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

Correlation

The correlation between THC and MDGL is 0.36, 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

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.

Loading data...

Key characteristics

Sharpe Ratio

THC:

0.62

MDGL:

0.37

Sortino Ratio

THC:

1.23

MDGL:

1.09

Omega Ratio

THC:

1.16

MDGL:

1.13

Calmar Ratio

THC:

0.61

MDGL:

0.46

Martin Ratio

THC:

1.90

MDGL:

1.63

Ulcer Index

THC:

15.21%

MDGL:

14.28%

Daily Std Dev

THC:

43.32%

MDGL:

59.76%

Max Drawdown

THC:

-98.28%

MDGL:

-98.40%

Current Drawdown

THC:

-19.17%

MDGL:

-32.84%

Fundamentals

Market Cap

THC:

$15.68B

MDGL:

$6.11B

EPS

THC:

$15.83

MDGL:

-$17.84

PEG Ratio

THC:

0.85

MDGL:

0.00

PS Ratio

THC:

0.76

MDGL:

19.26

PB Ratio

THC:

3.69

MDGL:

8.60

Total Revenue (TTM)

THC:

$20.52B

MDGL:

$317.38M

Gross Profit (TTM)

THC:

$9.71B

MDGL:

$306.81M

EBITDA (TTM)

THC:

$4.44B

MDGL:

-$376.15M

Returns By Period

In the year-to-date period, THC achieves a 33.70% return, which is significantly higher than MDGL's -10.79% return. Over the past 10 years, THC has underperformed MDGL with an annualized return of 12.36%, while MDGL has yielded a comparatively higher 13.48% annualized return.


THC

YTD

33.70%

1M

16.16%

6M

18.29%

1Y

24.81%

3Y*

37.65%

5Y*

50.64%

10Y*

12.36%

MDGL

YTD

-10.79%

1M

-16.00%

6M

-16.13%

1Y

16.56%

3Y*

60.65%

5Y*

18.86%

10Y*

13.48%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Tenet Healthcare Corporation

Madrigal Pharmaceuticals, Inc.

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

Risk-Adjusted Performance

THC vs. MDGL — Risk-Adjusted Performance Rank

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

THC
The Risk-Adjusted Performance Rank of THC is 7272
Overall Rank
The Sharpe Ratio Rank of THC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of THC is 7171
Sortino Ratio Rank
The Omega Ratio Rank of THC is 6868
Omega Ratio Rank
The Calmar Ratio Rank of THC is 7575
Calmar Ratio Rank
The Martin Ratio Rank of THC is 7171
Martin Ratio Rank

MDGL
The Risk-Adjusted Performance Rank of MDGL is 6767
Overall Rank
The Sharpe Ratio Rank of MDGL is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of MDGL is 6767
Sortino Ratio Rank
The Omega Ratio Rank of MDGL is 6363
Omega Ratio Rank
The Calmar Ratio Rank of MDGL is 7171
Calmar Ratio Rank
The Martin Ratio Rank of MDGL is 6969
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.

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.


The current THC Sharpe Ratio is 0.62, which is higher than the MDGL Sharpe Ratio of 0.37. 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.


Loading data...

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

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.


Loading data...

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

Volatility

THC vs. MDGL - Volatility Comparison

The current volatility for Tenet Healthcare Corporation (THC) is 7.26%, while Madrigal Pharmaceuticals, Inc. (MDGL) has a volatility of 10.56%. 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.


Loading data...

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


0.001.00B2.00B3.00B4.00B5.00B20212022202320242025
5.22B
137.25M
(THC) Total Revenue
(MDGL) Total Revenue
Values in USD except per share items

THC vs. MDGL - Profitability Comparison

The chart below illustrates the profitability comparison between Tenet Healthcare Corporation and Madrigal Pharmaceuticals, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20212022202320242025
59.4%
96.7%
(THC) Gross Margin
(MDGL) Gross Margin
THC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Tenet Healthcare Corporation reported a gross profit of 3.10B and revenue of 5.22B. Therefore, the gross margin over that period was 59.4%.

MDGL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Madrigal Pharmaceuticals, Inc. reported a gross profit of 132.74M and revenue of 137.25M. Therefore, the gross margin over that period was 96.7%.

THC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Tenet Healthcare Corporation reported an operating income of 943.00M and revenue of 5.22B, resulting in an operating margin of 18.1%.

MDGL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Madrigal Pharmaceuticals, Inc. reported an operating income of -79.31M and revenue of 137.25M, resulting in an operating margin of -57.8%.

THC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Tenet Healthcare Corporation reported a net income of 406.00M and revenue of 5.22B, resulting in a net margin of 7.8%.

MDGL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Madrigal Pharmaceuticals, Inc. reported a net income of -73.24M and revenue of 137.25M, resulting in a net margin of -53.4%.