PortfoliosLab logoPortfoliosLab logo
MEDP vs. GDXU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MEDP vs. GDXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Medpace Holdings, Inc. (MEDP) and MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 (GDXU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MEDP achieves a -18.47% return, which is significantly higher than GDXU's -57.47% return.


MEDP

1D
0.80%
1M
8.00%
YTD
-18.47%
6M
-16.62%
1Y
54.44%
3Y*
30.12%
5Y*
21.82%
10Y*

GDXU

1D
-0.54%
1M
-49.20%
YTD
-57.47%
6M
-46.20%
1Y
38.54%
3Y*
35.00%
5Y*
-14.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEDP vs. GDXU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MEDP
Medpace Holdings, Inc.
-18.47%69.05%8.38%44.31%-2.40%56.35%4.75%
GDXU
MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040
-57.47%796.47%-18.60%-21.36%-62.82%-54.93%4.66%

Correlation

The correlation between MEDP and GDXU is 0.09, 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

0.09

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

0.15

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

0.17

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2020

0.18

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MEDP vs. GDXU — 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: 7373
Sortino Ratio Rank
MEDP Omega Ratio Rank: 8282
Omega Ratio Rank
MEDP Calmar Ratio Rank: 7070
Calmar Ratio Rank
MEDP Martin Ratio Rank: 6969
Martin Ratio Rank

GDXU
GDXU Risk / Return Rank: 2020
Overall Rank
GDXU Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
GDXU Sortino Ratio Rank: 2626
Sortino Ratio Rank
GDXU Omega Ratio Rank: 3030
Omega Ratio Rank
GDXU Calmar Ratio Rank: 1616
Calmar Ratio Rank
GDXU Martin Ratio Rank: 1414
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. GDXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Medpace Holdings, Inc. (MEDP) and MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 (GDXU). 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.


MEDPGDXUDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.32

1.18

+0.14

Calmar ratioReturn relative to maximum drawdown

1.49

0.48

+1.01

Martin ratioReturn relative to average drawdown

3.38

1.04

+2.34

MEDP vs. GDXU - Sharpe Ratio Comparison

The current MEDP Sharpe Ratio is 0.79, which is higher than the GDXU Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of MEDP and GDXU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


MEDPGDXUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.28

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

-0.13

+0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

-0.13

+0.80

Drawdowns

MEDP vs. GDXU - Drawdown Comparison

The maximum MEDP drawdown since its inception was -42.87%, smaller than the maximum GDXU drawdown of -94.39%. Use the drawdown chart below to compare losses from any high point for MEDP and GDXU.


Loading charts...

Drawdown Indicators


MEDPGDXUDifference

Max Drawdown

Largest peak-to-trough decline

-42.87%

-94.39%

+51.52%

Max Drawdown (1Y)

Largest decline over 1 year

-36.61%

-80.26%

+43.65%

Max Drawdown (3Y)

Largest decline over 3 years

-39.38%

-80.26%

+40.88%

Max Drawdown (5Y)

Largest decline over 5 years

-42.87%

-92.93%

+50.06%

Current Drawdown

Current decline from peak

-26.22%

-80.26%

+54.04%

Average Drawdown

Average peak-to-trough decline

-12.91%

-69.78%

+56.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.16%

37.20%

-21.04%

Volatility

MEDP vs. GDXU - Volatility Comparison

The current volatility for Medpace Holdings, Inc. (MEDP) is 6.61%, while MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 (GDXU) has a volatility of 50.50%. This indicates that MEDP experiences smaller price fluctuations and is considered to be less risky than GDXU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MEDPGDXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

50.50%

-43.89%

Volatility (6M)

Calculated over the trailing 6-month period

37.78%

122.03%

-84.25%

Volatility (1Y)

Calculated over the trailing 1-year period

69.11%

140.25%

-71.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.61%

111.49%

-59.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.80%

110.52%

-60.72%

Dividends

MEDP vs. GDXU - Dividend Comparison

Neither MEDP nor GDXU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MEDP and GDXU have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDXU has higher volatility (50.50%) compared to MEDP (6.61%). In terms of maximum drawdown, MEDP dropped -42.87% vs GDXU's -94.39%.

MEDP currently has the higher Sharpe Ratio (0.79 vs 0.28), 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.

Portfolio Optimizer

Find the right allocation for MEDP and GDXU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer