MEDP vs. QQQ
Compare and contrast key facts about Medpace Holdings, Inc. (MEDP) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MEDP or QQQ.
Key characteristics
| MEDP | QQQ | |
|---|---|---|
| YTD Return | 18.35% | 26.09% |
| 1Y Return | 34.50% | 39.88% |
| 3Y Return (Ann) | 17.63% | 9.90% |
| 5Y Return (Ann) | 38.98% | 21.46% |
| Sharpe Ratio | 0.79 | 2.22 |
| Sortino Ratio | 1.25 | 2.92 |
| Omega Ratio | 1.19 | 1.40 |
| Calmar Ratio | 1.01 | 2.86 |
| Martin Ratio | 2.43 | 10.44 |
| Ulcer Index | 13.05% | 3.72% |
| Daily Std Dev | 40.11% | 17.47% |
| Max Drawdown | -42.87% | -82.98% |
| Current Drawdown | -20.67% | 0.00% |
Correlation
The correlation between MEDP and QQQ is 0.50, 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.
Performance
MEDP vs. QQQ - Performance Comparison
In the year-to-date period, MEDP achieves a 18.35% return, which is significantly lower than QQQ's 26.09% 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. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Medpace Holdings, Inc. (MEDP) and Invesco QQQ (QQQ). 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. QQQ - Dividend Comparison
MEDP has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.59%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
MEDP vs. QQQ - Drawdown Comparison
The maximum MEDP drawdown since its inception was -42.87%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for MEDP and QQQ. For additional features, visit the drawdowns tool.
Volatility
MEDP vs. QQQ - Volatility Comparison
Medpace Holdings, Inc. (MEDP) has a higher volatility of 14.42% compared to Invesco QQQ (QQQ) at 5.17%. This indicates that MEDP's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.