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USPH vs. MDMG.ME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


USPHMDMG.ME
YTD Return-1.84%12.75%
1Y Return5.07%10.27%
3Y Return (Ann)-1.26%2.87%
Sharpe Ratio0.160.29
Sortino Ratio0.510.62
Omega Ratio1.061.08
Calmar Ratio0.120.29
Martin Ratio0.350.49
Ulcer Index15.20%19.57%
Daily Std Dev32.44%32.34%
Max Drawdown-67.21%-63.61%
Current Drawdown-34.31%-26.92%

Fundamentals


USPHMDMG.ME
Market Cap$1.39BRUB 841.40M
EPS$0.88RUB 79.91
PE Ratio104.665.54

Correlation

-0.50.00.51.00.1

The correlation between USPH and MDMG.ME is 0.08, 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.

Performance

USPH vs. MDMG.ME - Performance Comparison

In the year-to-date period, USPH achieves a -1.84% return, which is significantly lower than MDMG.ME's 12.75% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-14.32%
-24.06%
USPH
MDMG.ME

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Risk-Adjusted Performance

USPH vs. MDMG.ME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Physical Therapy, Inc. (USPH) and MD Medical Group Investments Plc (MDMG.ME). 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.


USPH
Sharpe ratio
The chart of Sharpe ratio for USPH, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.23
Sortino ratio
The chart of Sortino ratio for USPH, currently valued at 0.62, compared to the broader market-4.00-2.000.002.004.006.000.62
Omega ratio
The chart of Omega ratio for USPH, currently valued at 1.08, compared to the broader market0.501.001.502.001.08
Calmar ratio
The chart of Calmar ratio for USPH, currently valued at 0.18, compared to the broader market0.002.004.006.000.18
Martin ratio
The chart of Martin ratio for USPH, currently valued at 0.49, compared to the broader market0.0010.0020.0030.000.49
MDMG.ME
Sharpe ratio
The chart of Sharpe ratio for MDMG.ME, currently valued at 0.08, compared to the broader market-4.00-2.000.002.004.000.08
Sortino ratio
The chart of Sortino ratio for MDMG.ME, currently valued at 0.38, compared to the broader market-4.00-2.000.002.004.006.000.38
Omega ratio
The chart of Omega ratio for MDMG.ME, currently valued at 1.05, compared to the broader market0.501.001.502.001.05
Calmar ratio
The chart of Calmar ratio for MDMG.ME, currently valued at 0.08, compared to the broader market0.002.004.006.000.08
Martin ratio
The chart of Martin ratio for MDMG.ME, currently valued at 0.15, compared to the broader market0.0010.0020.0030.000.15

USPH vs. MDMG.ME - Sharpe Ratio Comparison

The current USPH Sharpe Ratio is 0.16, which is lower than the MDMG.ME Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of USPH and MDMG.ME, 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-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.23
0.08
USPH
MDMG.ME

Dividends

USPH vs. MDMG.ME - Dividend Comparison

USPH's dividend yield for the trailing twelve months is around 1.46%, less than MDMG.ME's 1.74% yield.


TTM20232022202120202019201820172016201520142013
USPH
U.S. Physical Therapy, Inc.
1.46%1.85%2.02%1.53%0.27%1.00%0.90%1.11%0.97%1.12%1.14%1.13%
MDMG.ME
MD Medical Group Investments Plc
1.74%13.85%2.01%4.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

USPH vs. MDMG.ME - Drawdown Comparison

The maximum USPH drawdown since its inception was -67.21%, which is greater than MDMG.ME's maximum drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for USPH and MDMG.ME. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-32.22%
-32.90%
USPH
MDMG.ME

Volatility

USPH vs. MDMG.ME - Volatility Comparison

U.S. Physical Therapy, Inc. (USPH) has a higher volatility of 17.75% compared to MD Medical Group Investments Plc (MDMG.ME) at 8.57%. This indicates that USPH's price experiences larger fluctuations and is considered to be riskier than MDMG.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.75%
8.57%
USPH
MDMG.ME

Financials

USPH vs. MDMG.ME - Financials Comparison

This section allows you to compare key financial metrics between U.S. Physical Therapy, Inc. and MD Medical Group Investments Plc. 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



Please note, different currencies. USPH values in USD, MDMG.ME values in RUB