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MPWR vs. FN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MPWR and FN 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.


Performance

MPWR vs. FN - Performance Comparison

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

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Key characteristics

Sharpe Ratio

MPWR:

-0.16

FN:

-0.09

Sortino Ratio

MPWR:

0.19

FN:

0.33

Omega Ratio

MPWR:

1.03

FN:

1.04

Calmar Ratio

MPWR:

-0.24

FN:

-0.13

Martin Ratio

MPWR:

-0.46

FN:

-0.28

Ulcer Index

MPWR:

26.56%

FN:

17.89%

Daily Std Dev

MPWR:

66.56%

FN:

63.47%

Max Drawdown

MPWR:

-72.27%

FN:

-70.46%

Current Drawdown

MPWR:

-29.69%

FN:

-14.86%

Fundamentals

Market Cap

MPWR:

$31.69B

FN:

$8.34B

EPS

MPWR:

$37.46

FN:

$8.97

PE Ratio

MPWR:

17.67

FN:

25.96

PEG Ratio

MPWR:

2.08

FN:

1.19

PS Ratio

MPWR:

13.28

FN:

2.56

PB Ratio

MPWR:

9.70

FN:

4.38

Total Revenue (TTM)

MPWR:

$2.39B

FN:

$3.26B

Gross Profit (TTM)

MPWR:

$1.32B

FN:

$394.51M

EBITDA (TTM)

MPWR:

$640.43M

FN:

$377.71M

Returns By Period

In the year-to-date period, MPWR achieves a 12.17% return, which is significantly higher than FN's 5.91% return. Both investments have delivered pretty close results over the past 10 years, with MPWR having a 29.55% annualized return and FN not far behind at 28.98%.


MPWR

YTD

12.17%

1M

3.93%

6M

17.16%

1Y

-9.33%

3Y*

14.58%

5Y*

26.75%

10Y*

29.55%

FN

YTD

5.91%

1M

6.69%

6M

-0.73%

1Y

-2.78%

3Y*

38.91%

5Y*

29.50%

10Y*

28.98%

*Annualized

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Monolithic Power Systems, Inc.

Fabrinet

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MPWR vs. FN — Risk-Adjusted Performance Rank

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

MPWR
The Risk-Adjusted Performance Rank of MPWR is 4040
Overall Rank
The Sharpe Ratio Rank of MPWR is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of MPWR is 4141
Sortino Ratio Rank
The Omega Ratio Rank of MPWR is 4242
Omega Ratio Rank
The Calmar Ratio Rank of MPWR is 3535
Calmar Ratio Rank
The Martin Ratio Rank of MPWR is 4141
Martin Ratio Rank

FN
The Risk-Adjusted Performance Rank of FN is 4545
Overall Rank
The Sharpe Ratio Rank of FN is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of FN is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FN is 4646
Omega Ratio Rank
The Calmar Ratio Rank of FN is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FN is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MPWR vs. FN - Risk-Adjusted Performance Comparison

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


The current MPWR Sharpe Ratio is -0.16, which is lower than the FN Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of MPWR and FN, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MPWR vs. FN - Dividend Comparison

MPWR's dividend yield for the trailing twelve months is around 0.80%, while FN has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MPWR
Monolithic Power Systems, Inc.
0.80%0.85%0.63%0.85%0.49%0.55%0.90%1.03%0.71%0.98%1.26%0.90%
FN
Fabrinet
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. FN - Drawdown Comparison

The maximum MPWR drawdown since its inception was -72.27%, roughly equal to the maximum FN drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for MPWR and FN.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MPWR vs. FN - Volatility Comparison

Monolithic Power Systems, Inc. (MPWR) has a higher volatility of 15.01% compared to Fabrinet (FN) at 13.32%. This indicates that MPWR's price experiences larger fluctuations and is considered to be riskier than FN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

MPWR vs. FN - Financials Comparison

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


200.00M400.00M600.00M800.00M20212022202320242025
637.55M
871.80M
(MPWR) Total Revenue
(FN) Total Revenue
Values in USD except per share items

MPWR vs. FN - Profitability Comparison

The chart below illustrates the profitability comparison between Monolithic Power Systems, Inc. and Fabrinet over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20212022202320242025
55.4%
11.7%
(MPWR) Gross Margin
(FN) Gross Margin
MPWR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Monolithic Power Systems, Inc. reported a gross profit of 353.23M and revenue of 637.55M. Therefore, the gross margin over that period was 55.4%.

FN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Fabrinet reported a gross profit of 102.18M and revenue of 871.80M. Therefore, the gross margin over that period was 11.7%.

MPWR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Monolithic Power Systems, Inc. reported an operating income of 168.76M and revenue of 637.55M, resulting in an operating margin of 26.5%.

FN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Fabrinet reported an operating income of 78.86M and revenue of 871.80M, resulting in an operating margin of 9.1%.

MPWR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Monolithic Power Systems, Inc. reported a net income of 133.79M and revenue of 637.55M, resulting in a net margin of 21.0%.

FN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Fabrinet reported a net income of 81.29M and revenue of 871.80M, resulting in a net margin of 9.3%.