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

Correlation

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.


-0.50.00.51.00.5

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.

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-10.38%
-27.99%
FN
MPWR

Key characteristics

Sharpe Ratio

FN:

0.33

MPWR:

-0.04

Sortino Ratio

FN:

0.81

MPWR:

0.32

Omega Ratio

FN:

1.11

MPWR:

1.04

Calmar Ratio

FN:

0.63

MPWR:

-0.06

Martin Ratio

FN:

1.38

MPWR:

-0.16

Ulcer Index

FN:

12.74%

MPWR:

14.81%

Daily Std Dev

FN:

53.54%

MPWR:

53.87%

Max Drawdown

FN:

-70.46%

MPWR:

-72.27%

Current Drawdown

FN:

-19.10%

MPWR:

-37.28%

Fundamentals

Market Cap

FN:

$8.41B

MPWR:

$30.64B

EPS

FN:

$8.46

MPWR:

$8.86

PE Ratio

FN:

27.39

MPWR:

70.91

PEG Ratio

FN:

1.19

MPWR:

1.67

Total Revenue (TTM)

FN:

$3.00B

MPWR:

$2.04B

Gross Profit (TTM)

FN:

$370.85M

MPWR:

$1.13B

EBITDA (TTM)

FN:

$367.98M

MPWR:

$523.07M

Returns By Period

In the year-to-date period, FN achieves a 16.25% return, which is significantly higher than MPWR's -5.50% return. Both investments have delivered pretty close results over the past 10 years, with FN having a 28.81% annualized return and MPWR not far ahead at 29.54%.


FN

YTD

16.25%

1M

-2.23%

6M

-10.38%

1Y

15.59%

5Y*

28.04%

10Y*

28.81%

MPWR

YTD

-5.50%

1M

5.92%

6M

-27.99%

1Y

-3.98%

5Y*

27.51%

10Y*

29.54%

Compare stocks, funds, or ETFs

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


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 0.33, compared to the broader market-4.00-2.000.002.000.33-0.04
The chart of Sortino ratio for FN, currently valued at 0.81, compared to the broader market-4.00-2.000.002.004.000.810.32
The chart of Omega ratio for FN, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.04
The chart of Calmar ratio for FN, currently valued at 0.63, compared to the broader market0.002.004.006.000.63-0.06
The chart of Martin ratio for FN, currently valued at 1.38, compared to the broader market-5.000.005.0010.0015.0020.0025.001.38-0.16
FN
MPWR

The current FN Sharpe Ratio is 0.33, which is higher than the MPWR Sharpe Ratio of -0.04. 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.33
-0.04
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 0.80%.


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.
0.80%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%JulyAugustSeptemberOctoberNovemberDecember
-19.10%
-37.28%
FN
MPWR

Volatility

FN vs. MPWR - Volatility Comparison

The current volatility for Fabrinet (FN) is 11.76%, while Monolithic Power Systems, Inc. (MPWR) has a volatility of 12.51%. 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%JulyAugustSeptemberOctoberNovemberDecember
11.76%
12.51%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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