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

MEDP vs. SWAV

Last updated Apr 25, 2025

Compare and contrast key facts about Medpace Holdings, Inc. (MEDP) and ShockWave Medical, Inc. (SWAV).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MEDP or SWAV.

Correlation

The correlation between MEDP and SWAV is 0.58, 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.

-0.50.00.51.0
Correlation: 0.6

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.
400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
489.03%
997.54%
MEDP
SWAV

Key characteristics

Fundamentals

Market Cap

MEDP:

$8.67B

SWAV:

$12.57B

EPS

MEDP:

$13.48

SWAV:

$4.25

PE Ratio

MEDP:

21.55

SWAV:

78.76

PS Ratio

MEDP:

4.02

SWAV:

16.83

PB Ratio

MEDP:

14.07

SWAV:

18.38

Returns By Period

MEDP

YTD

-8.83%

1M

-6.67%

6M

-7.68%

1Y

-23.82%

5Y*

29.40%

10Y*

N/A

SWAV

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MEDP vs. SWAV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MEDP
The Risk-Adjusted Performance Rank of MEDP is 2727
Overall Rank
The Sharpe Ratio Rank of MEDP is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of MEDP is 2828
Sortino Ratio Rank
The Omega Ratio Rank of MEDP is 2727
Omega Ratio Rank
The Calmar Ratio Rank of MEDP is 2121
Calmar Ratio Rank
The Martin Ratio Rank of MEDP is 3333
Martin Ratio Rank
SWAV
The Risk-Adjusted Performance Rank of SWAV is 6363
Overall Rank
The Sharpe Ratio Rank of SWAV is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SWAV is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SWAV is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SWAV is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SWAV is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

The chart of Sharpe ratio for MEDP, currently valued at -0.45, compared to the broader market-2.00-1.000.001.002.003.00
MEDP: -0.45
SWAV: 1.29
The chart of Sortino ratio for MEDP, currently valued at -0.35, compared to the broader market-6.00-4.00-2.000.002.004.00
MEDP: -0.35
SWAV: 5.50
The chart of Omega ratio for MEDP, currently valued at 0.95, compared to the broader market0.501.001.502.00
MEDP: 0.95
SWAV: 3.06
The chart of Calmar ratio for MEDP, currently valued at -0.50, compared to the broader market0.001.002.003.004.005.00
MEDP: -0.50
SWAV: 4.56
The chart of Martin ratio for MEDP, currently valued at -0.87, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
MEDP: -0.87
SWAV: 40.16

Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.45
1.29
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

-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-33.77%
-0.02%
MEDP
SWAV

Volatility

MEDP vs. SWAV - Volatility Comparison

Medpace Holdings, Inc. (MEDP) has a higher volatility of 17.74% 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%NovemberDecember2025FebruaryMarchApril
17.74%
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