MEDP vs. BOXX
MEDP (Medpace Holdings, Inc.) is a stock, while BOXX (Alpha Architect 1-3 Month Box ETF) is Ultrashort Bond fund tracking the Solactive 1-3 Month US T-Bill Index. Over the past 3 years, MEDP returned 28.58%/yr vs 4.75%/yr for BOXX. At a correlation of -0.01, they often move in opposite directions.
Performance
MEDP vs. BOXX - Performance Comparison
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Returns By Period
In the year-to-date period, MEDP achieves a -19.73% return, which is significantly lower than BOXX's 1.58% return.
MEDP
- 1D
- 1.17%
- 1M
- 8.10%
- YTD
- -19.73%
- 6M
- -21.80%
- 1Y
- 47.29%
- 3Y*
- 28.58%
- 5Y*
- 21.65%
- 10Y*
- —
BOXX
- 1D
- 0.00%
- 1M
- 0.28%
- YTD
- 1.58%
- 6M
- 1.97%
- 1Y
- 4.10%
- 3Y*
- 4.75%
- 5Y*
- —
- 10Y*
- —
MEDP vs. BOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MEDP Medpace Holdings, Inc. | -19.73% | 69.05% | 8.38% | 44.31% | 1.89% |
BOXX Alpha Architect 1-3 Month Box ETF | 1.58% | 4.37% | 5.16% | 5.04% | 0.07% |
Correlation
The correlation between MEDP and BOXX is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2022 | -0.01 |
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Return for Risk
MEDP vs. BOXX — Risk / Return Rank
MEDP
BOXX
MEDP vs. BOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Medpace Holdings, Inc. (MEDP) and Alpha Architect 1-3 Month Box ETF (BOXX). 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.
| MEDP | BOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.16 | ||
| Sortino ratioReturn per unit of downside risk | -36.34 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 9.98 | -8.69 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 59.77 | -58.48 |
| Martin ratioReturn relative to average drawdown | 2.98 | 531.84 | -528.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MEDP | BOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 12.84 | -12.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 12.91 | -12.25 |
Drawdowns
MEDP vs. BOXX - Drawdown Comparison
The maximum MEDP drawdown since its inception was -42.87%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for MEDP and BOXX.
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Drawdown Indicators
| MEDP | BOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.87% | -0.12% | -42.75% |
Max Drawdown (1Y)Largest decline over 1 year | -36.61% | -0.07% | -36.54% |
Max Drawdown (3Y)Largest decline over 3 years | -39.38% | -0.12% | -39.26% |
Max Drawdown (5Y)Largest decline over 5 years | -42.87% | — | — |
Current DrawdownCurrent decline from peak | -27.36% | 0.00% | -27.36% |
Average DrawdownAverage peak-to-trough decline | -12.89% | -0.00% | -12.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.92% | 0.01% | +15.91% |
Volatility
MEDP vs. BOXX - Volatility Comparison
Medpace Holdings, Inc. (MEDP) has a higher volatility of 7.02% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.09%. This indicates that MEDP's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEDP | BOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 0.09% | +6.93% |
Volatility (6M)Calculated over the trailing 6-month period | 38.13% | 0.25% | +37.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.32% | 0.32% | +69.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.61% | 0.37% | +51.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.82% | 0.37% | +49.45% |
Dividends
MEDP vs. BOXX - Dividend Comparison
Neither MEDP nor BOXX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 0.00% | 0.00% | 0.26% |
MEDP Medpace Holdings, Inc. | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MEDP and BOXX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MEDP has higher volatility (7.02%) compared to BOXX (0.09%). In terms of maximum drawdown, MEDP dropped -42.87% vs BOXX's -0.12%.
BOXX currently has the higher Sharpe Ratio (12.84 vs 0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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