MIRM vs. TGTX
MIRM (Mirum Pharmaceuticals, Inc.) and TGTX (TG Therapeutics, Inc.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 5 years, MIRM returned 40.32%/yr vs 2.66%/yr for TGTX. At a 0.27 correlation, their price movements are largely independent.
Performance
MIRM vs. TGTX - Performance Comparison
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Returns By Period
In the year-to-date period, MIRM achieves a 16.26% return, which is significantly lower than TGTX's 34.55% return.
MIRM
- 1D
- -0.36%
- 1M
- -13.19%
- YTD
- 16.26%
- 6M
- 29.36%
- 1Y
- 102.77%
- 3Y*
- 51.65%
- 5Y*
- 40.32%
- 10Y*
- —
TGTX
- 1D
- 9.47%
- 1M
- 12.34%
- YTD
- 34.55%
- 6M
- 26.89%
- 1Y
- 10.16%
- 3Y*
- 14.73%
- 5Y*
- 2.66%
- 10Y*
- 17.63%
MIRM vs. TGTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MIRM Mirum Pharmaceuticals, Inc. | 16.26% | 91.03% | 40.07% | 51.38% | 22.26% | -8.65% | -28.79% | 85.62% |
TGTX TG Therapeutics, Inc. | 34.55% | -0.96% | 76.23% | 44.38% | -37.74% | -63.48% | 368.65% | 39.27% |
Correlation
The correlation between MIRM and TGTX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2019 | 0.27 |
Fundamentals
MIRM:
$5.40B
TGTX:
$6.42B
MIRM:
-$14.81
TGTX:
$2.87
MIRM:
12.09
TGTX:
9.21
MIRM:
22.29
TGTX:
11.01
MIRM:
$409.73M
TGTX:
$700.35M
MIRM:
-$422.68M
TGTX:
$581.54M
MIRM:
-$771.51M
TGTX:
$156.88M
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Return for Risk
MIRM vs. TGTX — Risk / Return Rank
MIRM
TGTX
MIRM vs. TGTX - Risk-Adjusted Trends 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.
| MIRM | TGTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.10 | ||
| Sortino ratioReturn per unit of downside risk | +2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.08 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 5.03 | 0.30 | +4.73 |
| Martin ratioReturn relative to average drawdown | 12.01 | 0.52 | +11.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MIRM | TGTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 0.22 | +2.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.03 | +0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.20 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | -0.05 | +0.49 |
Drawdowns
MIRM vs. TGTX - Drawdown Comparison
The maximum MIRM drawdown since its inception was -63.78%, smaller than the maximum TGTX drawdown of -99.52%. Use the drawdown chart below to compare losses from any high point for MIRM and TGTX.
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Drawdown Indicators
| MIRM | TGTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.78% | -99.52% | +35.74% |
Max Drawdown (1Y)Largest decline over 1 year | -20.55% | -34.12% | +13.57% |
Max Drawdown (3Y)Largest decline over 3 years | -32.52% | -76.95% | +44.43% |
Max Drawdown (5Y)Largest decline over 5 years | -40.25% | -90.75% | +50.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.19% | — |
Current DrawdownCurrent decline from peak | -17.56% | -82.82% | +65.26% |
Average DrawdownAverage peak-to-trough decline | -20.27% | -91.47% | +71.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.59% | 19.60% | -11.01% |
Volatility
MIRM vs. TGTX - Volatility Comparison
The current volatility for Mirum Pharmaceuticals, Inc. (MIRM) is 17.03%, while TG Therapeutics, Inc. (TGTX) has a volatility of 19.58%. 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.
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Volatility by Period
| MIRM | TGTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.03% | 19.58% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 36.43% | 33.27% | +3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.53% | 46.62% | -2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.62% | 87.72% | -36.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.12% | 86.87% | -12.75% |
Dividends
MIRM vs. TGTX - Dividend Comparison
Neither MIRM nor TGTX has paid dividends to shareholders.
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MIRM and TGTX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TGTX has higher volatility (19.58%) compared to MIRM (17.03%). In terms of maximum drawdown, MIRM dropped -63.78% vs TGTX's -99.52%.
MIRM currently has the higher Sharpe Ratio (2.32 vs 0.22), 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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