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

Correlation

The correlation between MEDP and MOH is 0.28, 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. MOH - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-16.34%
-4.63%
MEDP
MOH

Key characteristics

Sharpe Ratio

MEDP:

0.22

MOH:

-0.48

Sortino Ratio

MEDP:

0.58

MOH:

-0.52

Omega Ratio

MEDP:

1.09

MOH:

0.93

Calmar Ratio

MEDP:

0.29

MOH:

-0.53

Martin Ratio

MEDP:

0.60

MOH:

-0.93

Ulcer Index

MEDP:

15.61%

MOH:

19.63%

Daily Std Dev

MEDP:

41.97%

MOH:

38.43%

Max Drawdown

MEDP:

-42.87%

MOH:

-68.37%

Current Drawdown

MEDP:

-26.71%

MOH:

-30.04%

Fundamentals

Market Cap

MEDP:

$10.87B

MOH:

$16.69B

EPS

MEDP:

$11.44

MOH:

$19.65

PE Ratio

MEDP:

30.57

MOH:

14.85

PEG Ratio

MEDP:

1.66

MOH:

-0.62

Total Revenue (TTM)

MEDP:

$2.07B

MOH:

$39.18B

Gross Profit (TTM)

MEDP:

$607.56M

MOH:

$4.64B

EBITDA (TTM)

MEDP:

$444.03M

MOH:

$1.82B

Returns By Period

In the year-to-date period, MEDP achieves a 9.34% return, which is significantly higher than MOH's -18.76% return.


MEDP

YTD

9.34%

1M

6.41%

6M

-16.34%

1Y

10.56%

5Y*

31.84%

10Y*

N/A

MOH

YTD

-18.76%

1M

3.90%

6M

-4.63%

1Y

-16.52%

5Y*

17.10%

10Y*

18.49%

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Risk-Adjusted Performance

MEDP vs. MOH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Medpace Holdings, Inc. (MEDP) and Molina Healthcare, Inc. (MOH). 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-4.00-2.000.002.000.22-0.48
The chart of Sortino ratio for MEDP, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.000.58-0.52
The chart of Omega ratio for MEDP, currently valued at 1.09, compared to the broader market0.501.001.502.001.090.93
The chart of Calmar ratio for MEDP, currently valued at 0.29, compared to the broader market0.002.004.006.000.29-0.53
The chart of Martin ratio for MEDP, currently valued at 0.60, compared to the broader market0.0010.0020.000.60-0.93
MEDP
MOH

The current MEDP Sharpe Ratio is 0.22, which is higher than the MOH Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of MEDP and MOH, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.22
-0.48
MEDP
MOH

Dividends

MEDP vs. MOH - Dividend Comparison

Neither MEDP nor MOH has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MEDP vs. MOH - Drawdown Comparison

The maximum MEDP drawdown since its inception was -42.87%, smaller than the maximum MOH drawdown of -68.37%. Use the drawdown chart below to compare losses from any high point for MEDP and MOH. 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%
-30.04%
MEDP
MOH

Volatility

MEDP vs. MOH - Volatility Comparison

Medpace Holdings, Inc. (MEDP) and Molina Healthcare, Inc. (MOH) have volatilities of 9.71% and 9.86%, 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%
9.86%
MEDP
MOH

Financials

MEDP vs. MOH - Financials Comparison

This section allows you to compare key financial metrics between Medpace Holdings, Inc. and Molina Healthcare, 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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