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

Correlation

The correlation between MIRM and TGTX is 0.27, 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

MIRM vs. TGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mirum Pharmaceuticals, Inc. (MIRM) and TG Therapeutics, Inc. (TGTX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
214.23%
304.02%
MIRM
TGTX

Key characteristics

Sharpe Ratio

MIRM:

0.67

TGTX:

1.27

Sortino Ratio

MIRM:

1.40

TGTX:

2.17

Omega Ratio

MIRM:

1.17

TGTX:

1.27

Calmar Ratio

MIRM:

1.07

TGTX:

0.88

Martin Ratio

MIRM:

2.82

TGTX:

4.53

Ulcer Index

MIRM:

12.35%

TGTX:

19.22%

Daily Std Dev

MIRM:

51.91%

TGTX:

68.36%

Max Drawdown

MIRM:

-63.78%

TGTX:

-99.99%

Current Drawdown

MIRM:

-11.02%

TGTX:

-98.36%

Fundamentals

Market Cap

MIRM:

$2.05B

TGTX:

$5.23B

EPS

MIRM:

-$2.08

TGTX:

-$0.10

Total Revenue (TTM)

MIRM:

$307.03M

TGTX:

$264.79M

Gross Profit (TTM)

MIRM:

$225.56M

TGTX:

$233.60M

EBITDA (TTM)

MIRM:

-$60.62M

TGTX:

$5.00M

Returns By Period

In the year-to-date period, MIRM achieves a 40.62% return, which is significantly lower than TGTX's 88.52% return.


MIRM

YTD

40.62%

1M

-4.99%

6M

29.52%

1Y

33.52%

5Y*

12.00%

10Y*

N/A

TGTX

YTD

88.52%

1M

-6.80%

6M

82.44%

1Y

89.41%

5Y*

24.00%

10Y*

7.24%

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

MIRM vs. TGTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mirum Pharmaceuticals, Inc. (MIRM) and TG Therapeutics, Inc. (TGTX). 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 MIRM, currently valued at 0.67, compared to the broader market-4.00-2.000.002.000.671.27
The chart of Sortino ratio for MIRM, currently valued at 1.40, compared to the broader market-4.00-2.000.002.004.001.402.17
The chart of Omega ratio for MIRM, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.27
The chart of Calmar ratio for MIRM, currently valued at 1.07, compared to the broader market0.002.004.006.001.071.14
The chart of Martin ratio for MIRM, currently valued at 2.82, compared to the broader market-5.000.005.0010.0015.0020.0025.002.824.53
MIRM
TGTX

The current MIRM Sharpe Ratio is 0.67, which is lower than the TGTX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of MIRM and TGTX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.67
1.27
MIRM
TGTX

Dividends

MIRM vs. TGTX - Dividend Comparison

Neither MIRM nor TGTX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MIRM vs. TGTX - Drawdown Comparison

The maximum MIRM drawdown since its inception was -63.78%, smaller than the maximum TGTX drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for MIRM and TGTX. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.02%
-41.35%
MIRM
TGTX

Volatility

MIRM vs. TGTX - Volatility Comparison

The current volatility for Mirum Pharmaceuticals, Inc. (MIRM) is 9.30%, while TG Therapeutics, Inc. (TGTX) has a volatility of 18.61%. This indicates that MIRM experiences smaller price fluctuations and is considered to be less risky than TGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
9.30%
18.61%
MIRM
TGTX

Financials

MIRM vs. TGTX - Financials Comparison

This section allows you to compare key financial metrics between Mirum Pharmaceuticals, Inc. and TG Therapeutics, 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
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