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TMDX vs. TALO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TMDX vs. TALO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TransMedics Group, Inc. (TMDX) and Talos Energy Inc. (TALO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMDX achieves a -40.07% return, which is significantly lower than TALO's 35.75% return.


TMDX

1D
-0.92%
1M
15.36%
YTD
-40.07%
6M
-42.50%
1Y
-48.97%
3Y*
-4.58%
5Y*
20.83%
10Y*

TALO

1D
1.08%
1M
-3.05%
YTD
35.75%
6M
31.46%
1Y
60.00%
3Y*
2.24%
5Y*
-2.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMDX vs. TALO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TMDX
TransMedics Group, Inc.
-40.07%95.11%-21.01%27.88%222.13%-3.72%4.68%-6.12%
TALO
Talos Energy Inc.
35.75%13.49%-31.76%-24.63%92.65%18.93%-72.67%2.59%

Correlation

The correlation between TMDX and TALO is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

0.07

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

0.16

Correlation (All Time)
Calculated using the full available price history since May 2, 2019

0.16

The correlation between TMDX and TALO shifts across timeframes, from -0.05 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TMDX:

$2.64B

TALO:

$2.52B

EPS

TMDX:

$4.34

TALO:

-$4.28

PS Ratio

TMDX:

4.54

TALO:

1.49

PB Ratio

TMDX:

5.34

TALO:

1.34

Total Revenue (TTM)

TMDX:

$635.89M

TALO:

$1.74B

Gross Profit (TTM)

TMDX:

$375.74M

TALO:

$40.64M

EBITDA (TTM)

TMDX:

$125.51M

TALO:

$480.10M

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Return for Risk

TMDX vs. TALO — Risk / Return Rank

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

TMDX
TMDX Risk / Return Rank: 88
Overall Rank
TMDX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TMDX Sortino Ratio Rank: 1010
Sortino Ratio Rank
TMDX Omega Ratio Rank: 1111
Omega Ratio Rank
TMDX Calmar Ratio Rank: 1010
Calmar Ratio Rank
TMDX Martin Ratio Rank: 11
Martin Ratio Rank

TALO
TALO Risk / Return Rank: 7979
Overall Rank
TALO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
TALO Sortino Ratio Rank: 7373
Sortino Ratio Rank
TALO Omega Ratio Rank: 7272
Omega Ratio Rank
TALO Calmar Ratio Rank: 8787
Calmar Ratio Rank
TALO Martin Ratio Rank: 8686
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.

TMDX vs. TALO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TransMedics Group, Inc. (TMDX) and Talos Energy Inc. (TALO). 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.


TMDXTALODifference
Sharpe ratioReturn per unit of total volatility

-2.17

Sortino ratioReturn per unit of downside risk

-2.95

Omega ratioGain probability vs. loss probability

0.86

1.23

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.84

3.48

-4.32

Martin ratioReturn relative to average drawdown

-1.99

8.53

-10.52

TMDX vs. TALO - Sharpe Ratio Comparison

The current TMDX Sharpe Ratio is -0.85, which is lower than the TALO Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of TMDX and TALO, 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

TMDX vs. TALO - Drawdown Comparison

The maximum TMDX drawdown since its inception was -73.69%, smaller than the maximum TALO drawdown of -86.34%. Use the drawdown chart below to compare losses from any high point for TMDX and TALO.


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Drawdown Indicators


TMDXTALODifference

Max Drawdown

Largest peak-to-trough decline

-73.69%

-86.34%

+12.65%

Max Drawdown (1Y)

Largest decline over 1 year

-58.76%

-18.53%

-40.23%

Max Drawdown (3Y)

Largest decline over 3 years

-67.79%

-63.16%

-4.63%

Max Drawdown (5Y)

Largest decline over 5 years

-67.79%

-74.63%

+6.84%

Current Drawdown

Current decline from peak

-58.60%

-60.07%

+1.47%

Average Drawdown

Average peak-to-trough decline

-31.89%

-58.56%

+26.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.65%

7.55%

+17.10%

Volatility

TMDX vs. TALO - Volatility Comparison

The current volatility for TransMedics Group, Inc. (TMDX) is 12.66%, while Talos Energy Inc. (TALO) has a volatility of 15.13%. This indicates that TMDX experiences smaller price fluctuations and is considered to be less risky than TALO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMDXTALODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.66%

15.13%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

43.87%

38.25%

+5.62%

Volatility (1Y)

Calculated over the trailing 1-year period

58.06%

48.80%

+9.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.00%

55.92%

+16.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.72%

64.35%

+7.37%

Dividends

TMDX vs. TALO - Dividend Comparison

Neither TMDX nor TALO has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

TMDX vs. TALO - Financials Comparison

This section allows you to compare key financial metrics between TransMedics Group, Inc. and Talos Energy 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


0.00100.00M200.00M300.00M400.00M500.00M20222023202420252026
173.93M
472.31M
(TMDX) Total Revenue
(TALO) Total Revenue
Values in USD except per share items

TMDX vs. TALO - Profitability Comparison

The chart below illustrates the profitability comparison between TransMedics Group, Inc. and Talos Energy Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
58.2%
0
Portfolio components
TMDX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TransMedics Group, Inc. reported a gross profit of 101.16M and revenue of 173.93M. Therefore, the gross margin over that period was 58.2%.

TALO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Talos Energy Inc. reported a gross profit of 0.00 and revenue of 472.31M. Therefore, the gross margin over that period was 0.0%.

TMDX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TransMedics Group, Inc. reported an operating income of 13.30M and revenue of 173.93M, resulting in an operating margin of 7.6%.

TALO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Talos Energy Inc. reported an operating income of 0.00 and revenue of 472.31M, resulting in an operating margin of 0.0%.

TMDX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TransMedics Group, Inc. reported a net income of 7.32M and revenue of 173.93M, resulting in a net margin of 4.2%.

TALO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Talos Energy Inc. reported a net income of -256.17M and revenue of 472.31M, resulting in a net margin of -54.2%.


Frequently Asked Questions


TMDX and TALO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TALO has higher volatility (15.13%) compared to TMDX (12.66%). In terms of maximum drawdown, TMDX dropped -73.69% vs TALO's -86.34%.

TALO currently has the higher Sharpe Ratio (1.32 vs -0.85), 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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