MED vs. VFC

In the year-to-date period, MED achieves a -29.97% return, which is significantly higher than VFC's -46.67% return. Over the past 10 years, MED has outperformed VFC with an annualized return of -5.94%, while VFC has yielded a comparatively lower -13.96% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Medifast, Inc. (MED) and V.F. Corporation (VFC). 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.

The current MED Sharpe Ratio is -1.26, which is lower than the VFC Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of MED and VFC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MED has not paid dividends to shareholders, while VFC's dividend yield for the trailing twelve months is around 3.16%.

The maximum MED drawdown since its inception was -98.33%, which is greater than VFC's maximum drawdown of -88.41%. Use the drawdown chart below to compare losses from any high point for MED and VFC. For additional features, visit the drawdowns tool.

The current volatility for Medifast, Inc. (MED) is 11.70%, while V.F. Corporation (VFC) has a volatility of 46.89%. This indicates that MED experiences smaller price fluctuations and is considered to be less risky than VFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Medifast, Inc. and V.F. Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.