DIOD vs. MPWR
DIOD (Diodes Incorporated) and MPWR (Monolithic Power Systems, Inc.) are both stocks. Both operate in the Semiconductors industry within the Technology sector. Over the past 10 years, DIOD returned 16.41%/yr vs 36.06%/yr for MPWR. Their 0.58 correlation means they have sometimes moved together and sometimes differently.
Performance
DIOD vs. MPWR - Performance Comparison
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Returns By Period
In the year-to-date period, DIOD achieves a 66.84% return, which is significantly higher than MPWR's 57.89% return. Over the past 10 years, DIOD has underperformed MPWR with an annualized return of 16.41%, while MPWR has yielded a comparatively higher 36.06% annualized return.
DIOD
- 1D
- 0.39%
- 1M
- -14.47%
- 6M
- 39.08%
- YTD
- 66.84%
- 1Y
- 68.31%
- 3Y*
- -3.90%
- 5Y*
- 0.08%
- 10Y*
- 16.41%
- ALL TIME*
- 17.52%
MPWR
- 1D
- 8.35%
- 1M
- 10.70%
- 6M
- 27.30%
- YTD
- 57.89%
- 1Y
- 82.79%
- 3Y*
- 38.39%
- 5Y*
- 26.91%
- 10Y*
- 36.06%
- ALL TIME*
- 27.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $38.41M | $42.30M | $67.99M | |
| $1.37B | $1.27B | $1.35B |
DIOD vs. MPWR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIOD Diodes Incorporated | 66.84% | -19.99% | -23.41% | 5.75% | -30.66% | 55.76% | 25.07% | 74.74% | 12.52% | 11.69% |
MPWR Monolithic Power Systems, Inc. | 57.89% | 54.45% | -5.55% | 79.78% | -27.78% | 35.49% | 107.49% | 54.80% | 4.49% | 38.23% |
Correlation
The correlation between DIOD and MPWR is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2004 | 0.59 |
The correlation between DIOD and MPWR shifts across timeframes, from 0.58 (all time) to 0.73 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
DIOD:
$3.78B
MPWR:
$70.06B
DIOD:
$1.85
MPWR:
$16.33
DIOD:
44.53
MPWR:
87.33
DIOD:
2.45
MPWR:
21.32
DIOD:
1.95
MPWR:
18.03
DIOD:
$1.56B
MPWR:
$3.27B
DIOD:
$486.53M
MPWR:
$1.81B
DIOD:
$216.64M
MPWR:
$1.01B
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Return for Risk
DIOD vs. MPWR — Risk / Return Rank
DIOD
MPWR
DIOD vs. MPWR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diodes Incorporated (DIOD) 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.
| DIOD | MPWR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.30 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 3.94 | -2.18 |
| Martin ratioReturn relative to average drawdown | 5.22 | 9.44 | -4.23 |
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Drawdowns
DIOD vs. MPWR - Drawdown Comparison
The maximum DIOD drawdown since its inception was -90.09%, which is greater than MPWR's maximum drawdown of -72.27%. Use the drawdown chart below to compare losses from any high point for DIOD and MPWR.
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Drawdown Indicators
| DIOD | MPWR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.09% | -72.27% | -17.82% |
Max Drawdown (1Y)Largest decline over 1 year | -38.02% | -25.99% | -12.03% |
Max Drawdown (3Y)Largest decline over 3 years | -61.69% | -51.65% | -10.04% |
Max Drawdown (5Y)Largest decline over 5 years | -69.52% | -51.65% | -17.87% |
Max Drawdown (10Y)Largest decline over 10 years | -69.52% | -51.65% | -17.87% |
Current DrawdownCurrent decline from peak | -32.94% | -15.49% | -17.45% |
Average DrawdownAverage peak-to-trough decline | -33.27% | -17.71% | -15.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.83% | 10.83% | +2.00% |
Volatility
DIOD vs. MPWR - Volatility Comparison
Diodes Incorporated (DIOD) has a higher volatility of 21.54% compared to Monolithic Power Systems, Inc. (MPWR) at 18.57%. This indicates that DIOD's price experiences larger fluctuations and is considered to be riskier 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
| DIOD | MPWR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.54% | 18.57% | +2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 52.27% | 44.07% | +8.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.94% | 54.05% | +8.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.29% | 54.63% | -6.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.12% | 47.86% | -3.74% |
Dividends
DIOD vs. MPWR - Dividend Comparison
DIOD has not paid dividends to shareholders, while MPWR's dividend yield for the trailing twelve months is around 0.50%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIOD Diodes Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MPWR Monolithic Power Systems, Inc. | 0.50% | 0.69% | 0.85% | 0.63% | 0.85% | 0.49% | 0.55% | 0.90% | 1.03% | 0.71% | 0.98% | 1.26% |
Financials
DIOD vs. MPWR - Financials Comparison
This section allows you to compare key financial metrics between Diodes Incorporated 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
DIOD vs. MPWR - Profitability Comparison
DIOD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Diodes Incorporated reported a gross profit of 128.79M and revenue of 405.47M. Therefore, the gross margin over that period was 31.8%.
MPWR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Monolithic Power Systems, Inc. reported a gross profit of 541.07M and revenue of 980.64M. Therefore, the gross margin over that period was 55.2%.
DIOD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Diodes Incorporated reported an operating income of 19.77M and revenue of 405.47M, resulting in an operating margin of 4.9%.
MPWR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Monolithic Power Systems, Inc. reported an operating income of 303.89M and revenue of 980.64M, resulting in an operating margin of 31.0%.
DIOD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Diodes Incorporated reported a net income of 14.96M and revenue of 405.47M, resulting in a net margin of 3.7%.
MPWR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Monolithic Power Systems, Inc. reported a net income of 257.30M and revenue of 980.64M, resulting in a net margin of 26.2%.
Frequently Asked Questions
DIOD and MPWR have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIOD has higher volatility (21.54%) compared to MPWR (18.57%). In terms of maximum drawdown, DIOD dropped -90.09% vs MPWR's -72.27%.
MPWR currently has the higher Sharpe Ratio (1.90 vs 1.07), 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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