MSFT vs. MEDP
MSFT (Microsoft Corporation) and MEDP (Medpace Holdings, Inc.) are both stocks. MSFT operates in Software - Infrastructure (Technology), while MEDP operates in Diagnostics & Research (Healthcare). Over the past 5 years, MSFT returned 10.11%/yr vs 21.17%/yr for MEDP. At a 0.36 correlation, their price movements are largely independent.
Performance
MSFT vs. MEDP - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with MSFT having a -16.97% return and MEDP slightly higher at -16.76%.
MSFT
- 1D
- 2.31%
- 1M
- -5.05%
- YTD
- -16.97%
- 6M
- -15.43%
- 1Y
- -15.16%
- 3Y*
- 6.13%
- 5Y*
- 10.11%
- 10Y*
- 24.60%
MEDP
- 1D
- 0.03%
- 1M
- 12.58%
- YTD
- -16.76%
- 6M
- -16.39%
- 1Y
- 56.75%
- 3Y*
- 28.21%
- 5Y*
- 21.17%
- 10Y*
- —
MSFT vs. MEDP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -16.97% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
MEDP Medpace Holdings, Inc. | -16.76% | 69.05% | 8.38% | 44.31% | -2.40% | 56.35% | 65.60% | 58.81% | 45.97% | 0.53% |
Correlation
The correlation between MSFT and MEDP is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Aug 11, 2016 | 0.36 |
Over the past year, the correlation between MSFT and MEDP has dropped to 0.08 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
Fundamentals
MSFT:
$2.98T
MEDP:
$13.54B
MSFT:
$16.79
MEDP:
$15.63
MSFT:
23.81
MEDP:
29.90
MSFT:
1.67
MEDP:
0.90
MSFT:
9.37
MEDP:
5.14
MSFT:
7.18
MEDP:
22.63
MSFT:
$318.27B
MEDP:
$2.68B
MSFT:
$217.41B
MEDP:
$778.59M
MSFT:
$200.96B
MEDP:
$572.96M
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Return for Risk
MSFT vs. MEDP — Risk / Return Rank
MSFT
MEDP
MSFT vs. MEDP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) 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.
| MSFT | MEDP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -2.58 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.33 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 1.56 | -2.01 |
| Martin ratioReturn relative to average drawdown | -0.92 | 3.45 | -4.36 |
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Drawdowns
MSFT vs. MEDP - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than MEDP's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for MSFT and MEDP.
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Drawdown Indicators
| MSFT | MEDP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -42.87% | -26.51% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -36.61% | +2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -39.38% | +5.47% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -42.87% | +5.72% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | — | — |
Current DrawdownCurrent decline from peak | -25.79% | -24.67% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -12.93% | -8.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.56% | 16.52% | +0.04% |
Volatility
MSFT vs. MEDP - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.74% compared to Medpace Holdings, Inc. (MEDP) at 6.66%. This indicates that MSFT'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.
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Volatility by Period
| MSFT | MEDP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.74% | 6.66% | +4.08% |
Volatility (6M)Calculated over the trailing 6-month period | 22.41% | 37.76% | -15.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.54% | 69.10% | -43.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.68% | 51.61% | -24.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.07% | 49.75% | -22.68% |
Dividends
MSFT vs. MEDP - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.89%, while MEDP has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEDP Medpace Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.89% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Financials
MSFT vs. MEDP - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corporation 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
MSFT vs. MEDP - Profitability Comparison
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a gross profit of 56.06B and revenue of 82.89B. Therefore, the gross margin over that period was 67.6%.
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%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported an operating income of 38.40B and revenue of 82.89B, resulting in an operating margin of 46.3%.
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%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a net income of 31.78B and revenue of 82.89B, resulting in a net margin of 38.3%.
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
MSFT and MEDP have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.74%) compared to MEDP (6.66%). In terms of maximum drawdown, MSFT dropped -69.38% vs MEDP's -42.87%.
MEDP currently has the higher Sharpe Ratio (0.83 vs -0.60), 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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