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MP1.AX vs. TLX.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MP1.AX vs. TLX.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Megaport Limited (MP1.AX) and Telix Pharmaceuticals Limited (TLX.AX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MP1.AX achieves a 36.48% return, which is significantly higher than TLX.AX's 8.93% return.


MP1.AX

1D
0.00%
1M
84.35%
YTD
36.48%
6M
27.97%
1Y
23.49%
3Y*
32.38%
5Y*
2.17%
10Y*
22.24%

TLX.AX

1D
-3.40%
1M
-21.79%
YTD
8.93%
6M
-14.57%
1Y
-53.18%
3Y*
4.08%
5Y*
21.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MP1.AX vs. TLX.AX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MP1.AX
Megaport Limited
36.48%65.13%-19.89%45.80%-66.00%30.25%32.68%193.44%7.65%40.50%
TLX.AX
Telix Pharmaceuticals Limited
8.93%-54.49%144.15%38.65%-6.19%105.03%143.87%138.46%4.84%-19.48%

Correlation

The correlation between MP1.AX and TLX.AX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.30

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

0.33

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2017

0.27

The correlation between MP1.AX and TLX.AX shifts across timeframes, from 0.27 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MP1.AX vs. TLX.AX — Risk / Return Rank

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

MP1.AX
MP1.AX Risk / Return Rank: 5353
Overall Rank
MP1.AX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
MP1.AX Sortino Ratio Rank: 5454
Sortino Ratio Rank
MP1.AX Omega Ratio Rank: 5454
Omega Ratio Rank
MP1.AX Calmar Ratio Rank: 5050
Calmar Ratio Rank
MP1.AX Martin Ratio Rank: 5050
Martin Ratio Rank

TLX.AX
TLX.AX Risk / Return Rank: 1010
Overall Rank
TLX.AX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
TLX.AX Sortino Ratio Rank: 66
Sortino Ratio Rank
TLX.AX Omega Ratio Rank: 88
Omega Ratio Rank
TLX.AX Calmar Ratio Rank: 1212
Calmar Ratio Rank
TLX.AX Martin Ratio Rank: 1616
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.

MP1.AX vs. TLX.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Megaport Limited (MP1.AX) and Telix Pharmaceuticals Limited (TLX.AX). 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.


MP1.AXTLX.AXDifference
Sharpe ratioReturn per unit of total volatility

+1.29

Sortino ratioReturn per unit of downside risk

+2.41

Omega ratioGain probability vs. loss probability

1.13

0.83

+0.30

Calmar ratioReturn relative to maximum drawdown

0.38

-0.77

+1.15

Martin ratioReturn relative to average drawdown

0.76

-1.14

+1.90

MP1.AX vs. TLX.AX - Sharpe Ratio Comparison

The current MP1.AX Sharpe Ratio is 0.37, which is higher than the TLX.AX Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of MP1.AX and TLX.AX, 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


MP1.AXTLX.AXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

-0.92

+1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.38

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.66

-0.27

Drawdowns

MP1.AX vs. TLX.AX - Drawdown Comparison

The maximum MP1.AX drawdown since its inception was -81.90%, which is greater than TLX.AX's maximum drawdown of -72.29%. Use the drawdown chart below to compare losses from any high point for MP1.AX and TLX.AX.


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Drawdown Indicators


MP1.AXTLX.AXDifference

Max Drawdown

Largest peak-to-trough decline

-81.90%

-72.29%

-9.61%

Max Drawdown (1Y)

Largest decline over 1 year

-62.11%

-68.27%

+6.16%

Max Drawdown (3Y)

Largest decline over 3 years

-62.11%

-72.29%

+10.18%

Max Drawdown (5Y)

Largest decline over 5 years

-81.90%

-72.29%

-9.61%

Max Drawdown (10Y)

Largest decline over 10 years

-81.90%

Current Drawdown

Current decline from peak

-24.09%

-60.82%

+36.73%

Average Drawdown

Average peak-to-trough decline

-33.51%

-20.47%

-13.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.91%

44.28%

-13.37%

Volatility

MP1.AX vs. TLX.AX - Volatility Comparison

Megaport Limited (MP1.AX) has a higher volatility of 27.27% compared to Telix Pharmaceuticals Limited (TLX.AX) at 10.21%. This indicates that MP1.AX's price experiences larger fluctuations and is considered to be riskier than TLX.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MP1.AXTLX.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.27%

10.21%

+17.06%

Volatility (6M)

Calculated over the trailing 6-month period

52.84%

40.24%

+12.60%

Volatility (1Y)

Calculated over the trailing 1-year period

62.86%

57.76%

+5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.17%

56.13%

+10.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.47%

57.28%

+0.19%

Dividends

MP1.AX vs. TLX.AX - Dividend Comparison

Neither MP1.AX nor TLX.AX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

MP1.AX vs. TLX.AX - Financials Comparison

This section allows you to compare key financial metrics between Megaport Limited and Telix Pharmaceuticals Limited. 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 AUD except per share items

Frequently Asked Questions


MP1.AX and TLX.AX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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