MEDP vs. CB
MEDP (Medpace Holdings, Inc.) and CB (Chubb Limited) are both stocks. MEDP operates in Diagnostics & Research (Healthcare), while CB operates in Insurance - Property & Casualty (Financial Services). Over the past 5 years, MEDP returned 21.82%/yr vs 15.72%/yr for CB. At a 0.18 correlation, their price movements are largely independent.
Performance
MEDP vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, MEDP achieves a -18.47% return, which is significantly lower than CB's 3.43% return.
MEDP
- 1D
- 0.80%
- 1M
- 8.00%
- YTD
- -18.47%
- 6M
- -16.62%
- 1Y
- 54.44%
- 3Y*
- 30.12%
- 5Y*
- 21.82%
- 10Y*
- —
CB
- 1D
- -1.35%
- 1M
- 0.70%
- YTD
- 3.43%
- 6M
- 8.96%
- 1Y
- 10.97%
- 3Y*
- 20.64%
- 5Y*
- 15.72%
- 10Y*
- 11.89%
MEDP vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEDP Medpace Holdings, Inc. | -18.47% | 69.05% | 8.38% | 44.31% | -2.40% | 56.35% | 65.60% | 58.81% | 45.97% | 0.53% |
CB Chubb Limited | 3.43% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Correlation
The correlation between MEDP and CB is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Aug 12, 2016 | 0.18 |
The correlation between MEDP and CB shifts across timeframes, from -0.05 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MEDP:
$13.26B
CB:
$127.01B
MEDP:
$15.63
CB:
$28.35
MEDP:
29.29
CB:
11.35
MEDP:
0.88
CB:
0.79
MEDP:
5.04
CB:
2.67
MEDP:
22.17
CB:
1.59
MEDP:
$2.68B
CB:
$48.15B
MEDP:
$778.59M
CB:
$17.01B
MEDP:
$572.96M
CB:
$12.22B
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Return for Risk
MEDP vs. CB — Risk / Return Rank
MEDP
CB
MEDP vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Medpace Holdings, Inc. (MEDP) and Chubb Limited (CB). 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 | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.12 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.18 | +0.32 |
| Martin ratioReturn relative to average drawdown | 3.38 | 2.70 | +0.68 |
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 | CB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.62 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.78 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.40 | +0.27 |
Drawdowns
MEDP vs. CB - Drawdown Comparison
The maximum MEDP drawdown since its inception was -42.87%, smaller than the maximum CB drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for MEDP and CB.
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Drawdown Indicators
| MEDP | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.87% | -50.99% | +8.12% |
Max Drawdown (1Y)Largest decline over 1 year | -36.61% | -9.36% | -27.25% |
Max Drawdown (3Y)Largest decline over 3 years | -39.38% | -14.35% | -25.03% |
Max Drawdown (5Y)Largest decline over 5 years | -42.87% | -19.26% | -23.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.59% | — |
Current DrawdownCurrent decline from peak | -26.22% | -5.81% | -20.41% |
Average DrawdownAverage peak-to-trough decline | -12.91% | -10.68% | -2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.16% | 4.52% | +11.64% |
Volatility
MEDP vs. CB - Volatility Comparison
Medpace Holdings, Inc. (MEDP) has a higher volatility of 6.61% compared to Chubb Limited (CB) at 6.11%. This indicates that MEDP's price experiences larger fluctuations and is considered to be riskier than CB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEDP | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 6.11% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 37.78% | 13.14% | +24.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.11% | 17.69% | +51.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.61% | 20.34% | +31.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.80% | 23.69% | +26.11% |
Dividends
MEDP vs. CB - Dividend Comparison
MEDP has not paid dividends to shareholders, while CB's dividend yield for the trailing twelve months is around 1.21%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.21% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
MEDP Medpace Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
MEDP vs. CB - Financials Comparison
This section allows you to compare key financial metrics between Medpace Holdings, Inc. and Chubb Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MEDP and CB have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MEDP has higher volatility (6.61%) compared to CB (6.11%). In terms of maximum drawdown, MEDP dropped -42.87% vs CB's -50.99%.
MEDP currently has the higher Sharpe Ratio (0.79 vs 0.62), 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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