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MEDP vs. EWP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MEDP vs. EWP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Medpace Holdings, Inc. (MEDP) and iShares MSCI Spain ETF (EWP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MEDP achieves a -16.79% return, which is significantly lower than EWP's 8.89% return.


MEDP

1D
-1.63%
1M
10.28%
YTD
-16.79%
6M
-16.23%
1Y
53.73%
3Y*
28.75%
5Y*
21.69%
10Y*

EWP

1D
0.63%
1M
4.02%
YTD
8.89%
6M
11.54%
1Y
36.89%
3Y*
32.21%
5Y*
17.57%
10Y*
12.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEDP vs. EWP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MEDP
Medpace Holdings, Inc.
-16.79%69.05%8.38%44.31%-2.40%56.35%65.60%58.81%45.97%0.53%
EWP
iShares MSCI Spain ETF
8.89%78.03%5.70%30.26%-5.18%0.25%-3.94%11.93%-15.32%26.98%

Correlation

The correlation between MEDP and EWP is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Aug 11, 2016

0.29

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Return for Risk

MEDP vs. EWP — Risk / Return Rank

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

MEDP
MEDP Risk / Return Rank: 7373
Overall Rank
MEDP Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
MEDP Sortino Ratio Rank: 7474
Sortino Ratio Rank
MEDP Omega Ratio Rank: 8383
Omega Ratio Rank
MEDP Calmar Ratio Rank: 7171
Calmar Ratio Rank
MEDP Martin Ratio Rank: 6969
Martin Ratio Rank

EWP
EWP Risk / Return Rank: 6969
Overall Rank
EWP Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
EWP Sortino Ratio Rank: 6666
Sortino Ratio Rank
EWP Omega Ratio Rank: 6565
Omega Ratio Rank
EWP Calmar Ratio Rank: 7373
Calmar Ratio Rank
EWP Martin Ratio Rank: 7171
Martin Ratio Rank
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.

MEDP vs. EWP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Medpace Holdings, Inc. (MEDP) and iShares MSCI Spain ETF (EWP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MEDPEWPDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.32

1.34

-0.02

Calmar ratioReturn relative to maximum drawdown

1.48

3.26

-1.78

Martin ratioReturn relative to average drawdown

3.28

11.51

-8.23

MEDP vs. EWP - Sharpe Ratio Comparison

The current MEDP Sharpe Ratio is 0.78, which is lower than the EWP Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of MEDP and EWP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MEDP vs. EWP - Drawdown Comparison

The maximum MEDP drawdown since its inception was -42.87%, smaller than the maximum EWP drawdown of -61.19%. Use the drawdown chart below to compare losses from any high point for MEDP and EWP.


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Drawdown Indicators


MEDPEWPDifference

Max Drawdown

Largest peak-to-trough decline

-42.87%

-61.19%

+18.32%

Max Drawdown (1Y)

Largest decline over 1 year

-36.61%

-11.38%

-25.23%

Max Drawdown (3Y)

Largest decline over 3 years

-39.38%

-12.19%

-27.19%

Max Drawdown (5Y)

Largest decline over 5 years

-42.87%

-33.91%

-8.96%

Max Drawdown (10Y)

Largest decline over 10 years

-46.36%

Current Drawdown

Current decline from peak

-24.69%

0.00%

-24.69%

Average Drawdown

Average peak-to-trough decline

-12.92%

-21.41%

+8.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.45%

3.22%

+13.23%

Volatility

MEDP vs. EWP - Volatility Comparison

Medpace Holdings, Inc. (MEDP) has a higher volatility of 6.83% compared to iShares MSCI Spain ETF (EWP) at 6.21%. This indicates that MEDP's price experiences larger fluctuations and is considered to be riskier than EWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEDPEWPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

6.21%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

37.78%

16.09%

+21.69%

Volatility (1Y)

Calculated over the trailing 1-year period

68.99%

19.13%

+49.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.61%

20.31%

+31.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.76%

22.22%

+27.54%

Dividends

MEDP vs. EWP - Dividend Comparison

MEDP has not paid dividends to shareholders, while EWP's dividend yield for the trailing twelve months is around 2.09%.


PositionTTM20252024202320222021202020192018201720162015
EWP
iShares MSCI Spain ETF
2.09%2.27%4.35%2.70%3.07%3.29%2.56%3.72%3.69%2.72%4.65%3.85%
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%

Frequently Asked Questions


MEDP and EWP have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MEDP has higher volatility (6.83%) compared to EWP (6.21%). In terms of maximum drawdown, MEDP dropped -42.87% vs EWP's -61.19%.

EWP currently has the higher Sharpe Ratio (1.94 vs 0.78), 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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