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MED vs. GPC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MED and GPC is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

MED vs. GPC - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
330.87%
1,151.64%
MED
GPC

Key characteristics

Sharpe Ratio

MED:

-1.38

GPC:

-0.41

Sortino Ratio

MED:

-2.69

GPC:

-0.34

Omega Ratio

MED:

0.68

GPC:

0.94

Calmar Ratio

MED:

-0.79

GPC:

-0.35

Martin Ratio

MED:

-1.21

GPC:

-0.94

Ulcer Index

MED:

61.96%

GPC:

13.81%

Daily Std Dev

MED:

54.22%

GPC:

31.64%

Max Drawdown

MED:

-98.33%

GPC:

-54.89%

Current Drawdown

MED:

-94.25%

GPC:

-34.76%

Fundamentals

Market Cap

MED:

$203.33M

GPC:

$16.47B

EPS

MED:

$0.67

GPC:

$7.76

PE Ratio

MED:

27.75

GPC:

15.27

PEG Ratio

MED:

1.95

GPC:

4.76

Total Revenue (TTM)

MED:

$674.48M

GPC:

$23.30B

Gross Profit (TTM)

MED:

$497.77M

GPC:

$8.30B

EBITDA (TTM)

MED:

$20.46M

GPC:

$1.89B

Returns By Period

In the year-to-date period, MED achieves a -74.83% return, which is significantly lower than GPC's -13.99% return. Over the past 10 years, MED has underperformed GPC with an annualized return of -3.96%, while GPC has yielded a comparatively higher 3.62% annualized return.


MED

YTD

-74.83%

1M

-6.83%

6M

-15.53%

1Y

-75.18%

5Y*

-28.13%

10Y*

-3.96%

GPC

YTD

-13.99%

1M

-3.39%

6M

-16.90%

1Y

-13.97%

5Y*

4.66%

10Y*

3.62%

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Risk-Adjusted Performance

MED vs. GPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Medifast, Inc. (MED) and Genuine Parts Company (GPC). 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 MED, currently valued at -1.38, compared to the broader market-4.00-2.000.002.00-1.38-0.41
The chart of Sortino ratio for MED, currently valued at -2.69, compared to the broader market-4.00-2.000.002.004.00-2.69-0.34
The chart of Omega ratio for MED, currently valued at 0.68, compared to the broader market0.501.001.502.000.680.94
The chart of Calmar ratio for MED, currently valued at -0.79, compared to the broader market0.002.004.006.00-0.79-0.35
The chart of Martin ratio for MED, currently valued at -1.21, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.21-0.94
MED
GPC

The current MED Sharpe Ratio is -1.38, which is lower than the GPC Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of MED and GPC, 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-1.50-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-1.38
-0.41
MED
GPC

Dividends

MED vs. GPC - Dividend Comparison

MED has not paid dividends to shareholders, while GPC's dividend yield for the trailing twelve months is around 3.46%.


TTM20232022202120202019201820172016201520142013
MED
Medifast, Inc.
0.00%7.36%5.69%2.71%2.30%3.08%1.75%2.06%2.57%0.82%0.00%0.00%
GPC
Genuine Parts Company
3.46%2.74%2.06%2.33%3.15%2.87%3.00%2.84%2.75%2.86%2.16%2.58%

Drawdowns

MED vs. GPC - Drawdown Comparison

The maximum MED drawdown since its inception was -98.33%, which is greater than GPC's maximum drawdown of -54.89%. Use the drawdown chart below to compare losses from any high point for MED and GPC. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-94.25%
-34.76%
MED
GPC

Volatility

MED vs. GPC - Volatility Comparison

Medifast, Inc. (MED) has a higher volatility of 14.87% compared to Genuine Parts Company (GPC) at 6.88%. This indicates that MED's price experiences larger fluctuations and is considered to be riskier than GPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
14.87%
6.88%
MED
GPC

Financials

MED vs. GPC - Financials Comparison

This section allows you to compare key financial metrics between Medifast, Inc. and Genuine Parts Company. 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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