PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LFUS vs. MCHP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LFUS and MCHP is 0.40, 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.


-0.50.00.51.00.4

Performance

LFUS vs. MCHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Littelfuse, Inc. (LFUS) and Microchip Technology Incorporated (MCHP). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.26%
-29.68%
LFUS
MCHP

Key characteristics

Sharpe Ratio

LFUS:

0.18

MCHP:

-0.77

Sortino Ratio

LFUS:

0.47

MCHP:

-0.94

Omega Ratio

LFUS:

1.05

MCHP:

0.89

Calmar Ratio

LFUS:

0.17

MCHP:

-0.62

Martin Ratio

LFUS:

0.64

MCHP:

-1.23

Ulcer Index

LFUS:

7.82%

MCHP:

23.79%

Daily Std Dev

LFUS:

27.58%

MCHP:

38.28%

Max Drawdown

LFUS:

-82.44%

MCHP:

-62.53%

Current Drawdown

LFUS:

-23.19%

MCHP:

-43.26%

Fundamentals

Market Cap

LFUS:

$6.14B

MCHP:

$29.99B

EPS

LFUS:

$4.49

MCHP:

$0.59

PE Ratio

LFUS:

54.98

MCHP:

94.51

PEG Ratio

LFUS:

1.24

MCHP:

5.70

Total Revenue (TTM)

LFUS:

$2.19B

MCHP:

$4.76B

Gross Profit (TTM)

LFUS:

$769.47M

MCHP:

$2.63B

EBITDA (TTM)

LFUS:

$283.16M

MCHP:

$1.41B

Returns By Period

In the year-to-date period, LFUS achieves a 4.76% return, which is significantly higher than MCHP's -2.77% return. Both investments have delivered pretty close results over the past 10 years, with LFUS having a 10.65% annualized return and MCHP not far behind at 10.22%.


LFUS

YTD

4.76%

1M

5.88%

6M

-5.59%

1Y

0.97%

5Y*

6.65%

10Y*

10.65%

MCHP

YTD

-2.77%

1M

-3.81%

6M

-31.18%

1Y

-30.12%

5Y*

2.00%

10Y*

10.22%

*Annualized

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

LFUS vs. MCHP — Risk-Adjusted Performance Rank

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

LFUS
The Risk-Adjusted Performance Rank of LFUS is 4848
Overall Rank
The Sharpe Ratio Rank of LFUS is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of LFUS is 4343
Sortino Ratio Rank
The Omega Ratio Rank of LFUS is 4141
Omega Ratio Rank
The Calmar Ratio Rank of LFUS is 5353
Calmar Ratio Rank
The Martin Ratio Rank of LFUS is 5353
Martin Ratio Rank

MCHP
The Risk-Adjusted Performance Rank of MCHP is 1111
Overall Rank
The Sharpe Ratio Rank of MCHP is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of MCHP is 1111
Sortino Ratio Rank
The Omega Ratio Rank of MCHP is 1212
Omega Ratio Rank
The Calmar Ratio Rank of MCHP is 1111
Calmar Ratio Rank
The Martin Ratio Rank of MCHP is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LFUS vs. MCHP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Littelfuse, Inc. (LFUS) and Microchip Technology Incorporated (MCHP). 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 LFUS, currently valued at 0.18, compared to the broader market-2.000.002.004.000.18-0.77
The chart of Sortino ratio for LFUS, currently valued at 0.47, compared to the broader market-6.00-4.00-2.000.002.004.006.000.47-0.94
The chart of Omega ratio for LFUS, currently valued at 1.05, compared to the broader market0.501.001.502.001.050.89
The chart of Calmar ratio for LFUS, currently valued at 0.17, compared to the broader market0.002.004.006.000.17-0.62
The chart of Martin ratio for LFUS, currently valued at 0.64, compared to the broader market-10.000.0010.0020.0030.000.64-1.23
LFUS
MCHP

The current LFUS Sharpe Ratio is 0.18, which is higher than the MCHP Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of LFUS and MCHP, 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 Ratio-1.00-0.500.000.50SeptemberOctoberNovemberDecember2025February
0.18
-0.77
LFUS
MCHP

Dividends

LFUS vs. MCHP - Dividend Comparison

LFUS's dividend yield for the trailing twelve months is around 1.09%, less than MCHP's 3.25% yield.


TTM20242023202220212020201920182017201620152014
LFUS
Littelfuse, Inc.
1.09%1.15%0.93%1.03%0.64%0.75%0.95%0.93%0.71%0.82%1.01%0.97%
MCHP
Microchip Technology Incorporated
3.25%3.16%1.76%1.65%0.98%1.07%1.40%2.02%1.65%2.24%3.08%3.16%

Drawdowns

LFUS vs. MCHP - Drawdown Comparison

The maximum LFUS drawdown since its inception was -82.44%, which is greater than MCHP's maximum drawdown of -62.53%. Use the drawdown chart below to compare losses from any high point for LFUS and MCHP. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%SeptemberOctoberNovemberDecember2025February
-23.19%
-43.26%
LFUS
MCHP

Volatility

LFUS vs. MCHP - Volatility Comparison

The current volatility for Littelfuse, Inc. (LFUS) is 8.75%, while Microchip Technology Incorporated (MCHP) has a volatility of 9.97%. This indicates that LFUS experiences smaller price fluctuations and is considered to be less risky than MCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%SeptemberOctoberNovemberDecember2025February
8.75%
9.97%
LFUS
MCHP

Financials

LFUS vs. MCHP - Financials Comparison

This section allows you to compare key financial metrics between Littelfuse, Inc. and Microchip Technology Incorporated. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab