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TLX.AX vs. MP1.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TLX.AX vs. MP1.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Telix Pharmaceuticals Limited (TLX.AX) and Megaport Limited (MP1.AX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TLX.AX achieves a 8.93% return, which is significantly lower than MP1.AX's 36.48% return.


TLX.AX

1D
-3.40%
1M
-21.79%
YTD
8.93%
6M
-14.57%
1Y
-53.18%
3Y*
4.08%
5Y*
21.17%
10Y*

MP1.AX

1D
0.00%
1M
84.35%
YTD
36.48%
6M
27.97%
1Y
23.49%
3Y*
32.38%
5Y*
2.17%
10Y*
22.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLX.AX vs. MP1.AX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLX.AX
Telix Pharmaceuticals Limited
8.93%-54.49%144.15%38.65%-6.19%105.03%143.87%138.46%4.84%-19.48%
MP1.AX
Megaport Limited
36.48%65.13%-19.89%45.80%-66.00%30.25%32.68%193.44%7.65%40.50%

Correlation

The correlation between TLX.AX and MP1.AX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2017

0.27

The correlation between TLX.AX and MP1.AX shifts across timeframes, from 0.27 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TLX.AX vs. MP1.AX — Risk / Return Rank

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

TLX.AX
TLX.AX Risk / Return Rank: 1010
Overall Rank
TLX.AX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
TLX.AX Sortino Ratio Rank: 66
Sortino Ratio Rank
TLX.AX Omega Ratio Rank: 88
Omega Ratio Rank
TLX.AX Calmar Ratio Rank: 1212
Calmar Ratio Rank
TLX.AX Martin Ratio Rank: 1616
Martin Ratio Rank

MP1.AX
MP1.AX Risk / Return Rank: 5353
Overall Rank
MP1.AX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
MP1.AX Sortino Ratio Rank: 5454
Sortino Ratio Rank
MP1.AX Omega Ratio Rank: 5454
Omega Ratio Rank
MP1.AX Calmar Ratio Rank: 5050
Calmar Ratio Rank
MP1.AX Martin Ratio Rank: 5050
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.

TLX.AX vs. MP1.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Telix Pharmaceuticals Limited (TLX.AX) and Megaport Limited (MP1.AX). 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.


TLX.AXMP1.AXDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-2.41

Omega ratioGain probability vs. loss probability

0.83

1.13

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.77

0.38

-1.15

Martin ratioReturn relative to average drawdown

-1.14

0.76

-1.90

TLX.AX vs. MP1.AX - Sharpe Ratio Comparison

The current TLX.AX Sharpe Ratio is -0.92, which is lower than the MP1.AX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of TLX.AX and MP1.AX, 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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Sharpe Ratios by Period


TLX.AXMP1.AXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.92

0.37

-1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.03

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.39

+0.27

Drawdowns

TLX.AX vs. MP1.AX - Drawdown Comparison

The maximum TLX.AX drawdown since its inception was -72.29%, smaller than the maximum MP1.AX drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for TLX.AX and MP1.AX.


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Drawdown Indicators


TLX.AXMP1.AXDifference

Max Drawdown

Largest peak-to-trough decline

-72.29%

-81.90%

+9.61%

Max Drawdown (1Y)

Largest decline over 1 year

-68.27%

-62.11%

-6.16%

Max Drawdown (3Y)

Largest decline over 3 years

-72.29%

-62.11%

-10.18%

Max Drawdown (5Y)

Largest decline over 5 years

-72.29%

-81.90%

+9.61%

Max Drawdown (10Y)

Largest decline over 10 years

-81.90%

Current Drawdown

Current decline from peak

-60.82%

-24.09%

-36.73%

Average Drawdown

Average peak-to-trough decline

-20.47%

-33.51%

+13.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.28%

30.91%

+13.37%

Volatility

TLX.AX vs. MP1.AX - Volatility Comparison

The current volatility for Telix Pharmaceuticals Limited (TLX.AX) is 10.21%, while Megaport Limited (MP1.AX) has a volatility of 27.27%. This indicates that TLX.AX experiences smaller price fluctuations and is considered to be less risky than MP1.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLX.AXMP1.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.21%

27.27%

-17.06%

Volatility (6M)

Calculated over the trailing 6-month period

40.24%

52.84%

-12.60%

Volatility (1Y)

Calculated over the trailing 1-year period

57.76%

62.86%

-5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.13%

66.17%

-10.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.28%

57.47%

-0.19%

Dividends

TLX.AX vs. MP1.AX - Dividend Comparison

Neither TLX.AX nor MP1.AX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

TLX.AX vs. MP1.AX - Financials Comparison

This section allows you to compare key financial metrics between Telix Pharmaceuticals Limited and Megaport Limited. 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 AUD except per share items

Frequently Asked Questions


TLX.AX and MP1.AX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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