MGNX vs. JPM
MGNX (MacroGenics, Inc.) and JPM (JPMorgan Chase & Co.) are both stocks. MGNX operates in Biotechnology (Healthcare), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, MGNX returned -15.31%/yr vs 21.92%/yr for JPM. At a 0.20 correlation, their price movements are largely independent.
Performance
MGNX vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, MGNX achieves a 184.47% return, which is significantly higher than JPM's 3.87% return. Over the past 10 years, MGNX has underperformed JPM with an annualized return of -15.31%, while JPM has yielded a comparatively higher 21.92% annualized return.
MGNX
- 1D
- 10.90%
- 1M
- 1.10%
- YTD
- 184.47%
- 6M
- 188.05%
- 1Y
- 249.62%
- 3Y*
- -7.25%
- 5Y*
- -29.11%
- 10Y*
- -15.31%
JPM
- 1D
- 1.92%
- 1M
- 8.19%
- YTD
- 3.87%
- 6M
- 3.59%
- 1Y
- 22.88%
- 3Y*
- 36.73%
- 5Y*
- 20.01%
- 10Y*
- 21.92%
MGNX vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGNX MacroGenics, Inc. | 184.47% | -50.46% | -66.22% | 43.37% | -58.19% | -29.79% | 110.11% | -14.33% | -33.16% | -7.05% |
JPM JPMorgan Chase & Co. | 3.87% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between MGNX and JPM is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2013 | 0.20 |
The correlation between MGNX and JPM shifts across timeframes, from 0.09 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MGNX:
$290.60M
JPM:
$926.06B
MGNX:
-$1.11
JPM:
$21.08
MGNX:
1.84
JPM:
3.25
MGNX:
13.71
JPM:
2.69
MGNX:
$157.08M
JPM:
$285.09B
MGNX:
$98.53M
JPM:
$173.52B
MGNX:
-$59.93M
JPM:
$81.46B
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Return for Risk
MGNX vs. JPM — Risk / Return Rank
MGNX
JPM
MGNX vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MacroGenics, Inc. (MGNX) and JPMorgan Chase & Co. (JPM). 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 | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.19 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 7.36 | 1.49 | +5.87 |
| Martin ratioReturn relative to average drawdown | 16.28 | 3.50 | +12.78 |
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Drawdowns
MGNX vs. JPM - Drawdown Comparison
The maximum MGNX drawdown since its inception was -97.36%, which is greater than JPM's maximum drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for MGNX and JPM.
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Drawdown Indicators
| MGNX | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.36% | -76.16% | -21.20% |
Max Drawdown (1Y)Largest decline over 1 year | -34.16% | -15.47% | -18.69% |
Max Drawdown (3Y)Largest decline over 3 years | -95.06% | -24.42% | -70.64% |
Max Drawdown (5Y)Largest decline over 5 years | -96.31% | -38.77% | -57.54% |
Max Drawdown (10Y)Largest decline over 10 years | -97.02% | -43.63% | -53.39% |
Current DrawdownCurrent decline from peak | -88.61% | -0.59% | -88.02% |
Average DrawdownAverage peak-to-trough decline | -58.45% | -17.61% | -40.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.41% | 6.55% | +8.86% |
Volatility
MGNX vs. JPM - Volatility Comparison
MacroGenics, Inc. (MGNX) has a higher volatility of 20.06% compared to JPMorgan Chase & Co. (JPM) at 7.33%. This indicates that MGNX's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGNX | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.06% | 7.33% | +12.73% |
Volatility (6M)Calculated over the trailing 6-month period | 62.19% | 17.13% | +45.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 92.20% | 22.15% | +70.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 93.02% | 24.47% | +68.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 115.84% | 27.44% | +88.40% |
Dividends
MGNX vs. JPM - Dividend Comparison
MGNX has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 1.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.78% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
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. JPM - Financials Comparison
This section allows you to compare key financial metrics between MacroGenics, Inc. and JPMorgan Chase & Co.. 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 JPM have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MGNX has higher volatility (20.06%) compared to JPM (7.33%). In terms of maximum drawdown, MGNX dropped -97.36% vs JPM's -76.16%.
MGNX currently has the higher Sharpe Ratio (2.73 vs 1.04), 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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