MGNX vs. IR

Last updated Apr 2, 2026

Compare and contrast key facts about MacroGenics, Inc. (MGNX) and Ingersoll-Rand Plc (IR).

Performance

MGNX vs. IR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MacroGenics, Inc. (MGNX) and Ingersoll-Rand Plc (IR). The values are adjusted to include any dividend payments, if applicable.

MGNX vs. IR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MGNX MacroGenics, Inc.	80.12%	-50.46%	-66.22%	43.37%	-58.19%	-29.79%	110.11%	-14.33%	-33.16%	-1.86%
IR Ingersoll-Rand Plc	1.01%	-12.34%	17.06%	48.21%	-15.41%	35.85%	24.21%	92.80%	-39.73%	60.81%

Fundamentals

Market Cap MGNX : $183.15M IR : $31.66B
EPS MGNX : -$1.18 IR : $1.46
PS Ratio MGNX : 1.23 IR : 4.17
PB Ratio MGNX : 3.29 IR : 3.14
Total Revenue (TTM) MGNX : $149.50M IR : $7.65B
Gross Profit (TTM) MGNX : $0.00 IR : $2.95B
EBITDA (TTM) MGNX : -$72.84M IR : $1.69B

Returns By Period

In the year-to-date period, MGNX achieves a 80.12% return, which is significantly higher than IR's 1.01% return.

MGNX

• 1D: 0.35%
• 1M: 49.48%
• YTD: 80.12%
• 6M: 70.59%
• 1Y: 137.70%
• 3Y*: -26.05%
• 5Y*: -38.23%
• 10Y*: -17.13%

IR

• 1D: -0.15%
• 1M: -14.85%
• YTD: 1.01%
• 6M: -4.15%
• 1Y: -0.66%
• 3Y*: 11.31%
• 5Y*: 10.15%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MGNX vs. IR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MGNX

MGNX Risk / Return Rank: 84
MGNX Sharpe Ratio Rank: 82
MGNX Sortino Ratio Rank: 88
MGNX Omega Ratio Rank: 79
MGNX Calmar Ratio Rank: 89
MGNX Martin Ratio Rank: 83

IR

IR Risk / Return Rank: 37
IR Sharpe Ratio Rank: 39
IR Sortino Ratio Rank: 34
IR Omega Ratio Rank: 33
IR Calmar Ratio Rank: 40
IR Martin Ratio Rank: 40

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MGNX vs. IR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MacroGenics, Inc. (MGNX) and Ingersoll-Rand Plc (IR). 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.

	MGNX	IR	Difference
Sharpe ratio Return per unit of total volatility	1.43	-0.02	+1.45
Sortino ratio Return per unit of downside risk	2.71	0.22	+2.49
Omega ratio Gain probability vs. loss probability	1.29	1.03	+0.26
Calmar ratio Return relative to maximum drawdown	3.76	0.00	+3.75
Martin ratio Return relative to average drawdown	7.53	0.01	+7.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MGNX vs. IR - Sharpe Ratio Comparison

The current MGNX Sharpe Ratio is 1.43, which is higher than the IR Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of MGNX and IR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MGNX	IR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.43	-0.02	+1.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.42	0.35	-0.76
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.15	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.15	0.50	-0.65

Correlation

The correlation between MGNX and IR is 0.23, 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

MGNX vs. IR - Dividend Comparison

MGNX has not paid dividends to shareholders, while IR's dividend yield for the trailing twelve months is around 0.10%.

	TTM	2025	2024	2023	2022	2021	2020	2019
MGNX MacroGenics, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IR Ingersoll-Rand Plc	0.10%	0.10%	0.09%	0.10%	0.15%	0.03%	0.00%	5.78%

Drawdowns

MGNX vs. IR - Drawdown Comparison

The maximum MGNX drawdown since its inception was -97.36%, which is greater than IR's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for MGNX and IR.

Drawdown Indicators

	MGNX	IR	Difference
Max Drawdown Largest peak-to-trough decline	-97.36%	-50.27%	-47.09%
Max Drawdown (1Y) Largest decline over 1 year	-34.16%	-22.08%	-12.08%
Max Drawdown (5Y) Largest decline over 5 years	-97.02%	-36.62%	-60.40%
Max Drawdown (10Y) Largest decline over 10 years	-97.02%	—	—
Current Drawdown Current decline from peak	-92.79%	-23.97%	-68.82%
Average Drawdown Average peak-to-trough decline	-57.90%	-12.52%	-45.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.04%	9.54%	+7.50%

Volatility

MGNX vs. IR - Volatility Comparison

MacroGenics, Inc. (MGNX) has a higher volatility of 45.24% compared to Ingersoll-Rand Plc (IR) at 10.01%. This indicates that MGNX's price experiences larger fluctuations and is considered to be riskier than IR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MGNX	IR	Difference
Volatility (1M) Calculated over the trailing 1-month period	45.24%	10.01%	+35.23%
Volatility (6M) Calculated over the trailing 6-month period	63.03%	22.36%	+40.67%
Volatility (1Y) Calculated over the trailing 1-year period	97.13%	34.76%	+62.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	92.21%	29.44%	+62.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	115.55%	34.27%	+81.28%

Financials