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MRVI vs. MRNA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MRVI and MRNA is 0.30, 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.


Performance

MRVI vs. MRNA - Performance Comparison

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

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Key characteristics

Sharpe Ratio

MRVI:

-0.91

MRNA:

-1.21

Sortino Ratio

MRVI:

-1.78

MRNA:

-2.75

Omega Ratio

MRVI:

0.77

MRNA:

0.68

Calmar Ratio

MRVI:

-0.81

MRNA:

-0.87

Martin Ratio

MRVI:

-1.65

MRNA:

-1.27

Ulcer Index

MRVI:

47.96%

MRNA:

65.34%

Daily Std Dev

MRVI:

82.37%

MRNA:

68.21%

Max Drawdown

MRVI:

-97.16%

MRNA:

-95.12%

Current Drawdown

MRVI:

-96.29%

MRNA:

-94.52%

Fundamentals

Market Cap

MRVI:

$865.87M

MRNA:

$10.41B

EPS

MRVI:

-$1.17

MRNA:

-$9.02

PS Ratio

MRVI:

3.58

MRNA:

3.28

PB Ratio

MRVI:

1.14

MRNA:

1.00

Total Revenue (TTM)

MRVI:

$241.86M

MRNA:

$3.16B

Gross Profit (TTM)

MRVI:

$90.19M

MRNA:

$1.66B

EBITDA (TTM)

MRVI:

-$208.29M

MRNA:

-$3.20B

Returns By Period

In the year-to-date period, MRVI achieves a -58.72% return, which is significantly lower than MRNA's -36.12% return.


MRVI

YTD

-58.72%

1M

11.39%

6M

-60.32%

1Y

-74.69%

3Y*

-58.35%

5Y*

N/A

10Y*

N/A

MRNA

YTD

-36.12%

1M

-6.94%

6M

-38.32%

1Y

-82.47%

3Y*

-43.25%

5Y*

-15.46%

10Y*

N/A

*Annualized

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Moderna, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MRVI vs. MRNA — Risk-Adjusted Performance Rank

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

MRVI
The Risk-Adjusted Performance Rank of MRVI is 44
Overall Rank
The Sharpe Ratio Rank of MRVI is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of MRVI is 33
Sortino Ratio Rank
The Omega Ratio Rank of MRVI is 44
Omega Ratio Rank
The Calmar Ratio Rank of MRVI is 55
Calmar Ratio Rank
The Martin Ratio Rank of MRVI is 33
Martin Ratio Rank

MRNA
The Risk-Adjusted Performance Rank of MRNA is 44
Overall Rank
The Sharpe Ratio Rank of MRNA is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of MRNA is 00
Sortino Ratio Rank
The Omega Ratio Rank of MRNA is 11
Omega Ratio Rank
The Calmar Ratio Rank of MRNA is 33
Calmar Ratio Rank
The Martin Ratio Rank of MRNA is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MRVI vs. MRNA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Maravai LifeSciences Holdings, Inc. (MRVI) and Moderna, Inc. (MRNA). 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.


The current MRVI Sharpe Ratio is -0.91, which is comparable to the MRNA Sharpe Ratio of -1.21. The chart below compares the historical Sharpe Ratios of MRVI and MRNA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MRVI vs. MRNA - Dividend Comparison

Neither MRVI nor MRNA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MRVI vs. MRNA - Drawdown Comparison

The maximum MRVI drawdown since its inception was -97.16%, roughly equal to the maximum MRNA drawdown of -95.12%. Use the drawdown chart below to compare losses from any high point for MRVI and MRNA.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MRVI vs. MRNA - Volatility Comparison

The current volatility for Maravai LifeSciences Holdings, Inc. (MRVI) is 21.20%, while Moderna, Inc. (MRNA) has a volatility of 22.45%. This indicates that MRVI experiences smaller price fluctuations and is considered to be less risky than MRNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

MRVI vs. MRNA - Financials Comparison

This section allows you to compare key financial metrics between Maravai LifeSciences Holdings, Inc. and Moderna, 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


0.001.00B2.00B3.00B4.00B5.00B6.00B7.00B20212022202320242025
46.85M
107.00M
(MRVI) Total Revenue
(MRNA) Total Revenue
Values in USD except per share items