EME vs. MPWR
EME (EMCOR Group, Inc.) and MPWR (Monolithic Power Systems, Inc.) are both stocks. EME operates in Engineering & Construction (Industrials), while MPWR operates in Semiconductors (Technology). Over the past 10 years, EME returned 33.87%/yr vs 37.89%/yr for MPWR. At a 0.42 correlation, their price movements are largely independent.
Performance
EME vs. MPWR - Performance Comparison
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Returns By Period
In the year-to-date period, EME achieves a 36.89% return, which is significantly lower than MPWR's 72.87% return. Over the past 10 years, EME has underperformed MPWR with an annualized return of 33.87%, while MPWR has yielded a comparatively higher 37.89% annualized return.
EME
- 1D
- 1.10%
- 1M
- -1.45%
- YTD
- 36.89%
- 6M
- 36.98%
- 1Y
- 72.81%
- 3Y*
- 68.65%
- 5Y*
- 48.34%
- 10Y*
- 33.87%
MPWR
- 1D
- 7.97%
- 1M
- 0.16%
- YTD
- 72.87%
- 6M
- 67.48%
- 1Y
- 129.71%
- 3Y*
- 45.67%
- 5Y*
- 35.58%
- 10Y*
- 37.89%
EME vs. MPWR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EME EMCOR Group, Inc. | 36.89% | 35.05% | 111.27% | 46.03% | 16.81% | 39.93% | 6.47% | 45.18% | -26.68% | 16.09% |
MPWR Monolithic Power Systems, Inc. | 72.87% | 54.45% | -5.55% | 79.78% | -27.78% | 35.49% | 107.49% | 54.80% | 4.49% | 38.23% |
Correlation
The correlation between EME and MPWR is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2004 | 0.42 |
The correlation between EME and MPWR shifts across timeframes, from 0.42 (all time) to 0.53 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
EME:
$37.69B
MPWR:
$77.00B
EME:
$29.65
MPWR:
$13.89
EME:
28.22
MPWR:
112.56
EME:
0.66
MPWR:
1.42
EME:
2.12
MPWR:
25.71
EME:
9.75
MPWR:
20.94
EME:
$17.75B
MPWR:
$2.96B
EME:
$3.47B
MPWR:
$1.63B
EME:
$2.03B
MPWR:
$861.78M
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Return for Risk
EME vs. MPWR — Risk / Return Rank
EME
MPWR
EME vs. MPWR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EMCOR Group, Inc. (EME) 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.
| EME | MPWR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.38 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 5.70 | -2.79 |
| Martin ratioReturn relative to average drawdown | 7.10 | 15.03 | -7.92 |
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Drawdowns
EME vs. MPWR - Drawdown Comparison
The maximum EME drawdown since its inception was -70.56%, roughly equal to the maximum MPWR drawdown of -72.27%. Use the drawdown chart below to compare losses from any high point for EME and MPWR.
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Drawdown Indicators
| EME | MPWR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.56% | -72.27% | +1.71% |
Max Drawdown (1Y)Largest decline over 1 year | -25.15% | -22.45% | -2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -36.19% | -51.65% | +15.46% |
Max Drawdown (5Y)Largest decline over 5 years | -36.19% | -51.65% | +15.46% |
Max Drawdown (10Y)Largest decline over 10 years | -48.00% | -51.65% | +3.65% |
Current DrawdownCurrent decline from peak | -11.35% | -7.47% | -3.88% |
Average DrawdownAverage peak-to-trough decline | -15.36% | -17.70% | +2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.28% | 8.50% | +1.78% |
Volatility
EME vs. MPWR - Volatility Comparison
The current volatility for EMCOR Group, Inc. (EME) is 9.99%, while Monolithic Power Systems, Inc. (MPWR) has a volatility of 23.80%. This indicates that EME 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
| EME | MPWR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.99% | 23.80% | -13.81% |
Volatility (6M)Calculated over the trailing 6-month period | 26.49% | 39.67% | -13.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.67% | 49.66% | -10.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.40% | 53.86% | -20.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.05% | 47.43% | -14.38% |
Dividends
EME vs. MPWR - Dividend Comparison
EME's dividend yield for the trailing twelve months is around 0.16%, less than MPWR's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EME EMCOR Group, Inc. | 0.16% | 0.16% | 0.20% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% |
MPWR Monolithic Power Systems, Inc. | 0.43% | 0.69% | 0.85% | 0.63% | 0.85% | 0.49% | 0.55% | 0.90% | 1.03% | 0.71% | 0.98% | 1.26% |
Financials
EME vs. MPWR - Financials Comparison
This section allows you to compare key financial metrics between EMCOR Group, 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
EME vs. MPWR - Profitability Comparison
EME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, EMCOR Group, Inc. reported a gross profit of 863.95M and revenue of 4.63B. Therefore, the gross margin over that period was 18.7%.
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%.
EME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, EMCOR Group, Inc. reported an operating income of 403.85M and revenue of 4.63B, resulting in an operating margin of 8.7%.
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%.
EME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, EMCOR Group, Inc. reported a net income of 305.48M and revenue of 4.63B, resulting in a net margin of 6.6%.
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
EME and MPWR have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPWR has higher volatility (23.80%) compared to EME (9.99%). In terms of maximum drawdown, EME dropped -70.56% vs MPWR's -72.27%.
MPWR currently has the higher Sharpe Ratio (2.58 vs 1.89), 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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