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

Correlation

The correlation between INMD and MEDP is 0.41, 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.


-0.50.00.51.00.4

Performance

INMD vs. MEDP - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
16.74%
-11.78%
INMD
MEDP

Key characteristics

Sharpe Ratio

INMD:

-0.41

MEDP:

-0.30

Sortino Ratio

INMD:

-0.33

MEDP:

-0.14

Omega Ratio

INMD:

0.96

MEDP:

0.98

Calmar Ratio

INMD:

-0.20

MEDP:

-0.37

Martin Ratio

INMD:

-0.72

MEDP:

-0.65

Ulcer Index

INMD:

23.27%

MEDP:

18.40%

Daily Std Dev

INMD:

40.64%

MEDP:

40.26%

Max Drawdown

INMD:

-84.79%

MEDP:

-42.87%

Current Drawdown

INMD:

-80.62%

MEDP:

-24.59%

Fundamentals

Market Cap

INMD:

$1.35B

MEDP:

$10.48B

EPS

INMD:

$2.25

MEDP:

$12.62

PE Ratio

INMD:

8.62

MEDP:

27.26

PEG Ratio

INMD:

2.90

MEDP:

1.86

Total Revenue (TTM)

INMD:

$400.98M

MEDP:

$2.11B

Gross Profit (TTM)

INMD:

$322.48M

MEDP:

$649.07M

EBITDA (TTM)

INMD:

$95.00M

MEDP:

$475.12M

Returns By Period

In the year-to-date period, INMD achieves a 13.59% return, which is significantly higher than MEDP's 3.80% return.


INMD

YTD

13.59%

1M

11.85%

6M

22.47%

1Y

-8.97%

5Y*

-0.55%

10Y*

N/A

MEDP

YTD

3.80%

1M

-0.77%

6M

-10.73%

1Y

-10.74%

5Y*

28.30%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

INMD vs. MEDP — Risk-Adjusted Performance Rank

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

INMD
The Risk-Adjusted Performance Rank of INMD is 2828
Overall Rank
The Sharpe Ratio Rank of INMD is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of INMD is 2424
Sortino Ratio Rank
The Omega Ratio Rank of INMD is 2424
Omega Ratio Rank
The Calmar Ratio Rank of INMD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of INMD is 3131
Martin Ratio Rank

MEDP
The Risk-Adjusted Performance Rank of MEDP is 2929
Overall Rank
The Sharpe Ratio Rank of MEDP is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of MEDP is 2929
Sortino Ratio Rank
The Omega Ratio Rank of MEDP is 2828
Omega Ratio Rank
The Calmar Ratio Rank of MEDP is 2525
Calmar Ratio Rank
The Martin Ratio Rank of MEDP is 3333
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.

INMD vs. MEDP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InMode Ltd. (INMD) 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 INMD, currently valued at -0.41, compared to the broader market-2.000.002.00-0.41-0.30
The chart of Sortino ratio for INMD, currently valued at -0.33, compared to the broader market-4.00-2.000.002.004.006.00-0.33-0.14
The chart of Omega ratio for INMD, currently valued at 0.96, compared to the broader market0.501.001.502.000.960.98
The chart of Calmar ratio for INMD, currently valued at -0.20, compared to the broader market0.002.004.006.00-0.20-0.37
The chart of Martin ratio for INMD, currently valued at -0.72, compared to the broader market-10.000.0010.0020.0030.00-0.72-0.65
INMD
MEDP

The current INMD Sharpe Ratio is -0.41, which is lower than the MEDP Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of INMD 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-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.41
-0.30
INMD
MEDP

Dividends

INMD vs. MEDP - Dividend Comparison

Neither INMD nor MEDP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

INMD vs. MEDP - Drawdown Comparison

The maximum INMD drawdown since its inception was -84.79%, which is greater than MEDP's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for INMD and MEDP. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-80.62%
-24.59%
INMD
MEDP

Volatility

INMD vs. MEDP - Volatility Comparison

The current volatility for InMode Ltd. (INMD) is 8.30%, while Medpace Holdings, Inc. (MEDP) has a volatility of 10.25%. This indicates that INMD experiences smaller price fluctuations and is considered to be less risky than MEDP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%SeptemberOctoberNovemberDecember2025February
8.30%
10.25%
INMD
MEDP

Financials

INMD vs. MEDP - Financials Comparison

This section allows you to compare key financial metrics between InMode Ltd. 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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