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RDN vs. MEDP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RDN vs. MEDP - Performance Comparison

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

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Returns By Period

In the year-to-date period, RDN achieves a 10.00% return, which is significantly higher than MEDP's 2.75% return.


RDN

1D
0.46%
1M
2.77%
6M
20.33%
YTD
10.00%
1Y
22.01%
3Y*
16.69%
5Y*
15.22%
10Y*
14.34%
ALL TIME*
7.42%

MEDP

1D
-0.21%
1M
6.17%
6M
-0.92%
YTD
2.75%
1Y
35.09%
3Y*
31.18%
5Y*
26.82%
10Y*
ALL TIME*
35.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$292.94M$222.04M$171.72M
$39.21M$49.29M$49.40M

RDN vs. MEDP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RDN
Radian Group Inc.
10.00%16.90%14.55%55.31%-6.35%6.97%-17.20%53.86%-20.58%14.69%
MEDP
Medpace Holdings, Inc.
2.75%69.05%8.38%44.31%-2.40%56.35%65.60%58.81%45.97%0.53%

Correlation

The correlation between RDN and MEDP is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.10

Correlation (3Y)
Balances recent behavior with more history.

0.25

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.30

Correlation (All Time)
Calculated using the full available price history since Aug 11, 2016

0.29

The correlation between RDN and MEDP shifts across timeframes, from 0.10 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

RDN:

$5.18B

MEDP:

$16.11B

EPS

RDN:

$4.22

MEDP:

$16.89

PE Ratio

RDN:

9.23

MEDP:

34.17

PEG Ratio

RDN:

1.08

MEDP:

1.03

PS Ratio

RDN:

4.31

MEDP:

6.04

Total Revenue (TTM)

RDN:

$1.25B

MEDP:

$2.78B

Gross Profit (TTM)

RDN:

$1.15B

MEDP:

$800.22M

EBITDA (TTM)

RDN:

$872.38M

MEDP:

$613.10M

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Return for Risk

RDN vs. MEDP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RDN
RDN Risk / Return Rank: 7373
Overall Rank
RDN Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
RDN Sortino Ratio Rank: 7070
Sortino Ratio Rank
RDN Omega Ratio Rank: 6969
Omega Ratio Rank
RDN Calmar Ratio Rank: 7575
Calmar Ratio Rank
RDN Martin Ratio Rank: 7373
Martin Ratio Rank

MEDP
MEDP Risk / Return Rank: 6868
Overall Rank
MEDP Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
MEDP Sortino Ratio Rank: 6464
Sortino Ratio Rank
MEDP Omega Ratio Rank: 7373
Omega Ratio Rank
MEDP Calmar Ratio Rank: 6666
Calmar Ratio Rank
MEDP Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RDN vs. MEDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Radian Group Inc. (RDN) 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.


RDNMEDPDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratioReturn relative to maximum drawdown

1.62

0.96

+0.66

Martin ratioReturn relative to average drawdown

3.56

2.04

+1.52

RDN vs. MEDP - Sharpe Ratio Comparison

The current RDN Sharpe Ratio is 0.98, which is comparable to the MEDP Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of RDN and MEDP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RDN vs. MEDP - Drawdown Comparison

The maximum RDN drawdown since its inception was -98.83%, which is greater than MEDP's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for RDN and MEDP.


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Drawdown Indicators


RDNMEDPDifference

Max Drawdown

Largest peak-to-trough decline

-98.83%

-42.87%

-55.96%

Max Drawdown (1Y)

Largest decline over 1 year

-14.34%

-36.61%

+22.27%

Max Drawdown (3Y)

Largest decline over 3 years

-16.50%

-39.38%

+22.88%

Max Drawdown (5Y)

Largest decline over 5 years

-25.84%

-42.87%

+17.03%

Max Drawdown (10Y)

Largest decline over 10 years

-62.80%

Current Drawdown

Current decline from peak

-26.31%

-7.01%

-19.30%

Average Drawdown

Average peak-to-trough decline

-46.89%

-12.94%

-33.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.52%

17.24%

-10.72%

Volatility

RDN vs. MEDP - Volatility Comparison

The current volatility for Radian Group Inc. (RDN) is 6.77%, while Medpace Holdings, Inc. (MEDP) has a volatility of 16.14%. This indicates that RDN experiences smaller price fluctuations and is considered to be less risky 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


RDNMEDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

16.14%

-9.37%

Volatility (6M)

Calculated over the trailing 6-month period

16.99%

41.25%

-24.26%

Volatility (1Y)

Calculated over the trailing 1-year period

23.97%

44.64%

-20.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.65%

52.09%

-26.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.55%

49.81%

-12.26%

Dividends

RDN vs. MEDP - Dividend Comparison

RDN's dividend yield for the trailing twelve months is around 2.62%, while MEDP has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
RDN
Radian Group Inc.
2.62%2.83%3.09%3.15%4.20%2.58%2.47%0.04%0.06%0.05%0.06%0.07%

Financials

RDN vs. MEDP - Financials Comparison

This section allows you to compare key financial metrics between Radian Group 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

RDN vs. MEDP - Profitability Comparison

The chart below illustrates the profitability comparison between Radian Group Inc. and Medpace Holdings, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

RDN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Radian Group Inc. reported a gross profit of 288.00M and revenue of 301.00M. Therefore, the gross margin over that period was 95.7%.

MEDP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Medpace Holdings, Inc. reported a gross profit of 201.64M and revenue of 707.33M. Therefore, the gross margin over that period was 28.5%.

RDN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Radian Group Inc. reported an operating income of 201.00M and revenue of 301.00M, resulting in an operating margin of 66.8%.

MEDP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Medpace Holdings, Inc. reported an operating income of 146.82M and revenue of 707.33M, resulting in an operating margin of 20.8%.

RDN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Radian Group Inc. reported a net income of 155.00M and revenue of 301.00M, resulting in a net margin of 51.5%.

MEDP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Medpace Holdings, Inc. reported a net income of 121.36M and revenue of 707.33M, resulting in a net margin of 17.2%.


Frequently Asked Questions


RDN and MEDP have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MEDP has higher volatility (16.14%) compared to RDN (6.77%). In terms of maximum drawdown, RDN dropped -98.83% vs MEDP's -42.87%.

RDN currently has the higher Sharpe Ratio (0.98 vs 0.79), 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.

Portfolio Optimizer

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