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

Correlation

The correlation between PEN and MEDP is 0.34, 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.


-0.50.00.51.00.3

Performance

PEN vs. MEDP - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
35.83%
-16.52%
PEN
MEDP

Key characteristics

Sharpe Ratio

PEN:

-0.05

MEDP:

0.27

Sortino Ratio

PEN:

0.21

MEDP:

0.64

Omega Ratio

PEN:

1.03

MEDP:

1.10

Calmar Ratio

PEN:

-0.03

MEDP:

0.35

Martin Ratio

PEN:

-0.08

MEDP:

0.72

Ulcer Index

PEN:

23.17%

MEDP:

15.70%

Daily Std Dev

PEN:

39.12%

MEDP:

41.96%

Max Drawdown

PEN:

-62.64%

MEDP:

-42.87%

Current Drawdown

PEN:

-29.51%

MEDP:

-26.24%

Fundamentals

Market Cap

PEN:

$9.50B

MEDP:

$10.87B

EPS

PEN:

$0.87

MEDP:

$11.44

PE Ratio

PEN:

284.54

MEDP:

30.57

PEG Ratio

PEN:

-62.27

MEDP:

1.66

Total Revenue (TTM)

PEN:

$1.16B

MEDP:

$2.07B

Gross Profit (TTM)

PEN:

$726.29M

MEDP:

$607.56M

EBITDA (TTM)

PEN:

$33.77M

MEDP:

$444.03M

Returns By Period

In the year-to-date period, PEN achieves a -3.58% return, which is significantly lower than MEDP's 10.03% return.


PEN

YTD

-3.58%

1M

1.40%

6M

35.83%

1Y

-6.20%

5Y*

8.73%

10Y*

N/A

MEDP

YTD

10.03%

1M

3.43%

6M

-16.52%

1Y

9.01%

5Y*

31.98%

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PEN vs. MEDP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Penumbra, Inc. (PEN) 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.


Sharpe ratio
The chart of Sharpe ratio for PEN, currently valued at -0.05, compared to the broader market-4.00-2.000.002.00-0.050.27
The chart of Sortino ratio for PEN, currently valued at 0.21, compared to the broader market-4.00-2.000.002.004.000.210.64
The chart of Omega ratio for PEN, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.10
The chart of Calmar ratio for PEN, currently valued at -0.03, compared to the broader market0.002.004.006.00-0.030.35
The chart of Martin ratio for PEN, currently valued at -0.08, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.080.72
PEN
MEDP

The current PEN Sharpe Ratio is -0.05, which is lower than the MEDP Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of PEN and MEDP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-0.05
0.27
PEN
MEDP

Dividends

PEN vs. MEDP - Dividend Comparison

Neither PEN nor MEDP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PEN vs. MEDP - Drawdown Comparison

The maximum PEN drawdown since its inception was -62.64%, which is greater than MEDP's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for PEN and MEDP. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.51%
-26.24%
PEN
MEDP

Volatility

PEN vs. MEDP - Volatility Comparison

Penumbra, Inc. (PEN) and Medpace Holdings, Inc. (MEDP) have volatilities of 8.75% and 9.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
8.75%
9.13%
PEN
MEDP

Financials

PEN vs. MEDP - Financials Comparison

This section allows you to compare key financial metrics between Penumbra, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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