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MPWR vs. CDNS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MPWR vs. CDNS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monolithic Power Systems, Inc. (MPWR) and Cadence Design Systems, Inc. (CDNS). The values are adjusted to include any dividend payments, if applicable.

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MPWR vs. CDNS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MPWR
Monolithic Power Systems, Inc.
20.87%54.45%-5.55%79.78%-27.78%35.49%107.49%54.80%4.49%38.23%
CDNS
Cadence Design Systems, Inc.
-11.10%4.03%10.31%69.55%-13.80%36.59%96.70%59.52%3.97%65.82%

Fundamentals

Market Cap

MPWR:

$53.76B

CDNS:

$75.84B

EPS

MPWR:

$12.72

CDNS:

$4.06

PE Ratio

MPWR:

85.93

CDNS:

68.49

PEG Ratio

MPWR:

1.08

CDNS:

5.22

PS Ratio

MPWR:

18.97

CDNS:

14.34

PB Ratio

MPWR:

14.45

CDNS:

10.67

Total Revenue (TTM)

MPWR:

$2.79B

CDNS:

$5.30B

Gross Profit (TTM)

MPWR:

$1.54B

CDNS:

$5.09B

EBITDA (TTM)

MPWR:

$777.30M

CDNS:

$1.74B

Returns By Period

In the year-to-date period, MPWR achieves a 20.87% return, which is significantly higher than CDNS's -11.10% return. Over the past 10 years, MPWR has outperformed CDNS with an annualized return of 33.84%, while CDNS has yielded a comparatively lower 27.94% annualized return.


MPWR

1D
9.30%
1M
-4.13%
YTD
20.87%
6M
19.20%
1Y
89.95%
3Y*
30.74%
5Y*
25.27%
10Y*
33.84%

CDNS

1D
2.58%
1M
-7.81%
YTD
-11.10%
6M
-20.89%
1Y
9.26%
3Y*
9.77%
5Y*
14.45%
10Y*
27.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MPWR vs. CDNS — Risk / Return Rank

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

MPWR
MPWR Risk / Return Rank: 8787
Overall Rank
MPWR Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MPWR Sortino Ratio Rank: 8484
Sortino Ratio Rank
MPWR Omega Ratio Rank: 8484
Omega Ratio Rank
MPWR Calmar Ratio Rank: 9191
Calmar Ratio Rank
MPWR Martin Ratio Rank: 8989
Martin Ratio Rank

CDNS
CDNS Risk / Return Rank: 4949
Overall Rank
CDNS Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CDNS Sortino Ratio Rank: 4747
Sortino Ratio Rank
CDNS Omega Ratio Rank: 4646
Omega Ratio Rank
CDNS Calmar Ratio Rank: 5050
Calmar Ratio Rank
CDNS Martin Ratio Rank: 5050
Martin Ratio Rank
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.

MPWR vs. CDNS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monolithic Power Systems, Inc. (MPWR) and Cadence Design Systems, Inc. (CDNS). 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.


MPWRCDNSDifference

Sharpe ratio

Return per unit of total volatility

1.61

0.23

+1.38

Sortino ratio

Return per unit of downside risk

2.28

0.63

+1.65

Omega ratio

Gain probability vs. loss probability

1.31

1.08

+0.23

Calmar ratio

Return relative to maximum drawdown

3.95

0.29

+3.65

Martin ratio

Return relative to average drawdown

10.08

0.65

+9.42

MPWR vs. CDNS - Sharpe Ratio Comparison

The current MPWR Sharpe Ratio is 1.61, which is higher than the CDNS Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of MPWR and CDNS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MPWRCDNSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

0.23

+1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.41

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.84

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.22

+0.32

Correlation

The correlation between MPWR and CDNS is 0.51, 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.


Dividends

MPWR vs. CDNS - Dividend Comparison

MPWR's dividend yield for the trailing twelve months is around 0.61%, while CDNS has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MPWR
Monolithic Power Systems, Inc.
0.61%0.69%0.85%0.63%0.85%0.49%0.55%0.90%1.03%0.71%0.98%1.26%
CDNS
Cadence Design Systems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MPWR vs. CDNS - Drawdown Comparison

The maximum MPWR drawdown since its inception was -72.27%, smaller than the maximum CDNS drawdown of -93.13%. Use the drawdown chart below to compare losses from any high point for MPWR and CDNS.


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Drawdown Indicators


MPWRCDNSDifference

Max Drawdown

Largest peak-to-trough decline

-72.27%

-93.13%

+20.86%

Max Drawdown (1Y)

Largest decline over 1 year

-22.93%

-28.09%

+5.16%

Max Drawdown (5Y)

Largest decline over 5 years

-51.65%

-29.59%

-22.06%

Max Drawdown (10Y)

Largest decline over 10 years

-51.65%

-32.12%

-19.53%

Current Drawdown

Current decline from peak

-11.07%

-25.58%

+14.51%

Average Drawdown

Average peak-to-trough decline

-17.84%

-39.79%

+21.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.98%

12.61%

-3.63%

Volatility

MPWR vs. CDNS - Volatility Comparison

Monolithic Power Systems, Inc. (MPWR) has a higher volatility of 16.61% compared to Cadence Design Systems, Inc. (CDNS) at 7.46%. This indicates that MPWR's price experiences larger fluctuations and is considered to be riskier than CDNS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MPWRCDNSDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.61%

7.46%

+9.15%

Volatility (6M)

Calculated over the trailing 6-month period

34.32%

25.41%

+8.91%

Volatility (1Y)

Calculated over the trailing 1-year period

56.06%

39.60%

+16.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.63%

35.27%

+17.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.56%

33.43%

+13.13%

Financials

MPWR vs. CDNS - Financials Comparison

This section allows you to compare key financial metrics between Monolithic Power Systems, Inc. and Cadence Design 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


200.00M400.00M600.00M800.00M1.00B1.20B1.40BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
751.16M
1.44B
(MPWR) Total Revenue
(CDNS) Total Revenue
Values in USD except per share items