PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MGNX vs. IR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MGNX and IR is 0.22, 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.


-0.50.00.51.00.2

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.

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
-83.57%
455.87%
MGNX
IR

Key characteristics

Sharpe Ratio

MGNX:

-0.58

IR:

0.90

Sortino Ratio

MGNX:

-0.04

IR:

1.28

Omega Ratio

MGNX:

0.99

IR:

1.18

Calmar Ratio

MGNX:

-0.73

IR:

1.73

Martin Ratio

MGNX:

-1.04

IR:

4.55

Ulcer Index

MGNX:

65.36%

IR:

5.14%

Daily Std Dev

MGNX:

117.20%

IR:

25.98%

Max Drawdown

MGNX:

-94.40%

IR:

-49.12%

Current Drawdown

MGNX:

-92.09%

IR:

-12.41%

Fundamentals

Market Cap

MGNX:

$209.63M

IR:

$39.31B

EPS

MGNX:

-$1.57

IR:

$2.05

PEG Ratio

MGNX:

0.01

IR:

1.41

Total Revenue (TTM)

MGNX:

$141.33M

IR:

$7.16B

Gross Profit (TTM)

MGNX:

$128.81M

IR:

$2.95B

EBITDA (TTM)

MGNX:

-$89.09M

IR:

$1.87B

Returns By Period

In the year-to-date period, MGNX achieves a -66.94% return, which is significantly lower than IR's 19.42% return.


MGNX

YTD

-66.94%

1M

-3.05%

6M

-27.23%

1Y

-68.20%

5Y*

-21.85%

10Y*

-20.82%

IR

YTD

19.42%

1M

-10.50%

6M

-0.62%

1Y

21.85%

5Y*

21.40%

10Y*

N/A

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. IR - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for MGNX, currently valued at -0.58, compared to the broader market-4.00-2.000.002.00-0.580.90
The chart of Sortino ratio for MGNX, currently valued at -0.04, compared to the broader market-4.00-2.000.002.004.00-0.041.28
The chart of Omega ratio for MGNX, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.18
The chart of Calmar ratio for MGNX, currently valued at -0.74, compared to the broader market0.002.004.006.00-0.741.73
The chart of Martin ratio for MGNX, currently valued at -1.04, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.044.55
MGNX
IR

The current MGNX Sharpe Ratio is -0.58, which is lower than the IR Sharpe Ratio of 0.90. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.58
0.90
MGNX
IR

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 0.09%.


TTM2023202220212020201920182017
MGNX
MacroGenics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IR
Ingersoll-Rand Plc
0.09%0.10%0.15%0.03%2.33%5.78%9.58%3.83%

Drawdowns

MGNX vs. IR - Drawdown Comparison

The maximum MGNX drawdown since its inception was -94.40%, which is greater than IR's maximum drawdown of -49.12%. Use the drawdown chart below to compare losses from any high point for MGNX and IR. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-91.07%
-12.41%
MGNX
IR

Volatility

MGNX vs. IR - Volatility Comparison

MacroGenics, Inc. (MGNX) has a higher volatility of 15.58% compared to Ingersoll-Rand Plc (IR) at 6.20%. 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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
15.58%
6.20%
MGNX
IR

Financials

MGNX vs. IR - Financials Comparison

This section allows you to compare key financial metrics between MacroGenics, Inc. and Ingersoll-Rand Plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab