TGTX vs. EDD
TGTX (TG Therapeutics, Inc.) is a stock, while EDD (Morgan Stanley Emerging Markets Domestic Fund) is Emerging Markets Bonds fund managed by Morgan Stanley. Over the past 10 years, TGTX returned 24.71%/yr vs 5.50%/yr for EDD. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
TGTX vs. EDD - Performance Comparison
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Returns By Period
In the year-to-date period, TGTX achieves a 74.54% return, which is significantly higher than EDD's 14.80% return. Over the past 10 years, TGTX has outperformed EDD with an annualized return of 24.71%, while EDD has yielded a comparatively lower 5.50% annualized return.
TGTX
- 1D
- -2.80%
- 1M
- -2.78%
- 6M
- 76.79%
- YTD
- 74.54%
- 1Y
- 46.56%
- 3Y*
- 70.54%
- 5Y*
- 8.26%
- 10Y*
- 24.71%
- ALL TIME*
- -7.87%
EDD
- 1D
- -0.17%
- 1M
- 0.69%
- 6M
- 6.55%
- YTD
- 14.80%
- 1Y
- 27.62%
- 3Y*
- 18.63%
- 5Y*
- 8.18%
- 10Y*
- 5.50%
- ALL TIME*
- 2.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.10M | $3.03M | $2.42M | |
| $111.05M | $115.82M | $119.77M |
TGTX vs. EDD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGTX TG Therapeutics, Inc. | 74.54% | -0.96% | 76.23% | 44.38% | -37.74% | -63.48% | 368.65% | 170.73% | -50.00% | 76.34% |
EDD Morgan Stanley Emerging Markets Domestic Fund | 14.80% | 32.46% | 8.64% | 14.09% | -14.15% | -7.03% | -2.84% | 25.45% | -14.09% | 16.34% |
Correlation
The correlation between TGTX and EDD is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.15 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.19 |
Correlation (All Time) Calculated using the full available price history since May 3, 2010 | 0.15 |
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Return for Risk
TGTX vs. EDD — Risk / Return Rank
TGTX
EDD
TGTX vs. EDD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TG Therapeutics, Inc. (TGTX) and Morgan Stanley Emerging Markets Domestic Fund (EDD). 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.
| TGTX | EDD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.29 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.57 | +0.17 |
| Martin ratioReturn relative to average drawdown | 3.46 | 5.03 | -1.57 |
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Drawdowns
TGTX vs. EDD - Drawdown Comparison
The maximum TGTX drawdown since its inception was -99.52%, which is greater than EDD's maximum drawdown of -59.38%. Use the drawdown chart below to compare losses from any high point for TGTX and EDD.
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Drawdown Indicators
| TGTX | EDD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.52% | -59.38% | -40.14% |
Max Drawdown (1Y)Largest decline over 1 year | -26.85% | -17.67% | -9.18% |
Max Drawdown (3Y)Largest decline over 3 years | -42.06% | -17.67% | -24.39% |
Max Drawdown (5Y)Largest decline over 5 years | -89.47% | -32.04% | -57.43% |
Max Drawdown (10Y)Largest decline over 10 years | -93.19% | -42.70% | -50.49% |
Current DrawdownCurrent decline from peak | -77.71% | -2.84% | -74.87% |
Average DrawdownAverage peak-to-trough decline | -91.31% | -24.06% | -67.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.66% | 5.50% | +8.16% |
Volatility
TGTX vs. EDD - Volatility Comparison
TG Therapeutics, Inc. (TGTX) has a higher volatility of 12.23% compared to Morgan Stanley Emerging Markets Domestic Fund (EDD) at 4.62%. This indicates that TGTX's price experiences larger fluctuations and is considered to be riskier than EDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGTX | EDD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.23% | 4.62% | +7.61% |
Volatility (6M)Calculated over the trailing 6-month period | 33.96% | 13.86% | +20.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.22% | 16.72% | +30.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 87.68% | 15.57% | +72.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 86.71% | 17.66% | +69.05% |
Dividends
TGTX vs. EDD - Dividend Comparison
TGTX has not paid dividends to shareholders, while EDD's dividend yield for the trailing twelve months is around 10.82%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDD Morgan Stanley Emerging Markets Domestic Fund | 10.82% | 9.76% | 11.45% | 7.30% | 6.82% | 6.93% | 6.92% | 8.15% | 9.90% | 8.18% | 10.32% | 12.65% |
TGTX TG Therapeutics, 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% |
Frequently Asked Questions
TGTX and EDD have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TGTX has higher volatility (12.23%) compared to EDD (4.62%). In terms of maximum drawdown, TGTX dropped -99.52% vs EDD's -59.38%.
EDD currently has the higher Sharpe Ratio (1.66 vs 0.99), 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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