MCHP vs. MPWR
Compare and contrast key facts about Microchip Technology Incorporated (MCHP) and Monolithic Power Systems, Inc. (MPWR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MCHP or MPWR.
Performance
MCHP vs. MPWR - Performance Comparison
Returns By Period
In the year-to-date period, MCHP achieves a -27.81% return, which is significantly lower than MPWR's -8.18% return. Over the past 10 years, MCHP has underperformed MPWR with an annualized return of 13.61%, while MPWR has yielded a comparatively higher 29.98% annualized return.
MCHP
-27.81%
-17.13%
-31.36%
-21.66%
8.46%
13.61%
MPWR
-8.18%
-37.09%
-20.81%
7.42%
29.97%
29.98%
Fundamentals
| MCHP | MPWR | |
|---|---|---|
| Market Cap | $36.14B | $31.42B |
| EPS | $1.44 | $8.87 |
| PE Ratio | 46.74 | 72.62 |
| PEG Ratio | 6.46 | 1.73 |
| Total Revenue (TTM) | $5.50B | $2.04B |
| Gross Profit (TTM) | $3.19B | $1.13B |
| EBITDA (TTM) | $1.54B | $512.84M |
Key characteristics
| MCHP | MPWR | |
|---|---|---|
| Sharpe Ratio | -0.57 | 0.15 |
| Sortino Ratio | -0.61 | 0.58 |
| Omega Ratio | 0.93 | 1.08 |
| Calmar Ratio | -0.56 | 0.20 |
| Martin Ratio | -1.46 | 0.84 |
| Ulcer Index | 13.95% | 9.54% |
| Daily Std Dev | 35.92% | 53.06% |
| Max Drawdown | -62.53% | -72.27% |
| Current Drawdown | -35.23% | -39.06% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between MCHP and MPWR is 0.63, 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
MCHP vs. MPWR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Microchip Technology Incorporated (MCHP) 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.
Dividends
MCHP vs. MPWR - Dividend Comparison
MCHP's dividend yield for the trailing twelve months is around 2.80%, more than MPWR's 0.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCHP Microchip Technology Incorporated | 2.80% | 1.76% | 1.65% | 0.98% | 1.07% | 1.40% | 2.02% | 1.65% | 2.24% | 3.08% | 3.16% | 3.16% |
MPWR Monolithic Power Systems, Inc. | 0.82% | 0.63% | 0.85% | 0.49% | 0.55% | 0.90% | 1.03% | 0.71% | 0.98% | 1.26% | 0.90% | 0.00% |
Drawdowns
MCHP vs. MPWR - Drawdown Comparison
The maximum MCHP drawdown since its inception was -62.53%, smaller than the maximum MPWR drawdown of -72.27%. Use the drawdown chart below to compare losses from any high point for MCHP and MPWR. For additional features, visit the drawdowns tool.
Volatility
MCHP vs. MPWR - Volatility Comparison
The current volatility for Microchip Technology Incorporated (MCHP) is 10.14%, while Monolithic Power Systems, Inc. (MPWR) has a volatility of 26.16%. This indicates that MCHP 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.
Financials
MCHP vs. MPWR - Financials Comparison
This section allows you to compare key financial metrics between Microchip Technology Incorporated 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.
Total Revenue: Total amount of money received from sales and other business activities