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MIRM vs. TGTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIRM vs. TGTX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

Market Cap

MIRM:

$5.40B

TGTX:

$6.42B

EPS

MIRM:

-$14.81

TGTX:

$2.87

PS Ratio

MIRM:

12.09

TGTX:

9.21

PB Ratio

MIRM:

22.29

TGTX:

11.01

Total Revenue (TTM)

MIRM:

$409.73M

TGTX:

$700.35M

Gross Profit (TTM)

MIRM:

-$422.68M

TGTX:

$581.54M

EBITDA (TTM)

MIRM:

-$771.51M

TGTX:

$156.88M

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Return for Risk

MIRM vs. TGTX — Risk / Return Rank

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

MIRM
MIRM Risk / Return Rank: 8989
Overall Rank
MIRM Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
MIRM Sortino Ratio Rank: 8686
Sortino Ratio Rank
MIRM Omega Ratio Rank: 8787
Omega Ratio Rank
MIRM Calmar Ratio Rank: 9191
Calmar Ratio Rank
MIRM Martin Ratio Rank: 9090
Martin Ratio Rank

TGTX
TGTX Risk / Return Rank: 4646
Overall Rank
TGTX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
TGTX Sortino Ratio Rank: 4545
Sortino Ratio Rank
TGTX Omega Ratio Rank: 4545
Omega Ratio Rank
TGTX Calmar Ratio Rank: 4747
Calmar Ratio Rank
TGTX Martin Ratio Rank: 4646
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.

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.


MIRMTGTXDifference
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

MIRM vs. TGTX - Sharpe Ratio Comparison

The current MIRM Sharpe Ratio is 2.32, which is higher than the TGTX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of MIRM and TGTX, 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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Sharpe Ratios by Period


MIRMTGTXDifference

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


MIRMTGTXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-17.56%

-82.82%

+65.26%

Average Drawdown

Average peak-to-trough decline

-20.27%

-91.47%

+71.20%

Ulcer Index

Depth 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


MIRMTGTXDifference

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.


Tickers have no history of dividend payments

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


0.0050.00M100.00M150.00M200.00M202220232024202520260
204.92M
(MIRM) Total Revenue
(TGTX) Total Revenue
Values in USD except per share items

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.

Portfolio Optimizer

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