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THC vs. MDGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between THC and MDGL is 0.26, 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.


-0.50.00.51.00.3

Performance

THC vs. MDGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tenet Healthcare Corporation (THC) and Madrigal Pharmaceuticals, Inc. (MDGL). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
347.65%
-3.05%
THC
MDGL

Key characteristics

Sharpe Ratio

THC:

1.99

MDGL:

0.61

Sortino Ratio

THC:

2.96

MDGL:

1.39

Omega Ratio

THC:

1.36

MDGL:

1.17

Calmar Ratio

THC:

1.18

MDGL:

0.68

Martin Ratio

THC:

11.50

MDGL:

2.53

Ulcer Index

THC:

6.60%

MDGL:

15.63%

Daily Std Dev

THC:

38.18%

MDGL:

64.36%

Max Drawdown

THC:

-98.28%

MDGL:

-98.40%

Current Drawdown

THC:

-38.00%

MDGL:

-24.74%

Fundamentals

Market Cap

THC:

$12.61B

MDGL:

$6.78B

EPS

THC:

$31.57

MDGL:

-$25.03

PEG Ratio

THC:

0.62

MDGL:

0.00

Total Revenue (TTM)

THC:

$20.97B

MDGL:

$77.58M

Gross Profit (TTM)

THC:

$3.94B

MDGL:

$74.22M

EBITDA (TTM)

THC:

$4.30B

MDGL:

-$502.65M

Returns By Period

In the year-to-date period, THC achieves a 71.31% return, which is significantly higher than MDGL's 33.30% return. Over the past 10 years, THC has underperformed MDGL with an annualized return of 9.48%, while MDGL has yielded a comparatively higher 12.97% annualized return.


THC

YTD

71.31%

1M

-12.48%

6M

-3.57%

1Y

70.90%

5Y*

27.56%

10Y*

9.48%

MDGL

YTD

33.30%

1M

-2.73%

6M

10.78%

1Y

38.75%

5Y*

28.12%

10Y*

12.97%

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Risk-Adjusted Performance

THC vs. MDGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tenet Healthcare Corporation (THC) and Madrigal Pharmaceuticals, Inc. (MDGL). 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.


Sharpe ratio
The chart of Sharpe ratio for THC, currently valued at 1.99, compared to the broader market-4.00-2.000.002.001.990.61
The chart of Sortino ratio for THC, currently valued at 2.96, compared to the broader market-4.00-2.000.002.004.002.961.39
The chart of Omega ratio for THC, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.17
The chart of Calmar ratio for THC, currently valued at 2.99, compared to the broader market0.002.004.006.002.990.68
The chart of Martin ratio for THC, currently valued at 11.50, compared to the broader market-5.000.005.0010.0015.0020.0025.0011.502.53
THC
MDGL

The current THC Sharpe Ratio is 1.99, which is higher than the MDGL Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of THC and MDGL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
1.99
0.61
THC
MDGL

Dividends

THC vs. MDGL - Dividend Comparison

Neither THC nor MDGL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

THC vs. MDGL - Drawdown Comparison

The maximum THC drawdown since its inception was -98.28%, roughly equal to the maximum MDGL drawdown of -98.40%. Use the drawdown chart below to compare losses from any high point for THC and MDGL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.18%
-24.74%
THC
MDGL

Volatility

THC vs. MDGL - Volatility Comparison

The current volatility for Tenet Healthcare Corporation (THC) is 8.30%, while Madrigal Pharmaceuticals, Inc. (MDGL) has a volatility of 11.87%. This indicates that THC experiences smaller price fluctuations and is considered to be less risky than MDGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
8.30%
11.87%
THC
MDGL

Financials

THC vs. MDGL - Financials Comparison

This section allows you to compare key financial metrics between Tenet Healthcare Corporation and Madrigal Pharmaceuticals, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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