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

Correlation

The correlation between MEDP and KNSL is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

MEDP vs. KNSL - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-16.34%
18.29%
MEDP
KNSL

Key characteristics

Sharpe Ratio

MEDP:

0.22

KNSL:

0.93

Sortino Ratio

MEDP:

0.58

KNSL:

1.49

Omega Ratio

MEDP:

1.09

KNSL:

1.24

Calmar Ratio

MEDP:

0.29

KNSL:

1.10

Martin Ratio

MEDP:

0.60

KNSL:

2.09

Ulcer Index

MEDP:

15.61%

KNSL:

18.25%

Daily Std Dev

MEDP:

41.97%

KNSL:

40.93%

Max Drawdown

MEDP:

-42.87%

KNSL:

-38.24%

Current Drawdown

MEDP:

-26.71%

KNSL:

-14.61%

Fundamentals

Market Cap

MEDP:

$10.87B

KNSL:

$11.44B

EPS

MEDP:

$11.44

KNSL:

$17.53

PE Ratio

MEDP:

30.57

KNSL:

28.01

PEG Ratio

MEDP:

1.66

KNSL:

1.74

Total Revenue (TTM)

MEDP:

$2.07B

KNSL:

$1.53B

Gross Profit (TTM)

MEDP:

$607.56M

KNSL:

$1.53B

EBITDA (TTM)

MEDP:

$444.03M

KNSL:

$390.31M

Returns By Period

In the year-to-date period, MEDP achieves a 9.34% return, which is significantly lower than KNSL's 39.76% return.


MEDP

YTD

9.34%

1M

6.41%

6M

-16.34%

1Y

10.56%

5Y*

31.84%

10Y*

N/A

KNSL

YTD

39.76%

1M

-0.39%

6M

18.29%

1Y

39.26%

5Y*

35.60%

10Y*

N/A

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

MEDP vs. KNSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Medpace Holdings, Inc. (MEDP) and Kinsale Capital Group, Inc. (KNSL). 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 0.22, compared to the broader market-4.00-2.000.002.000.220.93
The chart of Sortino ratio for MEDP, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.000.581.49
The chart of Omega ratio for MEDP, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.24
The chart of Calmar ratio for MEDP, currently valued at 0.29, compared to the broader market0.002.004.006.000.291.10
The chart of Martin ratio for MEDP, currently valued at 0.60, compared to the broader market0.0010.0020.000.602.09
MEDP
KNSL

The current MEDP Sharpe Ratio is 0.22, which is lower than the KNSL Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of MEDP and KNSL, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.22
0.93
MEDP
KNSL

Dividends

MEDP vs. KNSL - Dividend Comparison

MEDP has not paid dividends to shareholders, while KNSL's dividend yield for the trailing twelve months is around 0.13%.


TTM20232022202120202019201820172016
MEDP
Medpace Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KNSL
Kinsale Capital Group, Inc.
0.13%0.17%0.20%0.18%0.18%0.31%0.50%0.53%0.29%

Drawdowns

MEDP vs. KNSL - Drawdown Comparison

The maximum MEDP drawdown since its inception was -42.87%, which is greater than KNSL's maximum drawdown of -38.24%. Use the drawdown chart below to compare losses from any high point for MEDP and KNSL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.71%
-14.61%
MEDP
KNSL

Volatility

MEDP vs. KNSL - Volatility Comparison

Medpace Holdings, Inc. (MEDP) and Kinsale Capital Group, Inc. (KNSL) have volatilities of 9.71% and 10.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
9.71%
10.04%
MEDP
KNSL

Financials

MEDP vs. KNSL - Financials Comparison

This section allows you to compare key financial metrics between Medpace Holdings, Inc. and Kinsale Capital Group, Inc.. 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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