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FN vs. MPWR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

FN vs. MPWR - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
0.40%
-22.01%
FN
MPWR

Returns By Period

In the year-to-date period, FN achieves a 22.03% return, which is significantly higher than MPWR's -6.36% return. Both investments have delivered pretty close results over the past 10 years, with FN having a 29.99% annualized return and MPWR not far ahead at 30.13%.


FN

YTD

22.03%

1M

-4.43%

6M

0.40%

1Y

35.64%

5Y (annualized)

30.85%

10Y (annualized)

29.99%

MPWR

YTD

-6.36%

1M

-35.85%

6M

-22.01%

1Y

9.55%

5Y (annualized)

30.93%

10Y (annualized)

30.13%

Fundamentals


FNMPWR
Market Cap$8.52B$31.42B
EPS$8.45$8.87
PE Ratio27.4972.62
PEG Ratio1.191.73
Total Revenue (TTM)$3.00B$2.04B
Gross Profit (TTM)$370.85M$1.13B
EBITDA (TTM)$367.98M$512.84M

Key characteristics


FNMPWR
Sharpe Ratio0.730.19
Sortino Ratio1.270.63
Omega Ratio1.171.09
Calmar Ratio1.360.26
Martin Ratio3.171.07
Ulcer Index12.01%9.52%
Daily Std Dev51.90%53.12%
Max Drawdown-70.46%-72.27%
Current Drawdown-15.08%-37.85%

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Correlation

-0.50.00.51.00.5

The correlation between FN and MPWR is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

FN vs. MPWR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fabrinet (FN) 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.


Sharpe ratio
The chart of Sharpe ratio for FN, currently valued at 0.73, compared to the broader market-4.00-2.000.002.004.000.730.19
The chart of Sortino ratio for FN, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.001.270.63
The chart of Omega ratio for FN, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.09
The chart of Calmar ratio for FN, currently valued at 1.36, compared to the broader market0.002.004.006.001.360.26
The chart of Martin ratio for FN, currently valued at 3.17, compared to the broader market-10.000.0010.0020.0030.003.171.07
FN
MPWR

The current FN Sharpe Ratio is 0.73, which is higher than the MPWR Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of FN and MPWR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.73
0.19
FN
MPWR

Dividends

FN vs. MPWR - Dividend Comparison

FN has not paid dividends to shareholders, while MPWR's dividend yield for the trailing twelve months is around 0.81%.


TTM2023202220212020201920182017201620152014
FN
Fabrinet
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.
0.81%0.63%0.85%0.49%0.55%0.90%1.03%0.71%0.98%1.26%0.90%

Drawdowns

FN vs. MPWR - Drawdown Comparison

The maximum FN drawdown since its inception was -70.46%, roughly equal to the maximum MPWR drawdown of -72.27%. Use the drawdown chart below to compare losses from any high point for FN and MPWR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.08%
-37.85%
FN
MPWR

Volatility

FN vs. MPWR - Volatility Comparison

The current volatility for Fabrinet (FN) is 15.22%, while Monolithic Power Systems, Inc. (MPWR) has a volatility of 26.45%. This indicates that FN 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.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
15.22%
26.45%
FN
MPWR

Financials

FN vs. MPWR - Financials Comparison

This section allows you to compare key financial metrics between Fabrinet 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


Values in USD except per share items