COST vs. MPWR
COST (Costco Wholesale Corporation) and MPWR (Monolithic Power Systems, Inc.) are both stocks. COST operates in Discount Stores (Consumer Defensive), while MPWR operates in Semiconductors (Technology). Over the past 10 years, COST returned 22.27%/yr vs 37.94%/yr for MPWR. At a 0.31 correlation, their price movements are largely independent.
Performance
COST vs. MPWR - Performance Comparison
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Returns By Period
In the year-to-date period, COST achieves a 14.24% return, which is significantly lower than MPWR's 74.38% return. Over the past 10 years, COST has underperformed MPWR with an annualized return of 22.27%, while MPWR has yielded a comparatively higher 37.94% annualized return.
COST
- 1D
- 0.68%
- 1M
- -4.91%
- YTD
- 14.24%
- 6M
- 11.38%
- 1Y
- -1.48%
- 3Y*
- 25.12%
- 5Y*
- 22.12%
- 10Y*
- 22.27%
MPWR
- 1D
- -0.77%
- 1M
- -4.43%
- YTD
- 74.38%
- 6M
- 67.26%
- 1Y
- 121.18%
- 3Y*
- 44.43%
- 5Y*
- 36.35%
- 10Y*
- 37.94%
COST vs. MPWR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 14.24% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
MPWR Monolithic Power Systems, Inc. | 74.38% | 54.45% | -5.55% | 79.78% | -27.78% | 35.49% | 107.49% | 54.80% | 4.49% | 38.23% |
Correlation
The correlation between COST and MPWR is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2004 | 0.31 |
Over the past year, the correlation between COST and MPWR has dropped to 0.01 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Fundamentals
COST:
$26.51
MPWR:
$13.89
COST:
37.06
MPWR:
113.54
COST:
2.90
MPWR:
1.43
COST:
1.12
MPWR:
25.93
COST:
$293.59B
MPWR:
$2.96B
COST:
$11.12B
MPWR:
$1.63B
COST:
$12.48B
MPWR:
$861.78M
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Return for Risk
COST vs. MPWR — Risk / Return Rank
COST
MPWR
COST vs. MPWR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) 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.
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.
| COST | MPWR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.59 | ||
| Sortino ratioReturn per unit of downside risk | -2.98 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.37 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 5.43 | -5.53 |
| Martin ratioReturn relative to average drawdown | -0.22 | 14.45 | -14.67 |
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Drawdowns
COST vs. MPWR - Drawdown Comparison
The maximum COST drawdown since its inception was -53.39%, smaller than the maximum MPWR drawdown of -72.27%. Use the drawdown chart below to compare losses from any high point for COST and MPWR.
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Drawdown Indicators
| COST | MPWR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -72.27% | +18.88% |
Max Drawdown (1Y)Largest decline over 1 year | -15.14% | -22.45% | +7.31% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | -51.65% | +30.91% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -51.65% | +20.25% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | -51.65% | +20.25% |
Current DrawdownCurrent decline from peak | -10.23% | -6.66% | -3.57% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -17.71% | +4.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.67% | 8.44% | -1.77% |
Volatility
COST vs. MPWR - Volatility Comparison
The current volatility for Costco Wholesale Corporation (COST) is 7.44%, while Monolithic Power Systems, Inc. (MPWR) has a volatility of 20.33%. This indicates that COST 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.
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Volatility by Period
| COST | MPWR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.44% | 20.33% | -12.89% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 37.42% | -22.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 48.53% | -29.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.72% | 53.53% | -30.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.95% | 47.23% | -25.28% |
Dividends
COST vs. MPWR - Dividend Comparison
COST's dividend yield for the trailing twelve months is around 0.55%, more than MPWR's 0.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
MPWR Monolithic Power Systems, Inc. | 0.42% | 0.69% | 0.85% | 0.63% | 0.85% | 0.49% | 0.55% | 0.90% | 1.03% | 0.71% | 0.98% | 1.26% |
Financials
COST vs. MPWR - Financials Comparison
This section allows you to compare key financial metrics between Costco Wholesale Corporation 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
COST vs. MPWR - Profitability Comparison
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.
MPWR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Monolithic Power Systems, Inc. reported a gross profit of 445.07M and revenue of 804.19M. Therefore, the gross margin over that period was 55.3%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.
MPWR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Monolithic Power Systems, Inc. reported an operating income of 241.15M and revenue of 804.19M, resulting in an operating margin of 30.0%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.
MPWR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Monolithic Power Systems, Inc. reported a net income of 193.23M and revenue of 804.19M, resulting in a net margin of 24.0%.
Frequently Asked Questions
COST and MPWR have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPWR has higher volatility (20.33%) compared to COST (7.44%). In terms of maximum drawdown, COST dropped -53.39% vs MPWR's -72.27%.
MPWR currently has the higher Sharpe Ratio (2.51 vs -0.08), 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.
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