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MEDP vs. INMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MEDP and INMD is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

MEDP vs. INMD - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
317.30%
152.76%
MEDP
INMD

Key characteristics

Sharpe Ratio

MEDP:

0.23

INMD:

-0.53

Sortino Ratio

MEDP:

0.60

INMD:

-0.52

Omega Ratio

MEDP:

1.09

INMD:

0.94

Calmar Ratio

MEDP:

0.30

INMD:

-0.27

Martin Ratio

MEDP:

0.63

INMD:

-0.79

Ulcer Index

MEDP:

15.52%

INMD:

29.34%

Daily Std Dev

MEDP:

41.99%

INMD:

44.05%

Max Drawdown

MEDP:

-42.87%

INMD:

-84.79%

Current Drawdown

MEDP:

-27.62%

INMD:

-82.47%

Fundamentals

Market Cap

MEDP:

$10.87B

INMD:

$1.36B

EPS

MEDP:

$11.44

INMD:

$1.83

PE Ratio

MEDP:

30.57

INMD:

9.74

PEG Ratio

MEDP:

1.66

INMD:

2.90

Total Revenue (TTM)

MEDP:

$2.07B

INMD:

$383.41M

Gross Profit (TTM)

MEDP:

$607.56M

INMD:

$308.76M

EBITDA (TTM)

MEDP:

$444.03M

INMD:

$85.15M

Returns By Period

In the year-to-date period, MEDP achieves a 7.98% return, which is significantly higher than INMD's -22.89% return.


MEDP

YTD

7.98%

1M

7.14%

6M

-17.86%

1Y

7.97%

5Y*

31.54%

10Y*

N/A

INMD

YTD

-22.89%

1M

-4.19%

6M

-1.49%

1Y

-25.24%

5Y*

-3.75%

10Y*

N/A

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Risk-Adjusted Performance

MEDP vs. INMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Medpace Holdings, Inc. (MEDP) and InMode Ltd. (INMD). 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.


Sharpe ratio
The chart of Sharpe ratio for MEDP, currently valued at 0.23, compared to the broader market-4.00-2.000.002.000.23-0.53
The chart of Sortino ratio for MEDP, currently valued at 0.60, compared to the broader market-4.00-2.000.002.004.000.60-0.52
The chart of Omega ratio for MEDP, currently valued at 1.09, compared to the broader market0.501.001.502.001.090.94
The chart of Calmar ratio for MEDP, currently valued at 0.30, compared to the broader market0.002.004.006.000.30-0.27
The chart of Martin ratio for MEDP, currently valued at 0.63, compared to the broader market0.0010.0020.000.63-0.79
MEDP
INMD

The current MEDP Sharpe Ratio is 0.23, which is higher than the INMD Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of MEDP and INMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
0.23
-0.53
MEDP
INMD

Dividends

MEDP vs. INMD - Dividend Comparison

Neither MEDP nor INMD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MEDP vs. INMD - Drawdown Comparison

The maximum MEDP drawdown since its inception was -42.87%, smaller than the maximum INMD drawdown of -84.79%. Use the drawdown chart below to compare losses from any high point for MEDP and INMD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.62%
-82.47%
MEDP
INMD

Volatility

MEDP vs. INMD - Volatility Comparison

The current volatility for Medpace Holdings, Inc. (MEDP) is 9.80%, while InMode Ltd. (INMD) has a volatility of 11.19%. This indicates that MEDP experiences smaller price fluctuations and is considered to be less risky than INMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
9.80%
11.19%
MEDP
INMD

Financials

MEDP vs. INMD - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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