SWAV vs. MEDP

Last updated Apr 1, 2026

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

Performance

SWAV vs. MEDP - Performance Comparison

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

SWAV vs. MEDP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SWAV ShockWave Medical, Inc.	0.00%	0.00%	75.67%	-7.32%	15.30%	71.93%	136.16%	44.00%
MEDP Medpace Holdings, Inc.	-14.50%	69.05%	8.38%	44.31%	-2.40%	56.35%	65.60%	63.48%

Fundamentals

Total Revenue (TTM) SWAV : $787.97M MEDP : $2.53B
Gross Profit (TTM) SWAV : $685.44M MEDP : $760.62M
EBITDA (TTM) SWAV : $204.51M MEDP : $541.22M

Returns By Period

SWAV

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

MEDP

• 1D: 4.32%
• 1M: 6.29%
• YTD: -14.50%
• 6M: -6.61%
• 1Y: 57.60%
• 3Y*: 36.68%
• 5Y*: 23.13%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SWAV vs. MEDP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MEDP

MEDP Risk / Return Rank: 77
MEDP Sharpe Ratio Rank: 71
MEDP Sortino Ratio Rank: 82
MEDP Omega Ratio Rank: 82
MEDP Calmar Ratio Rank: 74
MEDP Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWAV vs. MEDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ShockWave Medical, Inc. (SWAV) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SWAV	MEDP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.85	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.46	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.70	—

Correlation

The correlation between SWAV and MEDP is 0.31, 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.

Dividends

SWAV vs. MEDP - Dividend Comparison

Neither SWAV nor MEDP has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	SWAV	MEDP	Difference
Max Drawdown Largest peak-to-trough decline	—	-42.87%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-32.96%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-42.87%	—
Current Drawdown Current decline from peak	—	-22.62%	—
Average Drawdown Average peak-to-trough decline	—	-12.64%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	11.14%	—

Volatility

Volatility by Period

	SWAV	MEDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.00%	—
Volatility (6M) Calculated over the trailing 6-month period	—	29.67%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	67.80%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	50.92%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	49.58%	—

Financials