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

Correlation

The correlation between SWAV 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

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.

-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember20250
-19.93%
SWAV
MEDP

Key characteristics

Fundamentals

Market Cap

SWAV:

$12.57B

MEDP:

$10.49B

EPS

SWAV:

$4.25

MEDP:

$11.44

PE Ratio

SWAV:

78.76

MEDP:

29.49

Total Revenue (TTM)

SWAV:

$218.81M

MEDP:

$1.57B

Gross Profit (TTM)

SWAV:

$190.60M

MEDP:

$470.75M

EBITDA (TTM)

SWAV:

$56.05M

MEDP:

$349.74M

Returns By Period


SWAV

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

MEDP

YTD

1.54%

1M

1.92%

6M

-19.93%

1Y

15.72%

5Y*

30.06%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SWAV vs. MEDP — Risk-Adjusted Performance Rank

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

SWAV
The Risk-Adjusted Performance Rank of SWAV is 6363
Overall Rank
The Sharpe Ratio Rank of SWAV is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SWAV is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SWAV is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SWAV is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SWAV is 5858
Martin Ratio Rank

MEDP
The Risk-Adjusted Performance Rank of MEDP is 6161
Overall Rank
The Sharpe Ratio Rank of MEDP is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of MEDP is 5555
Sortino Ratio Rank
The Omega Ratio Rank of MEDP is 5858
Omega Ratio Rank
The Calmar Ratio Rank of MEDP is 6969
Calmar Ratio Rank
The Martin Ratio Rank of MEDP is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWAV vs. MEDP - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SWAV, currently valued at 2.77, compared to the broader market-2.000.002.004.002.770.44
The chart of Sortino ratio for SWAV, currently valued at 6.53, compared to the broader market-4.00-2.000.002.004.006.530.84
The chart of Omega ratio for SWAV, currently valued at 2.68, compared to the broader market0.501.001.502.002.681.13
The chart of Calmar ratio for SWAV, currently valued at 1.76, compared to the broader market0.002.004.006.001.760.57
The chart of Martin ratio for SWAV, currently valued at 48.09, compared to the broader market-10.000.0010.0020.0030.0048.091.09
SWAV
MEDP


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.77
0.44
SWAV
MEDP

Dividends

SWAV vs. MEDP - Dividend Comparison

Neither SWAV nor MEDP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SWAV vs. MEDP - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.02%
-26.23%
SWAV
MEDP

Volatility

SWAV vs. MEDP - Volatility Comparison

The current volatility for ShockWave Medical, Inc. (SWAV) is 0.00%, while Medpace Holdings, Inc. (MEDP) has a volatility of 9.52%. This indicates that SWAV 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.


0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember20250
9.52%
SWAV
MEDP

Financials

SWAV vs. MEDP - Financials Comparison

This section allows you to compare key financial metrics between ShockWave Medical, 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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