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

Correlation

The correlation between MEDP and KNSL is 0.53, 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.


-0.50.00.51.0
Correlation: 0.5

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.

1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
964.73%
2,128.90%
MEDP
KNSL

Key characteristics

Sharpe Ratio

MEDP:

-0.62

KNSL:

-0.22

Sortino Ratio

MEDP:

-0.63

KNSL:

-0.01

Omega Ratio

MEDP:

0.91

KNSL:

1.00

Calmar Ratio

MEDP:

-0.68

KNSL:

-0.27

Martin Ratio

MEDP:

-1.18

KNSL:

-0.79

Ulcer Index

MEDP:

22.63%

KNSL:

11.97%

Daily Std Dev

MEDP:

42.96%

KNSL:

43.33%

Max Drawdown

MEDP:

-42.87%

KNSL:

-38.24%

Current Drawdown

MEDP:

-34.71%

KNSL:

-23.25%

Fundamentals

Market Cap

MEDP:

$8.71B

KNSL:

$11.70B

EPS

MEDP:

$13.11

KNSL:

$17.77

PE Ratio

MEDP:

23.10

KNSL:

28.25

PEG Ratio

MEDP:

3.48

KNSL:

1.87

PS Ratio

MEDP:

4.04

KNSL:

7.37

PB Ratio

MEDP:

14.67

KNSL:

7.89

Total Revenue (TTM)

MEDP:

$2.16B

KNSL:

$1.21B

Gross Profit (TTM)

MEDP:

$672.28M

KNSL:

$1.21B

EBITDA (TTM)

MEDP:

$477.58M

KNSL:

$144.42M

Returns By Period

The year-to-date returns for both investments are quite close, with MEDP having a -10.14% return and KNSL slightly higher at -9.67%.


MEDP

YTD

-10.14%

1M

-6.01%

6M

-9.59%

1Y

-23.40%

5Y*

29.00%

10Y*

N/A

KNSL

YTD

-9.67%

1M

-12.58%

6M

-3.19%

1Y

-7.18%

5Y*

32.60%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MEDP vs. KNSL — Risk-Adjusted Performance Rank

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

MEDP
The Risk-Adjusted Performance Rank of MEDP is 1818
Overall Rank
The Sharpe Ratio Rank of MEDP is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of MEDP is 2020
Sortino Ratio Rank
The Omega Ratio Rank of MEDP is 1919
Omega Ratio Rank
The Calmar Ratio Rank of MEDP is 1010
Calmar Ratio Rank
The Martin Ratio Rank of MEDP is 2121
Martin Ratio Rank

KNSL
The Risk-Adjusted Performance Rank of KNSL is 3636
Overall Rank
The Sharpe Ratio Rank of KNSL is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of KNSL is 3737
Sortino Ratio Rank
The Omega Ratio Rank of KNSL is 3737
Omega Ratio Rank
The Calmar Ratio Rank of KNSL is 3434
Calmar Ratio Rank
The Martin Ratio Rank of KNSL is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for MEDP, currently valued at -0.62, compared to the broader market-2.00-1.000.001.002.003.00
MEDP: -0.62
KNSL: -0.22
The chart of Sortino ratio for MEDP, currently valued at -0.63, compared to the broader market-6.00-4.00-2.000.002.004.00
MEDP: -0.63
KNSL: -0.01
The chart of Omega ratio for MEDP, currently valued at 0.91, compared to the broader market0.501.001.502.00
MEDP: 0.91
KNSL: 1.00
The chart of Calmar ratio for MEDP, currently valued at -0.68, compared to the broader market0.001.002.003.004.005.00
MEDP: -0.68
KNSL: -0.27
The chart of Martin ratio for MEDP, currently valued at -1.18, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
MEDP: -1.18
KNSL: -0.79

The current MEDP Sharpe Ratio is -0.62, which is lower than the KNSL Sharpe Ratio of -0.22. 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 Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.62
-0.22
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 0.15%.


TTM202420232022202120202019201820172016
MEDP
Medpace Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KNSL
Kinsale Capital Group, Inc.
0.15%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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-34.71%
-23.25%
MEDP
KNSL

Volatility

MEDP vs. KNSL - Volatility Comparison

The current volatility for Medpace Holdings, Inc. (MEDP) is 17.68%, while Kinsale Capital Group, Inc. (KNSL) has a volatility of 22.61%. This indicates that MEDP experiences smaller price fluctuations and is considered to be less risky than KNSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.68%
22.61%
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