MEDP vs. SNDK

Last updated Jun 23, 2026

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 47.29% vs 4781.34% for SNDK. At a 0.32 correlation, their price movements are largely independent.

Performance

MEDP vs. SNDK - Performance Comparison

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

Returns By Period

In the year-to-date period, MEDP achieves a -18.87% return, which is significantly lower than SNDK's 857.84% return.

MEDP

• 1D: -0.99%
• 1M: 5.28%
• YTD: -18.87%
• 6M: -20.27%
• 1Y: 47.29%
• 3Y*: 26.82%
• 5Y*: 20.97%
• 10Y*: —

SNDK

• 1D: 4.07%
• 1M: 53.77%
• YTD: 857.84%
• 6M: 843.26%
• 1Y: 4,781.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MEDP vs. SNDK - Yearly Performance Comparison

	2026 (YTD)	2025
MEDP Medpace Holdings, Inc.	-18.87%	65.08%
SNDK Sandisk Corporation	857.84%	356.50%

Correlation

The correlation between MEDP and SNDK is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (All Time) Calculated using the full available price history since Feb 24, 2025	0.32

Fundamentals

Market Cap MEDP : $13.20B SNDK : $356.98B
EPS MEDP : $15.63 SNDK : $29.70
PE Ratio MEDP : 29.15 SNDK : 76.56
PS Ratio MEDP : 5.01 SNDK : 26.17
PB Ratio MEDP : 22.06 SNDK : 25.91
Total Revenue (TTM) MEDP : $2.68B SNDK : $13.18B
Gross Profit (TTM) MEDP : $778.59M SNDK : $7.39B
EBITDA (TTM) MEDP : $572.96M SNDK : $5.37B

Return for Risk

MEDP vs. SNDK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MEDP

MEDP Risk / Return Rank: 70
MEDP Sharpe Ratio Rank: 65
MEDP Sortino Ratio Rank: 71
MEDP Omega Ratio Rank: 80
MEDP Calmar Ratio Rank: 67
MEDP Martin Ratio Rank: 67

SNDK

SNDK Risk / Return Rank: 100
SNDK Sharpe Ratio Rank: 100
SNDK Sortino Ratio Rank: 99
SNDK Omega Ratio Rank: 99
SNDK Calmar Ratio Rank: 100
SNDK Martin Ratio Rank: 100

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio: Return per unit of total volatility	0.69	48.44	-47.75
Sortino ratio: Return per unit of downside risk	1.72	8.36	-6.64
Omega ratio: Gain probability vs. loss probability	1.29	2.15	-0.86
Calmar ratio: Return relative to maximum drawdown	1.30	155.00	-153.70
Martin ratio: Return relative to average drawdown	2.82	468.86	-466.05

MEDP vs. SNDK - Sharpe Ratio Comparison

The current MEDP Sharpe Ratio is 0.69, which is lower than the SNDK Sharpe Ratio of 48.44. The chart below compares the historical Sharpe Ratios of MEDP and SNDK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MEDP vs. SNDK - Drawdown Comparison

The maximum MEDP drawdown since its inception was -42.87%, smaller than the maximum SNDK drawdown of -47.50%. Use the drawdown chart below to compare losses from any high point for MEDP and SNDK.

Drawdown Indicators

	MEDP	SNDK	Difference
Max Drawdown Largest peak-to-trough decline	-42.87%	-47.50%	+4.63%
Max Drawdown (1Y) Largest decline over 1 year	-36.61%	-31.34%	-5.27%
Max Drawdown (3Y) Largest decline over 3 years	-39.38%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-42.87%	—	—
Current Drawdown Current decline from peak	-26.58%	0.00%	-26.58%
Average Drawdown Average peak-to-trough decline	-12.95%	-13.57%	+0.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.84%	10.34%	+6.50%

Volatility

MEDP vs. SNDK - Volatility Comparison

The current volatility for Medpace Holdings, Inc. (MEDP) is 6.97%, while Sandisk Corporation (SNDK) has a volatility of 28.09%. 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.

Volatility by Period

	MEDP	SNDK	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.97%	28.09%	-21.12%
Volatility (6M) Calculated over the trailing 6-month period	37.78%	70.78%	-33.00%
Volatility (1Y) Calculated over the trailing 1-year period	69.08%	100.47%	-31.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.60%	97.66%	-46.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.71%	97.66%	-47.95%

Dividends

MEDP vs. SNDK - Dividend Comparison

Neither MEDP nor SNDK has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

MEDP vs. SNDK - Profitability Comparison

The chart below illustrates the profitability comparison between Medpace Holdings, Inc. and Sandisk Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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%.

SNDK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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 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%.

SNDK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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 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%.

SNDK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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

Can I hold both MEDP and SNDK in my portfolio?

MEDP and SNDK have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MEDP or SNDK?

SNDK has higher volatility (28.09%) compared to MEDP (6.97%). In terms of maximum drawdown, MEDP dropped -42.87% vs SNDK's -47.50%.

Which has better risk-adjusted returns?

SNDK currently has the higher Sharpe Ratio (48.44 vs 0.69), 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.