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MED vs. JWN
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MED vs. JWN - Performance Comparison

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

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MED vs. JWN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MED
Medifast, Inc.
-4.59%-39.39%-73.79%-38.34%-42.31%9.36%86.18%-9.73%82.11%72.33%
JWN
Nordstrom, Inc.
0.00%4.23%35.73%19.92%-26.18%-27.52%-22.76%-8.38%1.14%2.30%

Fundamentals

Total Revenue (TTM)

MED:

$385.79M

JWN:

$15.02B

Gross Profit (TTM)

MED:

$275.19M

JWN:

$5.62B

EBITDA (TTM)

MED:

$1.45M

JWN:

$1.31B

Returns By Period


MED

1D
2.00%
1M
-3.23%
YTD
-4.59%
6M
-25.46%
1Y
-24.41%
3Y*
-53.24%
5Y*
-44.69%
10Y*
-7.88%

JWN

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MED vs. JWN — Risk / Return Rank

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

MED
MED Risk / Return Rank: 1616
Overall Rank
MED Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MED Sortino Ratio Rank: 1515
Sortino Ratio Rank
MED Omega Ratio Rank: 1717
Omega Ratio Rank
MED Calmar Ratio Rank: 1818
Calmar Ratio Rank
MED Martin Ratio Rank: 1414
Martin Ratio Rank

JWN
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. JWN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Medifast, Inc. (MED) and Nordstrom, Inc. (JWN). 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.


MEDJWNDifference

Sharpe ratio

Return per unit of total volatility

-0.64

Sortino ratio

Return per unit of downside risk

-0.75

Omega ratio

Gain probability vs. loss probability

0.92

Calmar ratio

Return relative to maximum drawdown

-0.70

Martin ratio

Return relative to average drawdown

-1.37

MED vs. JWN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MEDJWNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

Correlation

The correlation between MED and JWN is 0.18, 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.


Dividends

MED vs. JWN - Dividend Comparison

MED has not paid dividends to shareholders, while JWN's dividend yield for the trailing twelve months is around 1.01%.


TTM20252024202320222021202020192018201720162015
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%
JWN
Nordstrom, Inc.
1.01%2.03%3.15%4.12%4.71%0.00%1.19%3.62%3.18%3.12%3.09%12.71%

Drawdowns

MED vs. JWN - Drawdown Comparison


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Drawdown Indicators


MEDJWNDifference

Max Drawdown

Largest peak-to-trough decline

-98.40%

Max Drawdown (1Y)

Largest decline over 1 year

-37.39%

Max Drawdown (5Y)

Largest decline over 5 years

-96.76%

Max Drawdown (10Y)

Largest decline over 10 years

-96.76%

Current Drawdown

Current decline from peak

-96.54%

Average Drawdown

Average peak-to-trough decline

-50.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.18%

Volatility

MED vs. JWN - Volatility Comparison


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Volatility by Period


MEDJWNDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.03%

Volatility (6M)

Calculated over the trailing 6-month period

24.44%

Volatility (1Y)

Calculated over the trailing 1-year period

38.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.09%

Financials

MED vs. JWN - Financials Comparison

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


0.001.00B2.00B3.00B4.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
75.10M
4.32B
(MED) Total Revenue
(JWN) Total Revenue
Values in USD except per share items