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MGNX vs. TRIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MGNX and TRIP is 0.26, 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.


-0.50.00.51.00.3

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.

-85.00%-80.00%-75.00%-70.00%JulyAugustSeptemberOctoberNovemberDecember
-87.27%
-78.54%
MGNX
TRIP

Key characteristics

Sharpe Ratio

MGNX:

-0.58

TRIP:

-0.70

Sortino Ratio

MGNX:

-0.04

TRIP:

-0.70

Omega Ratio

MGNX:

0.99

TRIP:

0.88

Calmar Ratio

MGNX:

-0.73

TRIP:

-0.40

Martin Ratio

MGNX:

-1.04

TRIP:

-0.97

Ulcer Index

MGNX:

65.36%

TRIP:

35.92%

Daily Std Dev

MGNX:

117.20%

TRIP:

50.06%

Max Drawdown

MGNX:

-94.40%

TRIP:

-86.79%

Current Drawdown

MGNX:

-92.09%

TRIP:

-85.93%

Fundamentals

Market Cap

MGNX:

$209.63M

TRIP:

$1.88B

EPS

MGNX:

-$1.57

TRIP:

$0.26

PEG Ratio

MGNX:

0.01

TRIP:

0.64

Total Revenue (TTM)

MGNX:

$141.33M

TRIP:

$1.81B

Gross Profit (TTM)

MGNX:

$128.81M

TRIP:

$1.58B

EBITDA (TTM)

MGNX:

-$89.09M

TRIP:

$255.00M

Returns By Period

In the year-to-date period, MGNX achieves a -66.94% return, which is significantly lower than TRIP's -35.95% return. Over the past 10 years, MGNX has underperformed TRIP with an annualized return of -20.82%, while TRIP has yielded a comparatively higher -14.74% annualized return.


MGNX

YTD

-66.94%

1M

-3.05%

6M

-27.23%

1Y

-68.20%

5Y*

-21.85%

10Y*

-20.82%

TRIP

YTD

-35.95%

1M

2.53%

6M

-22.35%

1Y

-35.32%

5Y*

-14.37%

10Y*

-14.74%

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Risk-Adjusted Performance

MGNX vs. TRIP - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for MGNX, currently valued at -0.58, compared to the broader market-4.00-2.000.002.00-0.58-0.70
The chart of Sortino ratio for MGNX, currently valued at -0.04, compared to the broader market-4.00-2.000.002.004.00-0.04-0.70
The chart of Omega ratio for MGNX, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.88
The chart of Calmar ratio for MGNX, currently valued at -0.73, compared to the broader market0.002.004.006.00-0.73-0.40
The chart of Martin ratio for MGNX, currently valued at -1.04, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.04-0.97
MGNX
TRIP

The current MGNX Sharpe Ratio is -0.58, which is comparable to the TRIP Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of MGNX and TRIP, 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-0.80-0.60-0.40-0.200.000.20JulyAugustSeptemberOctoberNovemberDecember
-0.58
-0.70
MGNX
TRIP

Dividends

MGNX vs. TRIP - Dividend Comparison

Neither MGNX nor TRIP has paid dividends to shareholders.


TTM20232022202120202019
MGNX
MacroGenics, Inc.
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%11.52%

Drawdowns

MGNX vs. TRIP - Drawdown Comparison

The maximum MGNX drawdown since its inception was -94.40%, which is greater than TRIP's maximum drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for MGNX and TRIP. For additional features, visit the drawdowns tool.


-92.00%-90.00%-88.00%-86.00%-84.00%-82.00%JulyAugustSeptemberOctoberNovemberDecember
-92.09%
-85.93%
MGNX
TRIP

Volatility

MGNX vs. TRIP - Volatility Comparison

MacroGenics, Inc. (MGNX) has a higher volatility of 15.58% compared to TripAdvisor, Inc. (TRIP) at 11.79%. 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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
15.58%
11.79%
MGNX
TRIP

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


Values in USD except per share items
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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.

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