MPWR vs. COST
MPWR (Monolithic Power Systems, Inc.) and COST (Costco Wholesale Corporation) are both stocks. MPWR operates in Semiconductors (Technology), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, MPWR returned 37.94%/yr vs 22.27%/yr for COST. At a 0.31 correlation, their price movements are largely independent.
Performance
MPWR vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, MPWR achieves a 74.38% return, which is significantly higher than COST's 14.24% return. Over the past 10 years, MPWR has outperformed COST with an annualized return of 37.94%, while COST has yielded a comparatively lower 22.27% annualized return.
MPWR
- 1D
- -0.77%
- 1M
- -4.43%
- YTD
- 74.38%
- 6M
- 67.26%
- 1Y
- 121.18%
- 3Y*
- 44.43%
- 5Y*
- 36.35%
- 10Y*
- 37.94%
COST
- 1D
- 0.68%
- 1M
- -4.91%
- YTD
- 14.24%
- 6M
- 11.38%
- 1Y
- -1.48%
- 3Y*
- 25.12%
- 5Y*
- 22.12%
- 10Y*
- 22.27%
MPWR vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPWR Monolithic Power Systems, Inc. | 74.38% | 54.45% | -5.55% | 79.78% | -27.78% | 35.49% | 107.49% | 54.80% | 4.49% | 38.23% |
COST Costco Wholesale Corporation | 14.24% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between MPWR and COST is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2004 | 0.31 |
Over the past year, the correlation between MPWR and COST has dropped to 0.01 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Fundamentals
MPWR:
$13.89
COST:
$26.51
MPWR:
113.54
COST:
37.06
MPWR:
1.43
COST:
2.90
MPWR:
25.93
COST:
1.12
MPWR:
$2.96B
COST:
$293.59B
MPWR:
$1.63B
COST:
$11.12B
MPWR:
$861.78M
COST:
$12.48B
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Return for Risk
MPWR vs. COST — Risk / Return Rank
MPWR
COST
MPWR vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Monolithic Power Systems, Inc. (MPWR) and Costco Wholesale Corporation (COST). 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.
| MPWR | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.59 | ||
| Sortino ratioReturn per unit of downside risk | +2.98 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.00 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 5.43 | -0.10 | +5.53 |
| Martin ratioReturn relative to average drawdown | 14.45 | -0.22 | +14.67 |
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Drawdowns
MPWR vs. COST - Drawdown Comparison
The maximum MPWR drawdown since its inception was -72.27%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for MPWR and COST.
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Drawdown Indicators
| MPWR | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.27% | -53.39% | -18.88% |
Max Drawdown (1Y)Largest decline over 1 year | -22.45% | -15.14% | -7.31% |
Max Drawdown (3Y)Largest decline over 3 years | -51.65% | -20.74% | -30.91% |
Max Drawdown (5Y)Largest decline over 5 years | -51.65% | -31.40% | -20.25% |
Max Drawdown (10Y)Largest decline over 10 years | -51.65% | -31.40% | -20.25% |
Current DrawdownCurrent decline from peak | -6.66% | -10.23% | +3.57% |
Average DrawdownAverage peak-to-trough decline | -17.71% | -13.36% | -4.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.44% | 6.67% | +1.77% |
Volatility
MPWR vs. COST - Volatility Comparison
Monolithic Power Systems, Inc. (MPWR) has a higher volatility of 20.33% compared to Costco Wholesale Corporation (COST) at 7.44%. This indicates that MPWR's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MPWR | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.33% | 7.44% | +12.89% |
Volatility (6M)Calculated over the trailing 6-month period | 37.42% | 14.53% | +22.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.53% | 18.80% | +29.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.53% | 22.72% | +30.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.23% | 21.95% | +25.28% |
Dividends
MPWR vs. COST - Dividend Comparison
MPWR's dividend yield for the trailing twelve months is around 0.42%, less than COST's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
MPWR Monolithic Power Systems, Inc. | 0.42% | 0.69% | 0.85% | 0.63% | 0.85% | 0.49% | 0.55% | 0.90% | 1.03% | 0.71% | 0.98% | 1.26% |
Financials
MPWR vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Monolithic Power Systems, Inc. and Costco Wholesale Corporation. 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
MPWR vs. COST - Profitability Comparison
MPWR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Monolithic Power Systems, Inc. reported a gross profit of 445.07M and revenue of 804.19M. Therefore, the gross margin over that period was 55.3%.
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.
MPWR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Monolithic Power Systems, Inc. reported an operating income of 241.15M and revenue of 804.19M, resulting in an operating margin of 30.0%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.
MPWR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Monolithic Power Systems, Inc. reported a net income of 193.23M and revenue of 804.19M, resulting in a net margin of 24.0%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.
Frequently Asked Questions
MPWR and COST have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPWR has higher volatility (20.33%) compared to COST (7.44%). In terms of maximum drawdown, MPWR dropped -72.27% vs COST's -53.39%.
MPWR currently has the higher Sharpe Ratio (2.51 vs -0.08), 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.
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