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

Performance

MED vs. FXPO.L - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, MED achieves a 11.33% return, which is significantly higher than FXPO.L's -99.62% return. Over the past 10 years, MED has outperformed FXPO.L with an annualized return of -7.29%, while FXPO.L has yielded a comparatively lower -34.01% annualized return.


MED

1D
-0.25%
1M
-4.73%
YTD
11.33%
6M
-3.80%
1Y
-8.40%
3Y*
-46.74%
5Y*
-45.89%
10Y*
-7.29%

FXPO.L

1D
0.07%
1M
-99.00%
YTD
-99.62%
6M
-99.60%
1Y
-99.43%
3Y*
-85.25%
5Y*
-76.25%
10Y*
-34.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MED vs. FXPO.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MED
Medifast, Inc.
11.33%-39.39%-73.79%-38.34%-42.31%9.36%86.18%-9.73%82.11%72.33%
FXPO.L
Ferrexpo plc
-99.62%-24.68%18.82%-39.56%-47.80%27.52%109.63%-9.30%-32.59%151.52%

Correlation

The correlation between MED and FXPO.L 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

0.05

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

0.13

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

0.13

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

0.17

The correlation between MED and FXPO.L shifts across timeframes, from 0.05 (3 years) to 0.17 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MED:

$130.86M

FXPO.L:

£1.72M

EPS

MED:

-$1.82

FXPO.L:

-$0.46

PS Ratio

MED:

0.38

FXPO.L:

0.00

PB Ratio

MED:

0.66

FXPO.L:

0.00

Total Revenue (TTM)

MED:

$346.10M

FXPO.L:

$1.08B

Gross Profit (TTM)

MED:

$242.70M

FXPO.L:

$438.36M

EBITDA (TTM)

MED:

-$3.86M

FXPO.L:

-$158.01M

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Return for Risk

MED vs. FXPO.L — Risk / Return Rank

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

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

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
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.

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

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


MEDFXPO.LDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

0.99

0.78

+0.22

Calmar ratioReturn relative to maximum drawdown

-0.26

-1.00

+0.74

Martin ratioReturn relative to average drawdown

-0.44

-2.88

+2.44

MED vs. FXPO.L - Sharpe Ratio Comparison

The current MED Sharpe Ratio is -0.23, which is higher than the FXPO.L Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of MED and FXPO.L, 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

MED vs. FXPO.L - Drawdown Comparison

The maximum MED drawdown since its inception was -98.40%, roughly equal to the maximum FXPO.L drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for MED and FXPO.L.


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Drawdown Indicators


MEDFXPO.LDifference

Max Drawdown

Largest peak-to-trough decline

-98.40%

-99.93%

+1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-37.39%

-99.65%

+62.26%

Max Drawdown (3Y)

Largest decline over 3 years

-90.91%

-99.75%

+8.84%

Max Drawdown (5Y)

Largest decline over 5 years

-96.29%

-99.93%

+3.64%

Max Drawdown (10Y)

Largest decline over 10 years

-96.76%

-99.93%

+3.17%

Current Drawdown

Current decline from peak

-95.96%

-99.93%

+3.97%

Average Drawdown

Average peak-to-trough decline

-50.84%

-64.17%

+13.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.83%

34.49%

-12.66%

Volatility

MED vs. FXPO.L - Volatility Comparison

The current volatility for Medifast, Inc. (MED) is 8.94%, while Ferrexpo plc (FXPO.L) has a volatility of 459.55%. This indicates that MED experiences smaller price fluctuations and is considered to be less risky than FXPO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEDFXPO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.94%

459.55%

-450.61%

Volatility (6M)

Calculated over the trailing 6-month period

31.69%

463.75%

-432.06%

Volatility (1Y)

Calculated over the trailing 1-year period

41.90%

128.51%

-86.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.25%

87.84%

-42.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.68%

74.30%

-26.62%

Dividends

MED vs. FXPO.L - Dividend Comparison

Neither MED nor FXPO.L 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

MED vs. FXPO.L - Financials Comparison

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


0.00200.00M400.00M600.00M800.00M1.00B1.20B1.40B20222023202420252026
76.04M
452.61M
(MED) Total Revenue
(FXPO.L) Total Revenue
Values in USD except per share items

MED vs. FXPO.L - Profitability Comparison

The chart below illustrates the profitability comparison between Medifast, Inc. and Ferrexpo plc 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%20222023202420252026
68.1%
31.3%
Portfolio components
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 - 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 - 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 - 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 - 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%.

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%.


Frequently Asked Questions


MED and FXPO.L 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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