META vs. MEDP
META (Meta Platforms, Inc.) and MEDP (Medpace Holdings, Inc.) are both stocks. META operates in Internet Content & Information (Communication Services), while MEDP operates in Diagnostics & Research (Healthcare). Over the past 5 years, META returned 11.52%/yr vs 21.69%/yr for MEDP. At a 0.32 correlation, their price movements are largely independent.
Performance
META vs. MEDP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, META achieves a -14.03% return, which is significantly higher than MEDP's -16.79% return.
META
- 1D
- -0.26%
- 1M
- -7.69%
- YTD
- -14.03%
- 6M
- -11.84%
- 1Y
- -16.71%
- 3Y*
- 28.18%
- 5Y*
- 11.52%
- 10Y*
- 17.39%
MEDP
- 1D
- -1.63%
- 1M
- 12.54%
- YTD
- -16.79%
- 6M
- -16.23%
- 1Y
- 56.69%
- 3Y*
- 28.75%
- 5Y*
- 21.69%
- 10Y*
- —
META vs. MEDP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -14.03% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
MEDP Medpace Holdings, Inc. | -16.79% | 69.05% | 8.38% | 44.31% | -2.40% | 56.35% | 65.60% | 58.81% | 45.97% | 0.53% |
Correlation
The correlation between META and MEDP is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Aug 11, 2016 | 0.32 |
Over the past year, the correlation between META and MEDP has dropped to 0.12 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
Fundamentals
META:
$1.45T
MEDP:
$13.54B
META:
$27.47
MEDP:
$15.63
META:
20.64
MEDP:
29.89
META:
0.85
MEDP:
0.90
META:
6.78
MEDP:
5.14
META:
5.97
MEDP:
22.62
META:
$214.96B
MEDP:
$2.68B
META:
$176.14B
MEDP:
$778.59M
META:
$106.31B
MEDP:
$572.96M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
META vs. MEDP — Risk / Return Rank
META
MEDP
META vs. MEDP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and Medpace Holdings, Inc. (MEDP). 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.
| META | MEDP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.38 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.32 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 1.48 | -2.02 |
| Martin ratioReturn relative to average drawdown | -1.12 | 3.28 | -4.40 |
Loading charts...
Drawdowns
META vs. MEDP - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than MEDP's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for META and MEDP.
Loading charts...
Drawdown Indicators
| META | MEDP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -42.87% | -33.87% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -36.61% | +3.31% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -39.38% | +5.23% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -42.87% | -33.87% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | — | — |
Current DrawdownCurrent decline from peak | -28.06% | -24.69% | -3.37% |
Average DrawdownAverage peak-to-trough decline | -15.83% | -12.92% | -2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.06% | 16.45% | -0.39% |
Volatility
META vs. MEDP - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 10.17% compared to Medpace Holdings, Inc. (MEDP) at 6.83%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than MEDP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| META | MEDP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 6.83% | +3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 26.91% | 37.78% | -10.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.52% | 68.99% | -33.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.04% | 51.61% | -7.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.67% | 49.76% | -11.09% |
Dividends
META vs. MEDP - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.37%, while MEDP has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
MEDP Medpace Holdings, Inc. | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.37% | 0.32% | 0.34% |
Financials
META vs. MEDP - Financials Comparison
This section allows you to compare key financial metrics between Meta Platforms, Inc. and Medpace Holdings, 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.
Total Revenue: Total amount of money received from sales and other business activities
META vs. MEDP - Profitability Comparison
META - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a gross profit of 46.09B and revenue of 56.31B. Therefore, the gross margin over that period was 81.9%.
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%.
META - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported an operating income of 22.87B and revenue of 56.31B, resulting in an operating margin of 40.6%.
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%.
META - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a net income of 26.77B and revenue of 56.31B, resulting in a net margin of 47.5%.
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%.
Frequently Asked Questions
META and MEDP have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
META has higher volatility (10.17%) compared to MEDP (6.83%). In terms of maximum drawdown, META dropped -76.74% vs MEDP's -42.87%.
MEDP currently has the higher Sharpe Ratio (0.78 vs -0.51), 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.
Find the right allocation for META and MEDP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer