MEDP vs. MSFT
MEDP (Medpace Holdings, Inc.) and MSFT (Microsoft Corporation) are both stocks. MEDP operates in Diagnostics & Research (Healthcare), while MSFT operates in Software - Infrastructure (Technology). Over the past 5 years, MEDP returned 21.17%/yr vs 10.11%/yr for MSFT. At a 0.36 correlation, their price movements are largely independent.
Performance
MEDP vs. MSFT - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with MEDP having a -16.76% return and MSFT slightly lower at -16.97%.
MEDP
- 1D
- 0.03%
- 1M
- 12.58%
- YTD
- -16.76%
- 6M
- -16.39%
- 1Y
- 56.75%
- 3Y*
- 28.21%
- 5Y*
- 21.17%
- 10Y*
- —
MSFT
- 1D
- 2.31%
- 1M
- -5.05%
- YTD
- -16.97%
- 6M
- -15.43%
- 1Y
- -15.16%
- 3Y*
- 6.13%
- 5Y*
- 10.11%
- 10Y*
- 24.60%
MEDP vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEDP Medpace Holdings, Inc. | -16.76% | 69.05% | 8.38% | 44.31% | -2.40% | 56.35% | 65.60% | 58.81% | 45.97% | 0.53% |
MSFT Microsoft Corporation | -16.97% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between MEDP and MSFT is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Aug 11, 2016 | 0.36 |
Over the past year, the correlation between MEDP and MSFT has dropped to 0.08 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
Fundamentals
MEDP:
$13.54B
MSFT:
$2.98T
MEDP:
$15.63
MSFT:
$16.79
MEDP:
29.90
MSFT:
23.81
MEDP:
0.90
MSFT:
1.67
MEDP:
5.14
MSFT:
9.37
MEDP:
22.63
MSFT:
7.18
MEDP:
$2.68B
MSFT:
$318.27B
MEDP:
$778.59M
MSFT:
$217.41B
MEDP:
$572.96M
MSFT:
$200.96B
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Return for Risk
MEDP vs. MSFT — Risk / Return Rank
MEDP
MSFT
MEDP vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Medpace Holdings, Inc. (MEDP) and Microsoft Corporation (MSFT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MEDP | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.42 | ||
| Sortino ratioReturn per unit of downside risk | +2.58 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.91 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | -0.45 | +2.01 |
| Martin ratioReturn relative to average drawdown | 3.45 | -0.92 | +4.36 |
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Drawdowns
MEDP vs. MSFT - Drawdown Comparison
The maximum MEDP drawdown since its inception was -42.87%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for MEDP and MSFT.
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Drawdown Indicators
| MEDP | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.87% | -69.38% | +26.51% |
Max Drawdown (1Y)Largest decline over 1 year | -36.61% | -33.91% | -2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -39.38% | -33.91% | -5.47% |
Max Drawdown (5Y)Largest decline over 5 years | -42.87% | -37.15% | -5.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | -24.67% | -25.79% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -12.93% | -21.78% | +8.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.52% | 16.56% | -0.04% |
Volatility
MEDP vs. MSFT - Volatility Comparison
The current volatility for Medpace Holdings, Inc. (MEDP) is 6.66%, while Microsoft Corporation (MSFT) has a volatility of 10.74%. This indicates that MEDP experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEDP | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.66% | 10.74% | -4.08% |
Volatility (6M)Calculated over the trailing 6-month period | 37.76% | 22.41% | +15.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.10% | 25.54% | +43.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.61% | 26.68% | +24.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.75% | 27.07% | +22.68% |
Dividends
MEDP vs. MSFT - Dividend Comparison
MEDP has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEDP Medpace Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.89% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Financials
MEDP vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Medpace Holdings, Inc. and Microsoft Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
MEDP vs. MSFT - Profitability Comparison
MEDP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Medpace Holdings, Inc. reported a gross profit of 196.33M and revenue of 706.60M. Therefore, the gross margin over that period was 27.8%.
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a gross profit of 56.06B and revenue of 82.89B. Therefore, the gross margin over that period was 67.6%.
MEDP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Medpace Holdings, Inc. reported an operating income of 141.50M and revenue of 706.60M, resulting in an operating margin of 20.0%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported an operating income of 38.40B and revenue of 82.89B, resulting in an operating margin of 46.3%.
MEDP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Medpace Holdings, Inc. reported a net income of 123.87M and revenue of 706.60M, resulting in a net margin of 17.5%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a net income of 31.78B and revenue of 82.89B, resulting in a net margin of 38.3%.
Frequently Asked Questions
MEDP and MSFT have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.74%) compared to MEDP (6.66%). In terms of maximum drawdown, MEDP dropped -42.87% vs MSFT's -69.38%.
MEDP currently has the higher Sharpe Ratio (0.83 vs -0.60), 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.
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