MPWR vs. EME
MPWR (Monolithic Power Systems, Inc.) and EME (EMCOR Group, Inc.) are both stocks. MPWR operates in Semiconductors (Technology), while EME operates in Engineering & Construction (Industrials). Over the past 10 years, MPWR returned 36.06%/yr vs 31.05%/yr for EME. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
MPWR vs. EME - Performance Comparison
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Returns By Period
In the year-to-date period, MPWR achieves a 57.89% return, which is significantly higher than EME's 30.55% return. Over the past 10 years, MPWR has outperformed EME with an annualized return of 36.06%, while EME has yielded a comparatively lower 31.05% annualized return.
MPWR
- 1D
- 8.35%
- 1M
- 7.08%
- 6M
- 27.30%
- YTD
- 57.89%
- 1Y
- 101.90%
- 3Y*
- 38.39%
- 5Y*
- 26.91%
- 10Y*
- 36.06%
- ALL TIME*
- 27.19%
EME
- 1D
- -0.62%
- 1M
- -0.81%
- 6M
- 10.75%
- YTD
- 30.55%
- 1Y
- 27.33%
- 3Y*
- 55.31%
- 5Y*
- 46.08%
- 10Y*
- 31.05%
- ALL TIME*
- 21.21%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $368.60M | $378.28M | $358.64M | |
| $1.37B | $1.27B | $1.35B |
MPWR vs. EME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPWR Monolithic Power Systems, Inc. | 57.89% | 54.45% | -5.55% | 79.78% | -27.78% | 35.49% | 107.49% | 54.80% | 4.49% | 38.23% |
EME EMCOR Group, Inc. | 30.55% | 35.05% | 111.27% | 46.03% | 16.81% | 39.93% | 6.47% | 45.18% | -26.68% | 16.09% |
Correlation
The correlation between MPWR and EME is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2004 | 0.42 |
The correlation between MPWR and EME shifts across timeframes, from 0.42 (all time) to 0.60 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
MPWR:
$70.06B
EME:
$35.44B
MPWR:
$16.33
EME:
$42.53
MPWR:
87.33
EME:
18.75
MPWR:
1.10
EME:
0.44
MPWR:
21.32
EME:
1.45
MPWR:
$3.27B
EME:
$18.60B
MPWR:
$1.81B
EME:
$3.66B
MPWR:
$1.01B
EME:
$2.18B
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Return for Risk
MPWR vs. EME — Risk / Return Rank
MPWR
EME
MPWR vs. EME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Monolithic Power Systems, Inc. (MPWR) and EMCOR Group, Inc. (EME). 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 | EME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.16 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.94 | 0.96 | +2.99 |
| Martin ratioReturn relative to average drawdown | 9.44 | 2.30 | +7.14 |
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Drawdowns
MPWR vs. EME - Drawdown Comparison
The maximum MPWR drawdown since its inception was -72.27%, roughly equal to the maximum EME drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for MPWR and EME.
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Drawdown Indicators
| MPWR | EME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.27% | -70.56% | -1.71% |
Max Drawdown (1Y)Largest decline over 1 year | -25.99% | -28.71% | +2.72% |
Max Drawdown (3Y)Largest decline over 3 years | -51.65% | -36.19% | -15.46% |
Max Drawdown (5Y)Largest decline over 5 years | -51.65% | -36.19% | -15.46% |
Max Drawdown (10Y)Largest decline over 10 years | -51.65% | -48.00% | -3.65% |
Current DrawdownCurrent decline from peak | -15.49% | -15.46% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -17.71% | -15.37% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.83% | 11.91% | -1.08% |
Volatility
MPWR vs. EME - Volatility Comparison
The current volatility for Monolithic Power Systems, Inc. (MPWR) is 18.57%, while EMCOR Group, Inc. (EME) has a volatility of 21.02%. This indicates that MPWR experiences smaller price fluctuations and is considered to be less risky than EME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MPWR | EME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.57% | 21.02% | -2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 44.07% | 33.40% | +10.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.05% | 44.13% | +9.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.63% | 34.90% | +19.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.86% | 33.77% | +14.09% |
Dividends
MPWR vs. EME - Dividend Comparison
MPWR's dividend yield for the trailing twelve months is around 0.50%, more than EME's 0.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EME EMCOR Group, Inc. | 0.18% | 0.16% | 0.20% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% |
MPWR Monolithic Power Systems, Inc. | 0.50% | 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. EME - Financials Comparison
This section allows you to compare key financial metrics between Monolithic Power Systems, Inc. and EMCOR Group, 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
MPWR vs. EME - Profitability Comparison
MPWR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Monolithic Power Systems, Inc. reported a gross profit of 541.07M and revenue of 980.64M. Therefore, the gross margin over that period was 55.2%.
EME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, EMCOR Group, Inc. reported a gross profit of 1.02B and revenue of 5.15B. Therefore, the gross margin over that period was 19.8%.
MPWR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Monolithic Power Systems, Inc. reported an operating income of 303.89M and revenue of 980.64M, resulting in an operating margin of 31.0%.
EME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, EMCOR Group, Inc. reported an operating income of 547.34M and revenue of 5.15B, resulting in an operating margin of 10.6%.
MPWR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Monolithic Power Systems, Inc. reported a net income of 257.30M and revenue of 980.64M, resulting in a net margin of 26.2%.
EME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, EMCOR Group, Inc. reported a net income of 403.69M and revenue of 5.15B, resulting in a net margin of 7.8%.
Frequently Asked Questions
MPWR and EME have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EME has higher volatility (21.02%) compared to MPWR (18.57%). In terms of maximum drawdown, MPWR dropped -72.27% vs EME's -70.56%.
MPWR currently has the higher Sharpe Ratio (1.90 vs 0.62), 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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