MED vs. IVV
Compare and contrast key facts about Medifast, Inc. (MED) and iShares Core S&P 500 ETF (IVV).
IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MED or IVV.
Key characteristics
| MED | IVV | |
|---|---|---|
| YTD Return | -72.81% | 26.09% |
| 1Y Return | -73.29% | 33.86% |
| 3Y Return (Ann) | -55.45% | 9.97% |
| 5Y Return (Ann) | -22.39% | 15.60% |
| 10Y Return (Ann) | -1.98% | 13.32% |
| Sharpe Ratio | -1.35 | 2.82 |
| Sortino Ratio | -2.52 | 3.77 |
| Omega Ratio | 0.69 | 1.53 |
| Calmar Ratio | -0.77 | 4.06 |
| Martin Ratio | -1.21 | 18.37 |
| Ulcer Index | 59.77% | 1.86% |
| Daily Std Dev | 53.92% | 12.09% |
| Max Drawdown | -98.33% | -55.25% |
| Current Drawdown | -93.79% | -0.89% |
Correlation
The correlation between MED and IVV is 0.32, 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.
Performance
MED vs. IVV - Performance Comparison
In the year-to-date period, MED achieves a -72.81% return, which is significantly lower than IVV's 26.09% return. Over the past 10 years, MED has underperformed IVV with an annualized return of -1.98%, while IVV has yielded a comparatively higher 13.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MED vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Medifast, Inc. (MED) and iShares Core S&P 500 ETF (IVV). 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.
Dividends
MED vs. IVV - Dividend Comparison
MED has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.25%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IVV iShares Core S&P 500 ETF | 1.25% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
Drawdowns
MED vs. IVV - Drawdown Comparison
The maximum MED drawdown since its inception was -98.33%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for MED and IVV. For additional features, visit the drawdowns tool.
Volatility
MED vs. IVV - Volatility Comparison
Medifast, Inc. (MED) has a higher volatility of 13.91% compared to iShares Core S&P 500 ETF (IVV) at 3.84%. This indicates that MED's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.