Madrigal Pharmaceuticals Sortino Ratio
| MDGL Stock | | | USD 517.39 -1.19 -0.23% |
The Sortino Ratio measures risk-adjusted return using only downside deviation rather than total volatility. Unlike the Sharpe Ratio, which penalizes both upside and downside volatility equally, the Sortino Ratio penalizes only returns below a target threshold, making it a more targeted measure of harmful volatility. Below is Madrigal Pharmaceuticals's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Madrigal Pharmaceuticals's Sortino Ratio of 0.0243 reflects its current reading on this measure. This reflects Madrigal Pharmaceuticals's positioning relative to its own recent range within Biotechnology.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0243 | |
| ER[a] | = | Expected return on investing in Madrigal Pharmaceuticals |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
The peer group averages 0.05 for Sortino Ratio, with Madrigal Pharmaceuticals at 0.0243 falling below that level. Readings span 0.0052 (Abivax SA American) to 0.1757 (Jazz Pharmaceuticals PLC). Madrigal Pharmaceuticals's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for Madrigal Pharmaceuticals and its peers. Each point represents one equity — position along the horizontal axis shows Sortino Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
The Maximum Drawdown-to-Sortino Ratio ratio for Madrigal Pharmaceuticals sits near
675.79 , with Sortino Ratio at
0.02 and Maximum Drawdown at
16.42 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Madrigal Pharmaceuticals.
Methodology, Assumptions & Data Sources
Madrigal Pharmaceuticals' Sortino Ratio currently stands at 0.0243. Madrigal Pharmaceuticals' Sortino Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Madrigal Pharmaceuticals operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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