IMMR vs. MPTI

Last updated Jul 21, 2026

IMMR (Immersion Corporation) and MPTI (M-tron Industries Inc) are both stocks. Both are in the Technology sector — IMMR in Software - Application, MPTI in Electronic Components. Over the past 3 years, IMMR returned 1.05%/yr vs 102.34%/yr for MPTI. At a 0.18 correlation, their price movements are largely independent.

Performance

IMMR vs. MPTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Immersion Corporation (IMMR) and M-tron Industries Inc (MPTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IMMR achieves a -2.12% return, which is significantly lower than MPTI's 43.99% return.

IMMR

• 1D: -2.06%
• 1M: -2.64%
• 6M: 1.39%
• YTD: -2.12%
• 1Y: -14.13%
• 3Y*: 1.05%
• 5Y*: -1.45%
• 10Y*: -0.41%
• ALL TIME*: -3.17%

MPTI

• 1D: 0.90%
• 1M: -20.13%
• 6M: 18.60%
• YTD: 43.99%
• 1Y: 91.05%
• 3Y*: 102.34%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 90.31%

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

IMMR vs. MPTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
IMMR Immersion Corporation	-2.12%	-18.30%	26.47%	3.43%	28.05%
MPTI M-tron Industries Inc	43.99%	31.87%	35.66%	308.00%	9.37%

Correlation

The correlation between IMMR and MPTI is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (All Time) Calculated using the full available price history since Oct 3, 2022	0.18

The correlation between IMMR and MPTI shifts across timeframes, from 0.18 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap IMMR : $212.84M MPTI : $232.73M
Total Revenue (TTM) IMMR : $1.47B MPTI : $56.37M
Gross Profit (TTM) IMMR : $409.86M MPTI : $25.34M
EBITDA (TTM) IMMR : $188.76M MPTI : $12.24M

Return for Risk

IMMR vs. MPTI — Risk / Return Rank

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

IMMR

IMMR Risk / Return Rank: 25
IMMR Sharpe Ratio Rank: 30
IMMR Sortino Ratio Rank: 28
IMMR Omega Ratio Rank: 28
IMMR Calmar Ratio Rank: 25
IMMR Martin Ratio Rank: 15

MPTI

MPTI Risk / Return Rank: 88
MPTI Sharpe Ratio Rank: 88
MPTI Sortino Ratio Rank: 86
MPTI Omega Ratio Rank: 84
MPTI Calmar Ratio Rank: 91
MPTI Martin Ratio Rank: 92

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.

IMMR vs. MPTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Immersion Corporation (IMMR) and M-tron Industries Inc (MPTI). 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.

	IMMR	MPTI	Difference
Sharpe ratio: Return per unit of total volatility	-0.35	1.70	-2.05
Sortino ratio: Return per unit of downside risk	-0.26	2.45	-2.71
Omega ratio: Gain probability vs. loss probability	0.97	1.29	-0.32
Calmar ratio: Return relative to maximum drawdown	-0.56	3.72	-4.28
Martin ratio: Return relative to average drawdown	-1.22	11.41	-12.63

IMMR vs. MPTI - Sharpe Ratio Comparison

The current IMMR Sharpe Ratio is -0.35, which is lower than the MPTI Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of IMMR and MPTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IMMR vs. MPTI - Drawdown Comparison

The maximum IMMR drawdown since its inception was -98.66%, which is greater than MPTI's maximum drawdown of -49.99%. Use the drawdown chart below to compare losses from any high point for IMMR and MPTI.

Drawdown Indicators

	IMMR	MPTI	Difference
Max Drawdown Largest peak-to-trough decline	-98.66%	-49.99%	-48.67%
Max Drawdown (1Y) Largest decline over 1 year	-25.48%	-24.62%	-0.86%
Max Drawdown (3Y) Largest decline over 3 years	-56.90%	-49.99%	-6.91%
Max Drawdown (5Y) Largest decline over 5 years	-56.90%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-74.29%	—	—
Current Drawdown Current decline from peak	-89.91%	-23.94%	-65.97%
Average Drawdown Average peak-to-trough decline	-88.21%	-18.55%	-69.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.11%	8.01%	+7.10%

Volatility

IMMR vs. MPTI - Volatility Comparison

The current volatility for Immersion Corporation (IMMR) is 11.39%, while M-tron Industries Inc (MPTI) has a volatility of 16.57%. This indicates that IMMR experiences smaller price fluctuations and is considered to be less risky than MPTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IMMR	MPTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.39%	16.57%	-5.18%
Volatility (6M) Calculated over the trailing 6-month period	27.95%	40.20%	-12.25%
Volatility (1Y) Calculated over the trailing 1-year period	40.69%	53.88%	-13.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.82%	77.31%	-31.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.93%	77.31%	-26.38%

Dividends

IMMR vs. MPTI - Dividend Comparison

IMMR's dividend yield for the trailing twelve months is around 4.90%, while MPTI has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
IMMR Immersion Corporation	4.90%	5.59%	2.06%	3.12%
MPTI M-tron Industries Inc	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both IMMR and MPTI in my portfolio?

IMMR and MPTI have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IMMR or MPTI?

MPTI has higher volatility (16.57%) compared to IMMR (11.39%). In terms of maximum drawdown, IMMR dropped -98.66% vs MPTI's -49.99%.

Which has better risk-adjusted returns?

MPTI currently has the higher Sharpe Ratio (1.70 vs -0.35), 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.