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MGNX vs. TRIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MGNX vs. TRIP - Performance Comparison

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

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Returns By Period

In the year-to-date period, MGNX achieves a 191.30% return, which is significantly higher than TRIP's -14.90% return. Over the past 10 years, MGNX has underperformed TRIP with an annualized return of -15.11%, while TRIP has yielded a comparatively higher -13.85% annualized return.


MGNX

1D
2.40%
1M
3.53%
YTD
191.30%
6M
193.12%
1Y
255.30%
3Y*
-6.51%
5Y*
-29.06%
10Y*
-15.11%

TRIP

1D
0.24%
1M
22.92%
YTD
-14.90%
6M
-11.50%
1Y
-5.13%
3Y*
-8.74%
5Y*
-21.70%
10Y*
-13.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MGNX vs. TRIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGNX
MacroGenics, Inc.
191.30%-50.46%-66.22%43.37%-58.19%-29.79%110.11%-14.33%-33.16%-7.05%
TRIP
TripAdvisor, Inc.
-14.90%-1.42%-31.40%19.74%-34.04%-5.28%-5.27%-36.67%56.53%-25.68%

Correlation

The correlation between MGNX and TRIP is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2013

0.26

Fundamentals

Market Cap

MGNX:

$297.58M

TRIP:

$1.43B

EPS

MGNX:

-$1.11

TRIP:

$0.15

PS Ratio

MGNX:

1.89

TRIP:

0.80

PB Ratio

MGNX:

14.04

TRIP:

2.29

Total Revenue (TTM)

MGNX:

$157.08M

TRIP:

$1.88B

Gross Profit (TTM)

MGNX:

$98.53M

TRIP:

$1.24B

EBITDA (TTM)

MGNX:

-$59.93M

TRIP:

$190.70M

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Return for Risk

MGNX vs. TRIP — Risk / Return Rank

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

MGNX
MGNX Risk / Return Rank: 9494
Overall Rank
MGNX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
MGNX Sortino Ratio Rank: 9595
Sortino Ratio Rank
MGNX Omega Ratio Rank: 9090
Omega Ratio Rank
MGNX Calmar Ratio Rank: 9696
Calmar Ratio Rank
MGNX Martin Ratio Rank: 9494
Martin Ratio Rank

TRIP
TRIP Risk / Return Rank: 3939
Overall Rank
TRIP Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TRIP Sortino Ratio Rank: 3838
Sortino Ratio Rank
TRIP Omega Ratio Rank: 3737
Omega Ratio Rank
TRIP Calmar Ratio Rank: 3939
Calmar Ratio Rank
TRIP Martin Ratio Rank: 3939
Martin Ratio Rank
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. TRIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MacroGenics, Inc. (MGNX) and TripAdvisor, Inc. (TRIP). 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.


MGNXTRIPDifference
Sharpe ratioReturn per unit of total volatility

+2.89

Sortino ratioReturn per unit of downside risk

+3.63

Omega ratioGain probability vs. loss probability

1.42

1.03

+0.39

Calmar ratioReturn relative to maximum drawdown

7.53

-0.10

+7.63

Martin ratioReturn relative to average drawdown

16.65

-0.17

+16.82

MGNX vs. TRIP - Sharpe Ratio Comparison

The current MGNX Sharpe Ratio is 2.79, which is higher than the TRIP Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of MGNX and TRIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MGNX vs. TRIP - Drawdown Comparison

The maximum MGNX drawdown since its inception was -97.36%, which is greater than TRIP's maximum drawdown of -90.57%. Use the drawdown chart below to compare losses from any high point for MGNX and TRIP.


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Drawdown Indicators


MGNXTRIPDifference

Max Drawdown

Largest peak-to-trough decline

-97.36%

-90.57%

-6.79%

Max Drawdown (1Y)

Largest decline over 1 year

-34.16%

-51.72%

+17.56%

Max Drawdown (3Y)

Largest decline over 3 years

-95.06%

-67.65%

-27.41%

Max Drawdown (5Y)

Largest decline over 5 years

-96.31%

-78.19%

-18.12%

Max Drawdown (10Y)

Largest decline over 10 years

-97.02%

-85.41%

-11.61%

Current Drawdown

Current decline from peak

-88.34%

-87.36%

-0.98%

Average Drawdown

Average peak-to-trough decline

-58.46%

-54.03%

-4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.41%

30.25%

-14.84%

Volatility

MGNX vs. TRIP - Volatility Comparison

MacroGenics, Inc. (MGNX) has a higher volatility of 19.41% compared to TripAdvisor, Inc. (TRIP) at 13.52%. This indicates that MGNX's price experiences larger fluctuations and is considered to be riskier than TRIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGNXTRIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.41%

13.52%

+5.89%

Volatility (6M)

Calculated over the trailing 6-month period

62.11%

37.83%

+24.28%

Volatility (1Y)

Calculated over the trailing 1-year period

92.03%

53.87%

+38.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.95%

51.62%

+41.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

115.81%

52.37%

+63.44%

Dividends

MGNX vs. TRIP - Dividend Comparison

Neither MGNX nor TRIP has paid dividends to shareholders.


PositionTTM2025202420232022202120202019
MGNX
MacroGenics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRIP
TripAdvisor, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%11.52%

Financials

MGNX vs. TRIP - Financials Comparison

This section allows you to compare key financial metrics between MacroGenics, Inc. and TripAdvisor, Inc.. 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


0.00100.00M200.00M300.00M400.00M500.00M600.00M20222023202420252026
20.78M
382.40M
(MGNX) Total Revenue
(TRIP) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MGNX and TRIP have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MGNX has higher volatility (19.41%) compared to TRIP (13.52%). In terms of maximum drawdown, MGNX dropped -97.36% vs TRIP's -90.57%.

MGNX currently has the higher Sharpe Ratio (2.79 vs -0.10), 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.

Portfolio Optimizer

Find the right allocation for MGNX and TRIP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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