MEDP vs. SNDK
MEDP (Medpace Holdings, Inc.) and SNDK (Sandisk Corporation) are both stocks. MEDP operates in Diagnostics & Research (Healthcare), while SNDK operates in Computer Hardware (Technology). Over the past year, MEDP returned 36.40% vs 2839.34% for SNDK. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
MEDP vs. SNDK - Performance Comparison
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Returns By Period
In the year-to-date period, MEDP achieves a 2.75% return, which is significantly lower than SNDK's 411.77% return.
MEDP
- 1D
- -0.21%
- 1M
- 3.50%
- 6M
- -0.92%
- YTD
- 2.75%
- 1Y
- 36.40%
- 3Y*
- 31.18%
- 5Y*
- 26.82%
- 10Y*
- —
- ALL TIME*
- 35.39%
SNDK
- 1D
- -5.09%
- 1M
- -30.38%
- 6M
- 110.82%
- YTD
- 411.77%
- 1Y
- 2,839.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 806.91%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $292.94M | $222.04M | $171.72M | |
| $23.61B | $23.57B | $22.19B |
MEDP vs. SNDK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MEDP Medpace Holdings, Inc. | 2.75% | 65.08% |
SNDK Sandisk Corporation | 411.77% | 356.50% |
Correlation
The correlation between MEDP and SNDK is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2025 | 0.27 |
Fundamentals
MEDP:
$16.11B
SNDK:
$179.90B
MEDP:
$16.89
SNDK:
$29.27
MEDP:
34.17
SNDK:
41.51
MEDP:
6.04
SNDK:
14.19
MEDP:
38.26
SNDK:
13.84
MEDP:
$2.78B
SNDK:
$13.18B
MEDP:
$800.22M
SNDK:
$7.39B
MEDP:
$613.10M
SNDK:
$5.37B
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Return for Risk
MEDP vs. SNDK — Risk / Return Rank
MEDP
SNDK
MEDP vs. SNDK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Medpace Holdings, Inc. (MEDP) and Sandisk Corporation (SNDK). 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 | SNDK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -23.24 | ||
| Sortino ratioReturn per unit of downside risk | -4.94 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.80 | -0.59 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 49.00 | -48.04 |
| Martin ratioReturn relative to average drawdown | 2.04 | 190.58 | -188.54 |
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Drawdowns
MEDP vs. SNDK - Drawdown Comparison
The maximum MEDP drawdown since its inception was -42.87%, smaller than the maximum SNDK drawdown of -56.49%. Use the drawdown chart below to compare losses from any high point for MEDP and SNDK.
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Drawdown Indicators
| MEDP | SNDK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.87% | -56.49% | +13.62% |
Max Drawdown (1Y)Largest decline over 1 year | -36.61% | -56.49% | +19.88% |
Max Drawdown (3Y)Largest decline over 3 years | -39.38% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -42.87% | — | — |
Current DrawdownCurrent decline from peak | -7.01% | -47.97% | +40.96% |
Average DrawdownAverage peak-to-trough decline | -12.94% | -14.74% | +1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.24% | 14.50% | +2.74% |
Volatility
MEDP vs. SNDK - Volatility Comparison
The current volatility for Medpace Holdings, Inc. (MEDP) is 16.14%, while Sandisk Corporation (SNDK) has a volatility of 46.43%. This indicates that MEDP experiences smaller price fluctuations and is considered to be less risky than SNDK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEDP | SNDK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.14% | 46.43% | -30.29% |
Volatility (6M)Calculated over the trailing 6-month period | 41.25% | 84.39% | -43.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.64% | 115.21% | -70.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.09% | 105.63% | -53.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.81% | 105.63% | -55.82% |
Dividends
MEDP vs. SNDK - Dividend Comparison
Neither MEDP nor SNDK has paid dividends to shareholders.
Financials
MEDP vs. SNDK - Financials Comparison
This section allows you to compare key financial metrics between Medpace Holdings, Inc. and Sandisk 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. SNDK - Profitability Comparison
MEDP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Medpace Holdings, Inc. reported a gross profit of 201.64M and revenue of 707.33M. Therefore, the gross margin over that period was 28.5%.
SNDK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Sandisk Corporation reported a gross profit of 4.66B and revenue of 5.95B. Therefore, the gross margin over that period was 78.4%.
MEDP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Medpace Holdings, Inc. reported an operating income of 146.82M and revenue of 707.33M, resulting in an operating margin of 20.8%.
SNDK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Sandisk Corporation reported an operating income of 4.11B and revenue of 5.95B, resulting in an operating margin of 69.1%.
MEDP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Medpace Holdings, Inc. reported a net income of 121.36M and revenue of 707.33M, resulting in a net margin of 17.2%.
SNDK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Sandisk Corporation reported a net income of 3.62B and revenue of 5.95B, resulting in a net margin of 60.8%.
Frequently Asked Questions
MEDP and SNDK have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNDK has higher volatility (46.43%) compared to MEDP (16.14%). In terms of maximum drawdown, MEDP dropped -42.87% vs SNDK's -56.49%.
SNDK currently has the higher Sharpe Ratio (24.03 vs 0.79), 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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