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MRNA vs. WBA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MRNA vs. WBA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Moderna, Inc. (MRNA) and Walgreens Boots Alliance, Inc. (WBA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MRNA

1D
0.54%
1M
1.77%
YTD
69.24%
6M
69.42%
1Y
87.14%
3Y*
-26.94%
5Y*
-25.59%
10Y*

WBA

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRNA vs. WBA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MRNA
Moderna, Inc.
69.24%-29.08%-58.19%-44.63%-29.28%143.11%434.10%28.09%-30.59%
WBA
Walgreens Boots Alliance, Inc.
0.00%28.40%-61.34%-25.09%-25.06%35.78%-29.38%-10.99%-17.62%

Correlation

The correlation between MRNA and WBA is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

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

0.24

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

0.22

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2018

0.20

The correlation between MRNA and WBA shifts across timeframes, from -0.03 (1 year) to 0.24 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM)

MRNA:

$2.23B

WBA:

$154.58B

Gross Profit (TTM)

MRNA:

-$309.00M

WBA:

$26.47B

EBITDA (TTM)

MRNA:

-$3.02B

WBA:

-$2.92B

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Return for Risk

MRNA vs. WBA — Risk / Return Rank

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

MRNA
MRNA Risk / Return Rank: 7878
Overall Rank
MRNA Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
MRNA Sortino Ratio Rank: 7979
Sortino Ratio Rank
MRNA Omega Ratio Rank: 7575
Omega Ratio Rank
MRNA Calmar Ratio Rank: 7979
Calmar Ratio Rank
MRNA Martin Ratio Rank: 7676
Martin Ratio Rank

WBA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

MRNA vs. WBA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Moderna, Inc. (MRNA) and Walgreens Boots Alliance, Inc. (WBA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MRNAWBADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.34

Martin ratioReturn relative to average drawdown

4.59

MRNA vs. WBA - Sharpe Ratio Comparison


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Drawdowns

MRNA vs. WBA - Drawdown Comparison


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Drawdown Indicators


MRNAWBADifference

Max Drawdown

Largest peak-to-trough decline

-95.38%

Max Drawdown (1Y)

Largest decline over 1 year

-35.51%

Max Drawdown (3Y)

Largest decline over 3 years

-86.58%

Max Drawdown (5Y)

Largest decline over 5 years

-95.38%

Current Drawdown

Current decline from peak

-89.70%

Average Drawdown

Average peak-to-trough decline

-57.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.06%

Volatility

MRNA vs. WBA - Volatility Comparison


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Volatility by Period


MRNAWBADifference

Volatility (1M)

Calculated over the trailing 1-month period

17.56%

Volatility (6M)

Calculated over the trailing 6-month period

48.82%

Volatility (1Y)

Calculated over the trailing 1-year period

64.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.15%

Dividends

MRNA vs. WBA - Dividend Comparison

Neither MRNA nor WBA has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
MRNA
Moderna, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WBA
Walgreens Boots Alliance, Inc.
0.00%0.00%10.72%7.35%5.13%3.62%4.64%3.04%2.46%2.13%1.78%1.64%

Financials

MRNA vs. WBA - Financials Comparison

This section allows you to compare key financial metrics between Moderna, Inc. and Walgreens Boots Alliance, 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


0.0010.00B20.00B30.00B40.00B20222023202420252026
389.00M
38.99B
(MRNA) Total Revenue
(WBA) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MRNA and WBA have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for MRNA and WBA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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