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AMN vs. MEDP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMN and MEDP is 0.26, 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.


-0.50.00.51.00.3

Performance

AMN vs. MEDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMN Healthcare Services, Inc. (AMN) and Medpace Holdings, Inc. (MEDP). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-56.68%
-8.69%
AMN
MEDP

Key characteristics

Sharpe Ratio

AMN:

-1.09

MEDP:

0.42

Sortino Ratio

AMN:

-1.71

MEDP:

0.82

Omega Ratio

AMN:

0.75

MEDP:

1.12

Calmar Ratio

AMN:

-0.79

MEDP:

0.54

Martin Ratio

AMN:

-1.49

MEDP:

0.99

Ulcer Index

AMN:

43.57%

MEDP:

17.68%

Daily Std Dev

AMN:

59.66%

MEDP:

42.11%

Max Drawdown

AMN:

-89.99%

MEDP:

-42.87%

Current Drawdown

AMN:

-78.98%

MEDP:

-24.12%

Fundamentals

Market Cap

AMN:

$1.02B

MEDP:

$10.78B

EPS

AMN:

$1.43

MEDP:

$11.55

PE Ratio

AMN:

18.67

MEDP:

30.04

PEG Ratio

AMN:

1.71

MEDP:

1.63

Total Revenue (TTM)

AMN:

$2.25B

MEDP:

$1.57B

Gross Profit (TTM)

AMN:

$614.57M

MEDP:

$470.75M

EBITDA (TTM)

AMN:

$189.13M

MEDP:

$349.74M

Returns By Period

In the year-to-date period, AMN achieves a 11.62% return, which is significantly higher than MEDP's 4.44% return.


AMN

YTD

11.62%

1M

4.87%

6M

-56.68%

1Y

-63.79%

5Y*

-17.68%

10Y*

2.93%

MEDP

YTD

4.44%

1M

2.22%

6M

-8.69%

1Y

17.50%

5Y*

29.71%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

AMN vs. MEDP — Risk-Adjusted Performance Rank

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

AMN
The Risk-Adjusted Performance Rank of AMN is 44
Overall Rank
The Sharpe Ratio Rank of AMN is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of AMN is 33
Sortino Ratio Rank
The Omega Ratio Rank of AMN is 33
Omega Ratio Rank
The Calmar Ratio Rank of AMN is 55
Calmar Ratio Rank
The Martin Ratio Rank of AMN is 66
Martin Ratio Rank

MEDP
The Risk-Adjusted Performance Rank of MEDP is 6060
Overall Rank
The Sharpe Ratio Rank of MEDP is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of MEDP is 5555
Sortino Ratio Rank
The Omega Ratio Rank of MEDP is 5757
Omega Ratio Rank
The Calmar Ratio Rank of MEDP is 6969
Calmar Ratio Rank
The Martin Ratio Rank of MEDP is 5959
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.

AMN vs. MEDP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AMN Healthcare Services, Inc. (AMN) and Medpace Holdings, Inc. (MEDP). 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.


Sharpe ratio
The chart of Sharpe ratio for AMN, currently valued at -1.09, compared to the broader market-2.000.002.004.00-1.090.42
The chart of Sortino ratio for AMN, currently valued at -1.71, compared to the broader market-4.00-2.000.002.004.00-1.710.82
The chart of Omega ratio for AMN, currently valued at 0.75, compared to the broader market0.501.001.502.000.751.12
The chart of Calmar ratio for AMN, currently valued at -0.79, compared to the broader market0.002.004.006.00-0.790.54
The chart of Martin ratio for AMN, currently valued at -1.49, compared to the broader market-10.000.0010.0020.00-1.490.99
AMN
MEDP

The current AMN Sharpe Ratio is -1.09, which is lower than the MEDP Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of AMN and MEDP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
-1.09
0.42
AMN
MEDP

Dividends

AMN vs. MEDP - Dividend Comparison

Neither AMN nor MEDP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AMN vs. MEDP - Drawdown Comparison

The maximum AMN drawdown since its inception was -89.99%, which is greater than MEDP's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for AMN and MEDP. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-78.98%
-24.12%
AMN
MEDP

Volatility

AMN vs. MEDP - Volatility Comparison

AMN Healthcare Services, Inc. (AMN) has a higher volatility of 11.73% compared to Medpace Holdings, Inc. (MEDP) at 8.87%. This indicates that AMN's price experiences larger fluctuations and is considered to be riskier than MEDP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
11.73%
8.87%
AMN
MEDP

Financials

AMN vs. MEDP - Financials Comparison

This section allows you to compare key financial metrics between AMN Healthcare Services, Inc. and Medpace Holdings, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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