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MD vs. CHE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MD and CHE is 0.45, 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.


Performance

MD vs. CHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MEDNAX, Inc. (MD) and Chemed Corporation (CHE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MD:

1.42

CHE:

-0.01

Sortino Ratio

MD:

2.18

CHE:

0.09

Omega Ratio

MD:

1.25

CHE:

1.01

Calmar Ratio

MD:

0.64

CHE:

-0.07

Martin Ratio

MD:

4.62

CHE:

-0.20

Ulcer Index

MD:

13.10%

CHE:

7.02%

Daily Std Dev

MD:

55.53%

CHE:

24.51%

Max Drawdown

MD:

-93.99%

CHE:

-56.47%

Current Drawdown

MD:

-87.10%

CHE:

-12.07%

Fundamentals

Market Cap

MD:

$1.25B

CHE:

$8.34B

EPS

MD:

-$1.00

CHE:

$20.49

PEG Ratio

MD:

0.88

CHE:

2.25

PS Ratio

MD:

0.63

CHE:

3.35

PB Ratio

MD:

1.57

CHE:

7.04

Total Revenue (TTM)

MD:

$1.98B

CHE:

$2.49B

Gross Profit (TTM)

MD:

$453.32M

CHE:

$834.93M

EBITDA (TTM)

MD:

-$57.10M

CHE:

$452.20M

Returns By Period

In the year-to-date period, MD achieves a 10.75% return, which is significantly higher than CHE's 7.73% return. Over the past 10 years, MD has underperformed CHE with an annualized return of -14.54%, while CHE has yielded a comparatively higher 17.33% annualized return.


MD

YTD

10.75%

1M

7.15%

6M

-7.80%

1Y

76.76%

5Y*

0.58%

10Y*

-14.54%

CHE

YTD

7.73%

1M

-3.42%

6M

2.33%

1Y

-0.53%

5Y*

5.78%

10Y*

17.33%

*Annualized

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Risk-Adjusted Performance

MD vs. CHE — Risk-Adjusted Performance Rank

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

MD
The Risk-Adjusted Performance Rank of MD is 8585
Overall Rank
The Sharpe Ratio Rank of MD is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of MD is 8888
Sortino Ratio Rank
The Omega Ratio Rank of MD is 8383
Omega Ratio Rank
The Calmar Ratio Rank of MD is 7777
Calmar Ratio Rank
The Martin Ratio Rank of MD is 8686
Martin Ratio Rank

CHE
The Risk-Adjusted Performance Rank of CHE is 4545
Overall Rank
The Sharpe Ratio Rank of CHE is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of CHE is 3939
Sortino Ratio Rank
The Omega Ratio Rank of CHE is 4040
Omega Ratio Rank
The Calmar Ratio Rank of CHE is 4747
Calmar Ratio Rank
The Martin Ratio Rank of CHE is 4747
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.

MD vs. CHE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MEDNAX, Inc. (MD) and Chemed Corporation (CHE). 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.


The current MD Sharpe Ratio is 1.42, which is higher than the CHE Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of MD and CHE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

MD vs. CHE - Dividend Comparison

MD has not paid dividends to shareholders, while CHE's dividend yield for the trailing twelve months is around 0.33%.


TTM20242023202220212020201920182017201620152014
MD
MEDNAX, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CHE
Chemed Corporation
0.33%0.34%0.27%0.29%0.26%0.25%0.28%0.41%0.44%0.62%0.61%0.79%

Drawdowns

MD vs. CHE - Drawdown Comparison

The maximum MD drawdown since its inception was -93.99%, which is greater than CHE's maximum drawdown of -56.47%. Use the drawdown chart below to compare losses from any high point for MD and CHE. For additional features, visit the drawdowns tool.


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Volatility

MD vs. CHE - Volatility Comparison

MEDNAX, Inc. (MD) has a higher volatility of 15.19% compared to Chemed Corporation (CHE) at 9.52%. This indicates that MD's price experiences larger fluctuations and is considered to be riskier than CHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

MD vs. CHE - Financials Comparison

This section allows you to compare key financial metrics between MEDNAX, Inc. and Chemed Corporation. 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


400.00M500.00M600.00M700.00M800.00M20212022202320242025
458.36M
646.94M
(MD) Total Revenue
(CHE) Total Revenue
Values in USD except per share items

MD vs. CHE - Profitability Comparison

The chart below illustrates the profitability comparison between MEDNAX, Inc. and Chemed Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%20212022202320242025
22.4%
31.0%
(MD) Gross Margin
(CHE) Gross Margin
MD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, MEDNAX, Inc. reported a gross profit of 102.64M and revenue of 458.36M. Therefore, the gross margin over that period was 22.4%.

CHE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Chemed Corporation reported a gross profit of 200.40M and revenue of 646.94M. Therefore, the gross margin over that period was 31.0%.

MD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, MEDNAX, Inc. reported an operating income of 38.71M and revenue of 458.36M, resulting in an operating margin of 8.4%.

CHE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Chemed Corporation reported an operating income of 94.76M and revenue of 646.94M, resulting in an operating margin of 14.7%.

MD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, MEDNAX, Inc. reported a net income of 20.74M and revenue of 458.36M, resulting in a net margin of 4.5%.

CHE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Chemed Corporation reported a net income of 71.76M and revenue of 646.94M, resulting in a net margin of 11.1%.