PortfoliosLab logoPortfoliosLab logo
ESPR vs. MPWR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ESPR vs. MPWR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Esperion Therapeutics, Inc. (ESPR) and Monolithic Power Systems, Inc. (MPWR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ESPR achieves a -14.86% return, which is significantly lower than MPWR's 74.38% return. Over the past 10 years, ESPR has underperformed MPWR with an annualized return of -14.95%, while MPWR has yielded a comparatively higher 37.94% annualized return.


ESPR

1D
0.00%
1M
0.96%
YTD
-14.86%
6M
-18.18%
1Y
162.50%
3Y*
35.36%
5Y*
-34.62%
10Y*
-14.95%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESPR vs. MPWR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ESPR
Esperion Therapeutics, Inc.
-14.86%68.18%-26.42%-52.01%24.60%-80.77%-56.40%29.63%-30.13%425.88%
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 ESPR and MPWR is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2013

0.24

The correlation between ESPR and MPWR shifts across timeframes, from 0.13 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ESPR:

$791.76M

MPWR:

$77.67B

EPS

ESPR:

-$0.03

MPWR:

$13.89

PS Ratio

ESPR:

1.75

MPWR:

25.93

Total Revenue (TTM)

ESPR:

$418.24M

MPWR:

$2.96B

Gross Profit (TTM)

ESPR:

$226.32M

MPWR:

$1.63B

EBITDA (TTM)

ESPR:

$77.18M

MPWR:

$861.78M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ESPR vs. MPWR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESPR
ESPR Risk / Return Rank: 8686
Overall Rank
ESPR Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ESPR Sortino Ratio Rank: 8888
Sortino Ratio Rank
ESPR Omega Ratio Rank: 8787
Omega Ratio Rank
ESPR Calmar Ratio Rank: 8484
Calmar Ratio Rank
ESPR Martin Ratio Rank: 8484
Martin Ratio Rank

MPWR
MPWR Risk / Return Rank: 9191
Overall Rank
MPWR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
MPWR Sortino Ratio Rank: 9090
Sortino Ratio Rank
MPWR Omega Ratio Rank: 8888
Omega Ratio Rank
MPWR Calmar Ratio Rank: 9393
Calmar Ratio Rank
MPWR Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESPR vs. MPWR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Esperion Therapeutics, Inc. (ESPR) 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.


ESPRMPWRDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

3.07

5.43

-2.35

Martin ratioReturn relative to average drawdown

7.68

14.45

-6.77

ESPR vs. MPWR - Sharpe Ratio Comparison

The current ESPR Sharpe Ratio is 1.76, which is comparable to the MPWR Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of ESPR and MPWR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ESPR vs. MPWR - Drawdown Comparison

The maximum ESPR drawdown since its inception was -99.37%, which is greater than MPWR's maximum drawdown of -72.27%. Use the drawdown chart below to compare losses from any high point for ESPR and MPWR.


Loading charts...

Drawdown Indicators


ESPRMPWRDifference

Max Drawdown

Largest peak-to-trough decline

-99.37%

-72.27%

-27.10%

Max Drawdown (1Y)

Largest decline over 1 year

-53.19%

-22.45%

-30.74%

Max Drawdown (3Y)

Largest decline over 3 years

-80.94%

-51.65%

-29.29%

Max Drawdown (5Y)

Largest decline over 5 years

-97.16%

-51.65%

-45.51%

Max Drawdown (10Y)

Largest decline over 10 years

-99.10%

-51.65%

-47.45%

Current Drawdown

Current decline from peak

-97.27%

-6.66%

-90.61%

Average Drawdown

Average peak-to-trough decline

-69.99%

-17.71%

-52.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.30%

8.44%

+12.86%

Volatility

ESPR vs. MPWR - Volatility Comparison

The current volatility for Esperion Therapeutics, Inc. (ESPR) is 1.06%, while Monolithic Power Systems, Inc. (MPWR) has a volatility of 20.33%. This indicates that ESPR 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.


Loading charts...

Volatility by Period


ESPRMPWRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

20.33%

-19.27%

Volatility (6M)

Calculated over the trailing 6-month period

61.44%

37.42%

+24.02%

Volatility (1Y)

Calculated over the trailing 1-year period

92.66%

48.53%

+44.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.79%

53.53%

+38.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

84.61%

47.23%

+37.38%

Dividends

ESPR vs. MPWR - Dividend Comparison

ESPR has not paid dividends to shareholders, while MPWR's dividend yield for the trailing twelve months is around 0.42%.


PositionTTM20252024202320222021202020192018201720162015
ESPR
Esperion Therapeutics, Inc.
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.
0.42%0.69%0.85%0.63%0.85%0.49%0.55%0.90%1.03%0.71%0.98%1.26%

Financials

ESPR vs. MPWR - Financials Comparison

This section allows you to compare key financial metrics between Esperion Therapeutics, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00M400.00M600.00M800.00M20222023202420252026
80.10M
804.19M
(ESPR) Total Revenue
(MPWR) Total Revenue
Values in USD except per share items

ESPR vs. MPWR - Profitability Comparison

The chart below illustrates the profitability comparison between Esperion Therapeutics, Inc. and Monolithic Power Systems, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
55.3%
Portfolio components
ESPR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Esperion Therapeutics, Inc. reported a gross profit of 0.00 and revenue of 80.10M. Therefore, the gross margin over that period was 0.0%.

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%.

ESPR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Esperion Therapeutics, Inc. reported an operating income of -6.58M and revenue of 80.10M, resulting in an operating margin of -8.2%.

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%.

ESPR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Esperion Therapeutics, Inc. reported a net income of -25.20M and revenue of 80.10M, resulting in a net margin of -31.5%.

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


ESPR and MPWR have a correlation of 0.13, 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 ESPR (1.06%). In terms of maximum drawdown, ESPR dropped -99.37% vs MPWR's -72.27%.

MPWR currently has the higher Sharpe Ratio (2.51 vs 1.76), 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.

Portfolio Optimizer

Find the right allocation for ESPR and MPWR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer