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SKYQ vs. MGRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SKYQ vs. MGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sky Quarry Inc (SKYQ) and Mangoceuticals Inc. Common Stock (MGRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SKYQ achieves a 47.65% return, which is significantly higher than MGRX's -50.03% return.


SKYQ

1D
0.76%
1M
10.46%
YTD
47.65%
6M
12.82%
1Y
-55.10%
3Y*
5Y*
10Y*

MGRX

1D
3.01%
1M
-32.52%
YTD
-50.03%
6M
-51.97%
1Y
-79.79%
3Y*
-76.25%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SKYQ vs. MGRX - Yearly Performance Comparison


2026 (YTD)20252024
SKYQ
Sky Quarry Inc
47.65%-80.57%-79.05%
MGRX
Mangoceuticals Inc. Common Stock
-50.03%-69.42%-24.96%

Correlation

The correlation between SKYQ and MGRX is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2024

0.12

Fundamentals

EPS

SKYQ:

-$6.57

MGRX:

-$1.96

PS Ratio

SKYQ:

0.39

MGRX:

12.77

Total Revenue (TTM)

SKYQ:

$12.49M

MGRX:

$304.81K

Gross Profit (TTM)

SKYQ:

$0.00

MGRX:

$250.39K

EBITDA (TTM)

SKYQ:

-$9.24M

MGRX:

-$18.03M

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Return for Risk

SKYQ vs. MGRX — Risk / Return Rank

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

SKYQ
SKYQ Risk / Return Rank: 4242
Overall Rank
SKYQ Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SKYQ Sortino Ratio Rank: 7070
Sortino Ratio Rank
SKYQ Omega Ratio Rank: 6464
Omega Ratio Rank
SKYQ Calmar Ratio Rank: 2121
Calmar Ratio Rank
SKYQ Martin Ratio Rank: 1818
Martin Ratio Rank

MGRX
MGRX Risk / Return Rank: 2323
Overall Rank
MGRX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MGRX Sortino Ratio Rank: 3333
Sortino Ratio Rank
MGRX Omega Ratio Rank: 3333
Omega Ratio Rank
MGRX Calmar Ratio Rank: 1010
Calmar Ratio Rank
MGRX Martin Ratio Rank: 1414
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.

SKYQ vs. MGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sky Quarry Inc (SKYQ) and Mangoceuticals Inc. Common Stock (MGRX). 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.


SKYQMGRXDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+1.58

Omega ratioGain probability vs. loss probability

1.17

1.00

+0.17

Calmar ratioReturn relative to maximum drawdown

-0.61

-0.85

+0.24

Martin ratioReturn relative to average drawdown

-1.13

-1.27

+0.14

SKYQ vs. MGRX - Sharpe Ratio Comparison

The current SKYQ Sharpe Ratio is -0.22, which is higher than the MGRX Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of SKYQ and MGRX, 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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Drawdowns

SKYQ vs. MGRX - Drawdown Comparison

The maximum SKYQ drawdown since its inception was -97.40%, roughly equal to the maximum MGRX drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for SKYQ and MGRX.


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Drawdown Indicators


SKYQMGRXDifference

Max Drawdown

Largest peak-to-trough decline

-97.40%

-99.74%

+2.34%

Max Drawdown (1Y)

Largest decline over 1 year

-90.95%

-94.09%

+3.14%

Max Drawdown (3Y)

Largest decline over 3 years

-99.41%

Current Drawdown

Current decline from peak

-93.99%

-99.41%

+5.42%

Average Drawdown

Average peak-to-trough decline

-86.34%

-90.53%

+4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.32%

62.98%

-13.66%

Volatility

SKYQ vs. MGRX - Volatility Comparison

Sky Quarry Inc (SKYQ) has a higher volatility of 83.11% compared to Mangoceuticals Inc. Common Stock (MGRX) at 31.22%. This indicates that SKYQ's price experiences larger fluctuations and is considered to be riskier than MGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SKYQMGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

83.11%

31.22%

+51.89%

Volatility (6M)

Calculated over the trailing 6-month period

196.08%

147.74%

+48.34%

Volatility (1Y)

Calculated over the trailing 1-year period

256.90%

184.74%

+72.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

217.08%

163.17%

+53.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

217.08%

163.17%

+53.91%

Dividends

SKYQ vs. MGRX - Dividend Comparison

Neither SKYQ nor MGRX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SKYQ vs. MGRX - Financials Comparison

This section allows you to compare key financial metrics between Sky Quarry Inc and Mangoceuticals Inc. Common Stock. 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


0.005.00M10.00M15.00M2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
279.69K
-56.85K
(SKYQ) Total Revenue
(MGRX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SKYQ and MGRX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SKYQ has higher volatility (83.11%) compared to MGRX (31.22%). In terms of maximum drawdown, SKYQ dropped -97.40% vs MGRX's -99.74%.

SKYQ currently has the higher Sharpe Ratio (-0.22 vs -0.43), 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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