 3.25%
- 10Y*
- 3.94%
- ALL TIME*
- 9.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $856.32M | $735.48M | $707.10M | |
| $2.92M | $3.39M | $5.02M |
MGNX vs. BMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGNX MacroGenics, Inc. | 137.27% | -50.46% | -66.22% | 43.37% | -58.19% | -29.79% | 110.11% | -14.33% | -33.16% | -7.05% |
BMY Bristol-Myers Squibb Company | 25.48% | 0.11% | 15.81% | -26.14% | 18.98% | 2.88% | 0.41% | 27.74% | -12.90% | 7.71% |
Correlation
The correlation between MGNX and BMY is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.19 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2013 | 0.25 |
Fundamentals
MGNX:
$242.81M
BMY:
$133.74B
MGNX:
-$1.11
BMY:
$4.54
MGNX:
1.54
BMY:
2.72
MGNX:
11.43
BMY:
6.01
MGNX:
$157.08M
BMY:
$49.19B
MGNX:
$98.53M
BMY:
$34.51B
MGNX:
-$59.93M
BMY:
$16.67B
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Return for Risk
MGNX vs. BMY — Risk / Return Rank
MGNX
BMY
MGNX vs. BMY - Risk-Adjusted Trends 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.
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.
| MGNX | BMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.18 | 4.42 | -0.25 |
| Martin ratioReturn relative to average drawdown | 9.12 | 10.53 | -1.41 |
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Drawdowns
MGNX vs. BMY - Drawdown Comparison
The maximum MGNX drawdown since its inception was -97.36%, which is greater than BMY's maximum drawdown of -72.03%. Use the drawdown chart below to compare losses from any high point for MGNX and BMY.
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Drawdown Indicators
| MGNX | BMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.36% | -72.03% | -25.33% |
Max Drawdown (1Y)Largest decline over 1 year | -34.16% | -12.53% | -21.63% |
Max Drawdown (3Y)Largest decline over 3 years | -95.06% | -34.11% | -60.95% |
Max Drawdown (5Y)Largest decline over 5 years | -96.15% | -47.67% | -48.48% |
Max Drawdown (10Y)Largest decline over 10 years | -97.02% | -47.67% | -49.35% |
Current DrawdownCurrent decline from peak | -90.50% | -4.72% | -85.78% |
Average DrawdownAverage peak-to-trough decline | -58.72% | -22.36% | -36.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.61% | 5.25% | +10.36% |
Volatility
MGNX vs. BMY - Volatility Comparison
MacroGenics, Inc. (MGNX) has a higher volatility of 22.49% compared to Bristol-Myers Squibb Company (BMY) at 8.41%. 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.
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Volatility by Period
| MGNX | BMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.49% | 8.41% | +14.08% |
Volatility (6M)Calculated over the trailing 6-month period | 64.59% | 19.60% | +44.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 90.91% | 27.19% | +63.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 93.30% | 24.48% | +68.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 115.88% | 25.47% | +90.41% |
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 3.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMY Bristol-Myers Squibb Company | 3.83% | 4.60% | 4.24% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% |
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% |
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
Frequently Asked Questions
MGNX and BMY have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MGNX has higher volatility (22.49%) compared to BMY (8.41%). In terms of maximum drawdown, MGNX dropped -97.36% vs BMY's -72.03%.
BMY currently has the higher Sharpe Ratio (2.04 vs 1.57), 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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