ENVA vs. MEDP
ENVA (Enova International, Inc.) and MEDP (Medpace Holdings, Inc.) are both stocks. ENVA operates in Credit Services (Financial Services), while MEDP operates in Diagnostics & Research (Healthcare). Over the past 5 years, ENVA returned 36.19%/yr vs 21.82%/yr for MEDP. At a 0.32 correlation, their price movements are largely independent.
Performance
ENVA vs. MEDP - Performance Comparison
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Returns By Period
In the year-to-date period, ENVA achieves a 9.12% return, which is significantly higher than MEDP's -18.47% return.
ENVA
- 1D
- 1.61%
- 1M
- -1.92%
- YTD
- 9.12%
- 6M
- 26.22%
- 1Y
- 77.69%
- 3Y*
- 49.36%
- 5Y*
- 36.19%
- 10Y*
- 36.71%
MEDP
- 1D
- 0.80%
- 1M
- 8.00%
- YTD
- -18.47%
- 6M
- -16.62%
- 1Y
- 54.44%
- 3Y*
- 30.12%
- 5Y*
- 21.82%
- 10Y*
- —
ENVA vs. MEDP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENVA Enova International, Inc. | 9.12% | 63.95% | 73.19% | 44.28% | -6.32% | 65.36% | 2.95% | 23.64% | 28.03% | 21.12% |
MEDP Medpace Holdings, Inc. | -18.47% | 69.05% | 8.38% | 44.31% | -2.40% | 56.35% | 65.60% | 58.81% | 45.97% | 0.53% |
Correlation
The correlation between ENVA and MEDP is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Aug 12, 2016 | 0.32 |
Fundamentals
ENVA:
$4.52B
MEDP:
$13.26B
ENVA:
$12.29
MEDP:
$15.63
ENVA:
13.95
MEDP:
29.29
ENVA:
0.76
MEDP:
0.88
ENVA:
1.39
MEDP:
5.04
ENVA:
3.22
MEDP:
22.17
ENVA:
$3.28B
MEDP:
$2.68B
ENVA:
$1.23B
MEDP:
$778.59M
ENVA:
$456.13M
MEDP:
$572.96M
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Return for Risk
ENVA vs. MEDP — Risk / Return Rank
ENVA
MEDP
ENVA vs. MEDP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enova International, Inc. (ENVA) 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.
| ENVA | MEDP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.32 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 1.49 | +1.66 |
| Martin ratioReturn relative to average drawdown | 8.14 | 3.38 | +4.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ENVA | MEDP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 0.79 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.43 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.67 | -0.33 |
Drawdowns
ENVA vs. MEDP - Drawdown Comparison
The maximum ENVA drawdown since its inception was -81.56%, which is greater than MEDP's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for ENVA and MEDP.
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Drawdown Indicators
| ENVA | MEDP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.56% | -42.87% | -38.69% |
Max Drawdown (1Y)Largest decline over 1 year | -24.75% | -36.61% | +11.86% |
Max Drawdown (3Y)Largest decline over 3 years | -37.01% | -39.38% | +2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -42.84% | -42.87% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -77.57% | — | — |
Current DrawdownCurrent decline from peak | -1.92% | -26.22% | +24.30% |
Average DrawdownAverage peak-to-trough decline | -29.60% | -12.91% | -16.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.57% | 16.16% | -6.59% |
Volatility
ENVA vs. MEDP - Volatility Comparison
Enova International, Inc. (ENVA) has a higher volatility of 10.45% compared to Medpace Holdings, Inc. (MEDP) at 6.61%. This indicates that ENVA'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.
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Volatility by Period
| ENVA | MEDP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.45% | 6.61% | +3.84% |
Volatility (6M)Calculated over the trailing 6-month period | 28.16% | 37.78% | -9.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.08% | 69.11% | -31.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.29% | 51.61% | -11.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.22% | 49.80% | -0.58% |
Dividends
ENVA vs. MEDP - Dividend Comparison
Neither ENVA nor MEDP has paid dividends to shareholders.
Financials
ENVA vs. MEDP - Financials Comparison
This section allows you to compare key financial metrics between Enova International, 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.
Total Revenue: Total amount of money received from sales and other business activities
ENVA vs. MEDP - Profitability Comparison
ENVA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enova International, Inc. reported a gross profit of 0.00 and revenue of 875.14M. Therefore, the gross margin over that period was 0.0%.
MEDP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Medpace Holdings, Inc. reported a gross profit of 196.33M and revenue of 706.60M. Therefore, the gross margin over that period was 27.8%.
ENVA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enova International, Inc. reported an operating income of 207.11M and revenue of 875.14M, resulting in an operating margin of 23.7%.
MEDP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Medpace Holdings, Inc. reported an operating income of 141.50M and revenue of 706.60M, resulting in an operating margin of 20.0%.
ENVA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enova International, Inc. reported a net income of 91.10M and revenue of 875.14M, resulting in a net margin of 10.4%.
MEDP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Medpace Holdings, Inc. reported a net income of 123.87M and revenue of 706.60M, resulting in a net margin of 17.5%.
Frequently Asked Questions
ENVA and MEDP have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENVA has higher volatility (10.45%) compared to MEDP (6.61%). In terms of maximum drawdown, ENVA dropped -81.56% vs MEDP's -42.87%.
ENVA currently has the higher Sharpe Ratio (2.06 vs 0.79), 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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