ADI vs. MPWR
Compare and contrast key facts about Analog Devices, Inc. (ADI) and Monolithic Power Systems, Inc. (MPWR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADI or MPWR.
Key characteristics
| ADI | MPWR | |
|---|---|---|
| YTD Return | 1.01% | 12.33% |
| 1Y Return | 12.20% | 55.28% |
| 3Y Return (Ann) | 11.56% | 29.35% |
| 5Y Return (Ann) | 13.42% | 38.42% |
| 10Y Return (Ann) | 17.23% | 35.88% |
| Sharpe Ratio | 0.44 | 1.09 |
| Daily Std Dev | 26.31% | 48.60% |
| Max Drawdown | -82.87% | -72.27% |
| Current Drawdown | -2.20% | -7.69% |
Fundamentals
| ADI | MPWR | |
|---|---|---|
| Market Cap | $100.16B | $32.95B |
| EPS | $5.59 | $8.74 |
| PE Ratio | 36.13 | 77.49 |
| PEG Ratio | 3.61 | 2.63 |
| Revenue (TTM) | $11.57B | $1.82B |
| Gross Profit (TTM) | $7.88B | $1.05B |
| EBITDA (TTM) | $5.68B | $521.90M |
Correlation
The correlation between ADI and MPWR is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ADI vs. MPWR - Performance Comparison
In the year-to-date period, ADI achieves a 1.01% return, which is significantly lower than MPWR's 12.33% return. Over the past 10 years, ADI has underperformed MPWR with an annualized return of 17.23%, while MPWR has yielded a comparatively higher 35.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ADI vs. MPWR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Analog Devices, Inc. (ADI) and Monolithic Power Systems, Inc. (MPWR). 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.
Dividends
ADI vs. MPWR - Dividend Comparison
ADI's dividend yield for the trailing twelve months is around 1.75%, more than MPWR's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADI Analog Devices, Inc. | 1.75% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% | 2.67% | 2.67% |
MPWR Monolithic Power Systems, Inc. | 0.60% | 0.63% | 0.85% | 0.49% | 0.55% | 0.90% | 1.03% | 0.71% | 0.98% | 1.26% | 0.90% | 0.00% |
Drawdowns
ADI vs. MPWR - Drawdown Comparison
The maximum ADI drawdown since its inception was -82.87%, which is greater than MPWR's maximum drawdown of -72.27%. Use the drawdown chart below to compare losses from any high point for ADI and MPWR. For additional features, visit the drawdowns tool.
Volatility
ADI vs. MPWR - Volatility Comparison
The current volatility for Analog Devices, Inc. (ADI) is 9.91%, while Monolithic Power Systems, Inc. (MPWR) has a volatility of 15.09%. This indicates that ADI experiences smaller price fluctuations and is considered to be less risky than MPWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ADI vs. MPWR - Financials Comparison
This section allows you to compare key financial metrics between Analog Devices, Inc. and Monolithic Power Systems, 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.
Total Revenue: Total amount of money received from sales and other business activities