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FXPO.L vs. MED
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FXPO.L vs. MED - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Ferrexpo plc (FXPO.L) and Medifast, Inc. (MED). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FXPO.L is traded in GBp, while MED is traded in USD. To make them comparable, the MED values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FXPO.L achieves a -99.61% return, which is significantly lower than MED's 11.90% return. Over the past 10 years, FXPO.L has underperformed MED with an annualized return of -33.58%, while MED has yielded a comparatively higher -6.81% annualized return.


FXPO.L

1D
0.00%
1M
-99.00%
YTD
-99.61%
6M
-99.60%
1Y
-99.42%
3Y*
-85.54%
5Y*
-75.98%
10Y*
-33.58%

MED

1D
-0.16%
1M
-5.31%
YTD
11.90%
6M
-4.04%
1Y
-7.26%
3Y*
-47.81%
5Y*
-45.33%
10Y*
-6.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXPO.L vs. MED - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXPO.L
Ferrexpo plc
-99.61%-29.96%20.84%-42.59%-41.55%28.68%103.40%-12.80%-28.55%129.66%
MED
Medifast, Inc.
11.90%-43.71%-73.33%-41.42%-35.45%10.40%80.71%-13.17%92.91%57.43%

Correlation

The correlation between FXPO.L and MED is 0.09, 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

0.09

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

0.04

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

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2007

0.13

Fundamentals

Market Cap

FXPO.L:

£1.72M

MED:

$130.86M

EPS

FXPO.L:

-$0.46

MED:

-$1.82

PS Ratio

FXPO.L:

0.00

MED:

0.38

PB Ratio

FXPO.L:

0.00

MED:

0.66

Total Revenue (TTM)

FXPO.L:

$1.08B

MED:

$346.10M

Gross Profit (TTM)

FXPO.L:

$438.36M

MED:

$242.70M

EBITDA (TTM)

FXPO.L:

-$158.01M

MED:

-$3.86M

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Return for Risk

FXPO.L vs. MED — Risk / Return Rank

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

FXPO.L
FXPO.L Risk / Return Rank: 66
Overall Rank
FXPO.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FXPO.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
FXPO.L Omega Ratio Rank: 44
Omega Ratio Rank
FXPO.L Calmar Ratio Rank: 11
Calmar Ratio Rank
FXPO.L Martin Ratio Rank: 00
Martin Ratio Rank

MED
MED Risk / Return Rank: 3333
Overall Rank
MED Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
MED Sortino Ratio Rank: 3030
Sortino Ratio Rank
MED Omega Ratio Rank: 3131
Omega Ratio Rank
MED Calmar Ratio Rank: 3535
Calmar Ratio Rank
MED Martin Ratio Rank: 3535
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.

FXPO.L vs. MED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ferrexpo plc (FXPO.L) and Medifast, Inc. (MED). 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.


FXPO.LMEDDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

0.77

1.00

-0.22

Calmar ratioReturn relative to maximum drawdown

-1.00

-0.23

-0.77

Martin ratioReturn relative to average drawdown

-2.91

-0.39

-2.51

FXPO.L vs. MED - Sharpe Ratio Comparison

The current FXPO.L Sharpe Ratio is -0.78, which is lower than the MED Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of FXPO.L and MED, 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

FXPO.L vs. MED - Drawdown Comparison

The maximum FXPO.L drawdown since its inception was -99.93%, roughly equal to the maximum MED drawdown of -96.56%. Use the drawdown chart below to compare losses from any high point for FXPO.L and MED.


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Drawdown Indicators


FXPO.LMEDDifference

Max Drawdown

Largest peak-to-trough decline

-99.93%

-96.56%

-3.37%

Max Drawdown (1Y)

Largest decline over 1 year

-99.65%

-36.26%

-63.39%

Max Drawdown (3Y)

Largest decline over 3 years

-99.76%

-91.26%

-8.50%

Max Drawdown (5Y)

Largest decline over 5 years

-99.93%

-96.16%

-3.77%

Max Drawdown (10Y)

Largest decline over 10 years

-99.93%

-96.56%

-3.37%

Current Drawdown

Current decline from peak

-99.93%

-95.72%

-4.21%

Average Drawdown

Average peak-to-trough decline

-58.10%

-39.64%

-18.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.19%

21.00%

+13.19%

Volatility

FXPO.L vs. MED - Volatility Comparison

Ferrexpo plc (FXPO.L) has a higher volatility of 460.52% compared to Medifast, Inc. (MED) at 9.02%. This indicates that FXPO.L's price experiences larger fluctuations and is considered to be riskier than MED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXPO.LMEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

460.52%

9.02%

+451.50%

Volatility (6M)

Calculated over the trailing 6-month period

464.55%

31.91%

+432.64%

Volatility (1Y)

Calculated over the trailing 1-year period

128.16%

41.58%

+86.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

86.83%

44.42%

+42.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.20%

47.43%

+25.77%

Dividends

FXPO.L vs. MED - Dividend Comparison

Neither FXPO.L nor MED has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FXPO.L
Ferrexpo plc
0.00%0.00%2.45%0.00%13.21%25.45%8.45%9.75%7.59%3.51%0.00%0.00%
MED
Medifast, Inc.
0.00%0.00%0.00%7.36%5.69%2.71%2.30%3.08%1.75%2.06%2.57%0.82%

Financials

FXPO.L vs. MED - Financials Comparison

This section allows you to compare key financial metrics between Ferrexpo plc and Medifast, 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B1.40B202120222023202420252026
452.61M
76.04M
(FXPO.L) Total Revenue
(MED) Total Revenue
Values in USD except per share items

FXPO.L vs. MED - Profitability Comparison

The chart below illustrates the profitability comparison between Ferrexpo plc and Medifast, 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%100.0%202120222023202420252026
31.3%
68.1%
Portfolio components
FXPO.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ferrexpo plc reported a gross profit of 141.69M and revenue of 452.61M. Therefore, the gross margin over that period was 31.3%.

MED - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Medifast, Inc. reported a gross profit of 51.76M and revenue of 76.04M. Therefore, the gross margin over that period was 68.1%.

FXPO.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ferrexpo plc reported an operating income of -194.14M and revenue of 452.61M, resulting in an operating margin of -42.9%.

MED - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Medifast, Inc. reported an operating income of -3.30M and revenue of 76.04M, resulting in an operating margin of -4.3%.

FXPO.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ferrexpo plc reported a net income of -196.00M and revenue of 452.61M, resulting in a net margin of -43.3%.

MED - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Medifast, Inc. reported a net income of -2.12M and revenue of 76.04M, resulting in a net margin of -2.8%.


Frequently Asked Questions


FXPO.L and MED have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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