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

Correlation

The correlation between MEDP and PEN is 0.34, 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. PEN - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
-20.93%
37.19%
MEDP
PEN

Key characteristics

Sharpe Ratio

MEDP:

0.40

PEN:

0.03

Sortino Ratio

MEDP:

0.80

PEN:

0.33

Omega Ratio

MEDP:

1.12

PEN:

1.04

Calmar Ratio

MEDP:

0.52

PEN:

0.02

Martin Ratio

MEDP:

1.01

PEN:

0.06

Ulcer Index

MEDP:

16.78%

PEN:

23.27%

Daily Std Dev

MEDP:

42.02%

PEN:

38.54%

Max Drawdown

MEDP:

-42.87%

PEN:

-62.64%

Current Drawdown

MEDP:

-26.69%

PEN:

-23.92%

Fundamentals

Market Cap

MEDP:

$10.42B

PEN:

$10.05B

EPS

MEDP:

$11.43

PEN:

$0.86

PE Ratio

MEDP:

29.33

PEN:

304.38

PEG Ratio

MEDP:

1.59

PEN:

-62.27

Total Revenue (TTM)

MEDP:

$1.57B

PEN:

$879.10M

Gross Profit (TTM)

MEDP:

$470.75M

PEN:

$539.30M

EBITDA (TTM)

MEDP:

$349.74M

PEN:

-$6.00M

Returns By Period

In the year-to-date period, MEDP achieves a 0.90% return, which is significantly lower than PEN's 10.23% return.


MEDP

YTD

0.90%

1M

-4.15%

6M

-23.29%

1Y

16.94%

5Y*

29.94%

10Y*

N/A

PEN

YTD

10.23%

1M

5.88%

6M

28.81%

1Y

-0.49%

5Y*

10.34%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MEDP vs. PEN — 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 6262
Overall Rank
The Sharpe Ratio Rank of MEDP is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of MEDP is 5656
Sortino Ratio Rank
The Omega Ratio Rank of MEDP is 6060
Omega Ratio Rank
The Calmar Ratio Rank of MEDP is 7070
Calmar Ratio Rank
The Martin Ratio Rank of MEDP is 6060
Martin Ratio Rank

PEN
The Risk-Adjusted Performance Rank of PEN is 4646
Overall Rank
The Sharpe Ratio Rank of PEN is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of PEN is 4343
Sortino Ratio Rank
The Omega Ratio Rank of PEN is 4242
Omega Ratio Rank
The Calmar Ratio Rank of PEN is 4949
Calmar Ratio Rank
The Martin Ratio Rank of PEN is 4848
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. PEN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Medpace Holdings, Inc. (MEDP) and Penumbra, Inc. (PEN). 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 0.40, compared to the broader market-2.000.002.000.400.03
The chart of Sortino ratio for MEDP, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.000.800.33
The chart of Omega ratio for MEDP, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.04
The chart of Calmar ratio for MEDP, currently valued at 0.52, compared to the broader market0.002.004.006.000.520.02
The chart of Martin ratio for MEDP, currently valued at 1.01, compared to the broader market-30.00-20.00-10.000.0010.0020.001.010.06
MEDP
PEN

The current MEDP Sharpe Ratio is 0.40, which is higher than the PEN Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of MEDP and PEN, 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-1.000.001.002.00AugustSeptemberOctoberNovemberDecember2025
0.40
0.03
MEDP
PEN

Dividends

MEDP vs. PEN - Dividend Comparison

Neither MEDP nor PEN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MEDP vs. PEN - Drawdown Comparison

The maximum MEDP drawdown since its inception was -42.87%, smaller than the maximum PEN drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for MEDP and PEN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-26.69%
-23.92%
MEDP
PEN

Volatility

MEDP vs. PEN - Volatility Comparison

The current volatility for Medpace Holdings, Inc. (MEDP) is 9.59%, while Penumbra, Inc. (PEN) has a volatility of 10.27%. This indicates that MEDP experiences smaller price fluctuations and is considered to be less risky than PEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
9.59%
10.27%
MEDP
PEN

Financials

MEDP vs. PEN - Financials Comparison

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