MPWR vs. ADI
Compare and contrast key facts about Monolithic Power Systems, Inc. (MPWR) and Analog Devices, Inc. (ADI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MPWR or ADI.
Key characteristics
| MPWR | ADI | |
|---|---|---|
| YTD Return | 3.65% | -1.89% |
| 1Y Return | 40.47% | 7.59% |
| 3Y Return (Ann) | 22.67% | 10.18% |
| 5Y Return (Ann) | 36.27% | 12.78% |
| 10Y Return (Ann) | 34.70% | 16.74% |
| Sharpe Ratio | 0.83 | 0.31 |
| Daily Std Dev | 47.75% | 26.25% |
| Max Drawdown | -72.27% | -82.87% |
| Current Drawdown | -14.82% | -5.01% |
Fundamentals
| MPWR | ADI | |
|---|---|---|
| Market Cap | $32.95B | $100.16B |
| EPS | $8.74 | $5.59 |
| PE Ratio | 77.49 | 36.13 |
| PEG Ratio | 2.63 | 3.61 |
| Revenue (TTM) | $1.82B | $11.57B |
| Gross Profit (TTM) | $1.05B | $7.88B |
| EBITDA (TTM) | $521.90M | $5.68B |
Correlation
The correlation between MPWR and ADI is 0.62, 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.
Performance
MPWR vs. ADI - Performance Comparison
In the year-to-date period, MPWR achieves a 3.65% return, which is significantly higher than ADI's -1.89% return. Over the past 10 years, MPWR has outperformed ADI with an annualized return of 34.70%, while ADI has yielded a comparatively lower 16.74% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MPWR vs. ADI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Monolithic Power Systems, Inc. (MPWR) and Analog Devices, Inc. (ADI). 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
MPWR vs. ADI - Dividend Comparison
MPWR's dividend yield for the trailing twelve months is around 0.65%, less than ADI's 1.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPWR Monolithic Power Systems, Inc. | 0.65% | 0.63% | 0.85% | 0.49% | 0.55% | 0.90% | 1.03% | 0.71% | 0.98% | 1.26% | 0.90% | 0.00% |
ADI Analog Devices, Inc. | 1.81% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% | 2.67% | 2.67% |
Drawdowns
MPWR vs. ADI - Drawdown Comparison
The maximum MPWR drawdown since its inception was -72.27%, smaller than the maximum ADI drawdown of -82.87%. Use the drawdown chart below to compare losses from any high point for MPWR and ADI. For additional features, visit the drawdowns tool.
Volatility
MPWR vs. ADI - Volatility Comparison
Monolithic Power Systems, Inc. (MPWR) has a higher volatility of 12.28% compared to Analog Devices, Inc. (ADI) at 9.88%. This indicates that MPWR's price experiences larger fluctuations and is considered to be riskier than ADI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MPWR vs. ADI - Financials Comparison
This section allows you to compare key financial metrics between Monolithic Power Systems, Inc. and Analog Devices, 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