ESE vs. MPWR
ESE (ESCO Technologies Inc.) and MPWR (Monolithic Power Systems, Inc.) are both stocks. Both are in the Technology sector — ESE in Scientific & Technical Instruments, MPWR in Semiconductors. Over the past 10 years, ESE returned 22.54%/yr vs 36.06%/yr for MPWR. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
ESE vs. MPWR - Performance Comparison
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Returns By Period
In the year-to-date period, ESE achieves a 61.51% return, which is significantly higher than MPWR's 57.89% return. Over the past 10 years, ESE has underperformed MPWR with an annualized return of 22.54%, while MPWR has yielded a comparatively higher 36.06% annualized return.
ESE
- 1D
- 1.21%
- 1M
- -7.22%
- 6M
- 38.25%
- YTD
- 61.51%
- 1Y
- 62.98%
- 3Y*
- 46.58%
- 5Y*
- 27.65%
- 10Y*
- 22.54%
- ALL TIME*
- 15.54%
MPWR
- 1D
- 8.35%
- 1M
- 7.08%
- 6M
- 27.30%
- YTD
- 57.89%
- 1Y
- 101.90%
- 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) |
|---|---|---|---|
| $56.05M | $61.44M | $84.23M | |
| $1.37B | $1.27B | $1.35B |
ESE vs. MPWR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESE ESCO Technologies Inc. | 61.51% | 46.96% | 14.15% | 34.13% | -2.30% | -12.59% | 12.01% | 41.00% | 10.04% | 6.79% |
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 ESE and MPWR is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2004 | 0.39 |
Fundamentals
ESE:
$8.17B
MPWR:
$70.06B
ESE:
$11.89
MPWR:
$16.33
ESE:
26.51
MPWR:
87.33
ESE:
0.43
MPWR:
1.10
ESE:
6.54
MPWR:
21.32
ESE:
5.09
MPWR:
18.03
ESE:
$1.25B
MPWR:
$3.27B
ESE:
$271.43M
MPWR:
$1.81B
ESE:
$238.72M
MPWR:
$1.01B
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Return for Risk
ESE vs. MPWR — Risk / Return Rank
ESE
MPWR
ESE vs. MPWR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ESCO Technologies Inc. (ESE) 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.
| ESE | MPWR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.30 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 3.94 | +0.16 |
| Martin ratioReturn relative to average drawdown | 10.04 | 9.44 | +0.59 |
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Drawdowns
ESE vs. MPWR - Drawdown Comparison
The maximum ESE drawdown since its inception was -58.54%, smaller than the maximum MPWR drawdown of -72.27%. Use the drawdown chart below to compare losses from any high point for ESE and MPWR.
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Drawdown Indicators
| ESE | MPWR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.54% | -72.27% | +13.73% |
Max Drawdown (1Y)Largest decline over 1 year | -15.43% | -25.99% | +10.56% |
Max Drawdown (3Y)Largest decline over 3 years | -17.52% | -51.65% | +34.13% |
Max Drawdown (5Y)Largest decline over 5 years | -35.31% | -51.65% | +16.34% |
Max Drawdown (10Y)Largest decline over 10 years | -45.97% | -51.65% | +5.68% |
Current DrawdownCurrent decline from peak | -11.14% | -15.49% | +4.35% |
Average DrawdownAverage peak-to-trough decline | -20.20% | -17.71% | -2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.29% | 10.83% | -4.54% |
Volatility
ESE vs. MPWR - Volatility Comparison
The current volatility for ESCO Technologies Inc. (ESE) is 10.28%, while Monolithic Power Systems, Inc. (MPWR) has a volatility of 18.57%. This indicates that ESE 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
| ESE | MPWR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.28% | 18.57% | -8.29% |
Volatility (6M)Calculated over the trailing 6-month period | 27.58% | 44.07% | -16.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.96% | 54.05% | -21.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.74% | 54.63% | -23.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.74% | 47.86% | -17.12% |
Dividends
ESE vs. MPWR - Dividend Comparison
ESE's dividend yield for the trailing twelve months is around 0.10%, less than MPWR's 0.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESE ESCO Technologies Inc. | 0.10% | 0.16% | 0.24% | 0.27% | 0.37% | 0.27% | 0.31% | 0.43% | 0.49% | 0.40% | 0.56% | 0.89% |
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
ESE vs. MPWR - Financials Comparison
This section allows you to compare key financial metrics between ESCO Technologies 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
ESE vs. MPWR - Profitability Comparison
ESE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, ESCO Technologies Inc. reported a gross profit of -119.92M and revenue of 309.34M. Therefore, the gross margin over that period was -38.8%.
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%.
ESE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, ESCO Technologies Inc. reported an operating income of 23.86M and revenue of 309.34M, resulting in an operating margin of 7.7%.
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%.
ESE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, ESCO Technologies Inc. reported a net income of 34.73M and revenue of 309.34M, resulting in a net margin of 11.2%.
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
ESE and MPWR have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPWR has higher volatility (18.57%) compared to ESE (10.28%). In terms of maximum drawdown, ESE dropped -58.54% vs MPWR's -72.27%.
ESE currently has the higher Sharpe Ratio (1.92 vs 1.90), 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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