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MDMG.ME vs. USPH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MDMG.ME vs. USPH - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in MD Medical Group Investments Plc (MDMG.ME) and U.S. Physical Therapy, Inc. (USPH). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MDMG.ME is traded in RUB, while USPH is traded in USD. To make them comparable, the USPH values have been converted to RUB using the latest available exchange rates.

Returns By Period

In the year-to-date period, MDMG.ME achieves a -12.00% return, which is significantly higher than USPH's -23.33% return.


MDMG.ME

1D
-0.46%
1M
1.92%
YTD
-12.00%
6M
-5.65%
1Y
34.91%
3Y*
32.91%
5Y*
18.48%
10Y*

USPH

1D
3.08%
1M
-14.50%
YTD
-23.33%
6M
-17.51%
1Y
-18.18%
3Y*
-17.33%
5Y*
-9.99%
10Y*
3.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDMG.ME vs. USPH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MDMG.ME
MD Medical Group Investments Plc
-12.00%66.59%17.55%115.53%-45.86%83.95%-1.94%
USPH
U.S. Physical Therapy, Inc.
-23.33%-35.04%19.16%44.17%-16.62%-18.31%4.52%

Correlation

The correlation between MDMG.ME and USPH is -0.00, 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

-0.00

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

-0.02

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

0.02

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2020

0.03

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Return for Risk

MDMG.ME vs. USPH — Risk / Return Rank

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

MDMG.ME
MDMG.ME Risk / Return Rank: 7878
Overall Rank
MDMG.ME Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
MDMG.ME Sortino Ratio Rank: 7979
Sortino Ratio Rank
MDMG.ME Omega Ratio Rank: 7878
Omega Ratio Rank
MDMG.ME Calmar Ratio Rank: 7575
Calmar Ratio Rank
MDMG.ME Martin Ratio Rank: 7575
Martin Ratio Rank

USPH
USPH Risk / Return Rank: 2626
Overall Rank
USPH Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
USPH Sortino Ratio Rank: 2626
Sortino Ratio Rank
USPH Omega Ratio Rank: 2525
Omega Ratio Rank
USPH Calmar Ratio Rank: 2828
Calmar Ratio Rank
USPH Martin Ratio Rank: 2323
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.

MDMG.ME vs. USPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MD Medical Group Investments Plc (MDMG.ME) and U.S. Physical Therapy, Inc. (USPH). 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.


MDMG.MEUSPHDifference
Sharpe ratioReturn per unit of total volatility

+2.05

Sortino ratioReturn per unit of downside risk

+2.56

Omega ratioGain probability vs. loss probability

1.28

0.95

+0.33

Calmar ratioReturn relative to maximum drawdown

1.97

-0.45

+2.42

Martin ratioReturn relative to average drawdown

4.74

-1.08

+5.82

MDMG.ME vs. USPH - Sharpe Ratio Comparison

The current MDMG.ME Sharpe Ratio is 1.62, which is higher than the USPH Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of MDMG.ME and USPH, 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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Sharpe Ratios by Period


MDMG.MEUSPHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

-0.43

+2.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

-0.21

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.38

+0.35

Drawdowns

MDMG.ME vs. USPH - Drawdown Comparison

The maximum MDMG.ME drawdown since its inception was -63.61%, smaller than the maximum USPH drawdown of -67.55%. Use the drawdown chart below to compare losses from any high point for MDMG.ME and USPH.


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Drawdown Indicators


MDMG.MEUSPHDifference

Max Drawdown

Largest peak-to-trough decline

-63.61%

-67.55%

+3.94%

Max Drawdown (1Y)

Largest decline over 1 year

-17.54%

-40.48%

+22.94%

Max Drawdown (3Y)

Largest decline over 3 years

-33.19%

-60.30%

+27.11%

Max Drawdown (5Y)

Largest decline over 5 years

-63.61%

-67.55%

+3.94%

Max Drawdown (10Y)

Largest decline over 10 years

-67.55%

Current Drawdown

Current decline from peak

-15.11%

-61.55%

+46.44%

Average Drawdown

Average peak-to-trough decline

-18.70%

-18.37%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.32%

16.89%

-9.57%

Volatility

MDMG.ME vs. USPH - Volatility Comparison

The current volatility for MD Medical Group Investments Plc (MDMG.ME) is 5.61%, while U.S. Physical Therapy, Inc. (USPH) has a volatility of 26.11%. This indicates that MDMG.ME experiences smaller price fluctuations and is considered to be less risky than USPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDMG.MEUSPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

26.11%

-20.50%

Volatility (6M)

Calculated over the trailing 6-month period

13.30%

32.75%

-19.45%

Volatility (1Y)

Calculated over the trailing 1-year period

21.36%

42.58%

-21.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.19%

47.16%

-10.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.68%

44.25%

-8.57%

Dividends

MDMG.ME vs. USPH - Dividend Comparison

MDMG.ME has not paid dividends to shareholders, while USPH's dividend yield for the trailing twelve months is around 2.87%.


PositionTTM20252024202320222021202020192018201720162015
MDMG.ME
MD Medical Group Investments Plc
0.00%0.00%1.69%13.85%2.01%4.69%0.00%0.00%0.00%0.00%0.00%0.00%
USPH
U.S. Physical Therapy, Inc.
2.87%2.31%1.98%1.85%2.02%1.53%0.27%1.00%0.90%1.11%0.97%1.12%

Financials

MDMG.ME vs. USPH - Financials Comparison

This section allows you to compare key financial metrics between MD Medical Group Investments Plc and U.S. Physical Therapy, 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


Please note, different currencies. MDMG.ME values in RUB, USPH values in USD

Frequently Asked Questions


MDMG.ME and USPH have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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