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TRIP vs. MGNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TRIP and MGNX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

TRIP vs. MGNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TripAdvisor, Inc. (TRIP) and MacroGenics, Inc. (MGNX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TRIP:

-0.40

MGNX:

-0.85

Sortino Ratio

TRIP:

-0.26

MGNX:

-1.38

Omega Ratio

TRIP:

0.96

MGNX:

0.84

Calmar Ratio

TRIP:

-0.23

MGNX:

-0.71

Martin Ratio

TRIP:

-0.96

MGNX:

-1.47

Ulcer Index

TRIP:

21.32%

MGNX:

46.82%

Daily Std Dev

TRIP:

51.79%

MGNX:

80.36%

Max Drawdown

TRIP:

-89.11%

MGNX:

-97.36%

Current Drawdown

TRIP:

-85.47%

MGNX:

-96.62%

Fundamentals

Market Cap

TRIP:

$1.72B

MGNX:

$88.33M

EPS

TRIP:

$0.39

MGNX:

-$0.88

PEG Ratio

TRIP:

0.07

MGNX:

0.01

PS Ratio

TRIP:

0.94

MGNX:

0.57

PB Ratio

TRIP:

2.67

MGNX:

1.11

Total Revenue (TTM)

TRIP:

$1.84B

MGNX:

$152.43M

Gross Profit (TTM)

TRIP:

$1.53B

MGNX:

$136.84M

EBITDA (TTM)

TRIP:

$191.00M

MGNX:

-$47.33M

Returns By Period

In the year-to-date period, TRIP achieves a -3.59% return, which is significantly higher than MGNX's -58.15% return. Over the past 10 years, TRIP has outperformed MGNX with an annualized return of -14.46%, while MGNX has yielded a comparatively lower -27.13% annualized return.


TRIP

YTD

-3.59%

1M

14.38%

6M

-0.63%

1Y

-20.58%

3Y*

-16.93%

5Y*

-5.88%

10Y*

-14.46%

MGNX

YTD

-58.15%

1M

-21.61%

6M

-62.12%

1Y

-67.92%

3Y*

-26.82%

5Y*

-41.13%

10Y*

-27.13%

*Annualized

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TripAdvisor, Inc.

MacroGenics, Inc.

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

Risk-Adjusted Performance

TRIP vs. MGNX — Risk-Adjusted Performance Rank

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

TRIP
The Risk-Adjusted Performance Rank of TRIP is 2929
Overall Rank
The Sharpe Ratio Rank of TRIP is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of TRIP is 2828
Sortino Ratio Rank
The Omega Ratio Rank of TRIP is 2828
Omega Ratio Rank
The Calmar Ratio Rank of TRIP is 3636
Calmar Ratio Rank
The Martin Ratio Rank of TRIP is 2727
Martin Ratio Rank

MGNX
The Risk-Adjusted Performance Rank of MGNX is 88
Overall Rank
The Sharpe Ratio Rank of MGNX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of MGNX is 77
Sortino Ratio Rank
The Omega Ratio Rank of MGNX is 99
Omega Ratio Rank
The Calmar Ratio Rank of MGNX is 88
Calmar Ratio Rank
The Martin Ratio Rank of MGNX is 77
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.

TRIP vs. MGNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TripAdvisor, Inc. (TRIP) and MacroGenics, Inc. (MGNX). 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 TRIP Sharpe Ratio is -0.40, which is higher than the MGNX Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of TRIP and MGNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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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

TRIP vs. MGNX - Dividend Comparison

Neither TRIP nor MGNX has paid dividends to shareholders.


TTM202420232022202120202019
TRIP
TripAdvisor, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%11.52%
MGNX
MacroGenics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TRIP vs. MGNX - Drawdown Comparison

The maximum TRIP drawdown since its inception was -89.11%, smaller than the maximum MGNX drawdown of -97.36%. Use the drawdown chart below to compare losses from any high point for TRIP and MGNX.


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

Volatility

TRIP vs. MGNX - Volatility Comparison

The current volatility for TripAdvisor, Inc. (TRIP) is 17.19%, while MacroGenics, Inc. (MGNX) has a volatility of 22.87%. This indicates that TRIP experiences smaller price fluctuations and is considered to be less risky than MGNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

TRIP vs. MGNX - Financials Comparison

This section allows you to compare key financial metrics between TripAdvisor, Inc. and MacroGenics, 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


0.00100.00M200.00M300.00M400.00M500.00M20212022202320242025
398.00M
13.19M
(TRIP) Total Revenue
(MGNX) Total Revenue
Values in USD except per share items