MEDP vs. PEN
Compare and contrast key facts about Medpace Holdings, Inc. (MEDP) and Penumbra, Inc. (PEN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MEDP or PEN.
Key characteristics
| MEDP | PEN | |
|---|---|---|
| YTD Return | 18.35% | -6.00% |
| 1Y Return | 34.50% | 28.59% |
| 3Y Return (Ann) | 17.63% | -4.90% |
| 5Y Return (Ann) | 38.98% | 7.51% |
| Sharpe Ratio | 0.79 | 0.56 |
| Sortino Ratio | 1.25 | 1.13 |
| Omega Ratio | 1.19 | 1.13 |
| Calmar Ratio | 1.01 | 0.46 |
| Martin Ratio | 2.43 | 1.05 |
| Ulcer Index | 13.05% | 22.88% |
| Daily Std Dev | 40.11% | 43.02% |
| Max Drawdown | -42.87% | -62.64% |
| Current Drawdown | -20.67% | -31.28% |
Fundamentals
| MEDP | PEN | |
|---|---|---|
| Market Cap | $11.28B | $9.07B |
| EPS | $11.43 | $0.87 |
| PE Ratio | 31.74 | 271.78 |
| PEG Ratio | 1.73 | -62.27 |
| Total Revenue (TTM) | $2.07B | $1.16B |
| Gross Profit (TTM) | $607.56M | $726.29M |
| EBITDA (TTM) | $439.73M | $99.20M |
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.
Performance
MEDP vs. PEN - Performance Comparison
In the year-to-date period, MEDP achieves a 18.35% return, which is significantly higher than PEN's -6.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
MEDP vs. PEN - Dividend Comparison
Neither MEDP nor PEN has paid dividends to shareholders.
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.
Volatility
MEDP vs. PEN - Volatility Comparison
Medpace Holdings, Inc. (MEDP) has a higher volatility of 14.42% compared to Penumbra, Inc. (PEN) at 11.48%. This indicates that MEDP's price experiences larger fluctuations and is considered to be riskier than PEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities