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

Performance

MEDP vs. SWAV - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-12.48%
0.18%
MEDP
SWAV

Returns By Period


MEDP

YTD

11.51%

1M

4.68%

6M

-12.48%

1Y

23.46%

5Y (annualized)

35.57%

10Y (annualized)

N/A

SWAV

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


MEDPSWAV
Market Cap$9.79B$12.57B
EPS$11.43$4.25
PE Ratio27.5678.76
Total Revenue (TTM)$2.07B$421.78M
Gross Profit (TTM)$607.56M$368.26M
EBITDA (TTM)$437.53M$103.71M

Key characteristics


MEDPSWAV

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Correlation

-0.50.00.51.00.3

The correlation between MEDP and SWAV is 0.35, 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.

Risk-Adjusted Performance

MEDP vs. SWAV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Medpace Holdings, Inc. (MEDP) and ShockWave Medical, Inc. (SWAV). 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 0.57, compared to the broader market-4.00-2.000.002.004.000.573.80
The chart of Sortino ratio for MEDP, currently valued at 0.99, compared to the broader market-4.00-2.000.002.004.000.996.77
The chart of Omega ratio for MEDP, currently valued at 1.15, compared to the broader market0.501.001.502.001.152.33
The chart of Calmar ratio for MEDP, currently valued at 0.73, compared to the broader market0.002.004.006.000.732.03
The chart of Martin ratio for MEDP, currently valued at 1.70, compared to the broader market0.0010.0020.0030.001.7064.43
MEDP
SWAV

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.57
3.80
MEDP
SWAV

Dividends

MEDP vs. SWAV - Dividend Comparison

Neither MEDP nor SWAV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MEDP vs. SWAV - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-25.25%
-0.02%
MEDP
SWAV

Volatility

MEDP vs. SWAV - Volatility Comparison

Medpace Holdings, Inc. (MEDP) has a higher volatility of 16.80% compared to ShockWave Medical, Inc. (SWAV) at 0.00%. This indicates that MEDP's price experiences larger fluctuations and is considered to be riskier than SWAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
16.80%
0
MEDP
SWAV

Financials

MEDP vs. SWAV - Financials Comparison

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