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

Correlation

The correlation between MPWR and MCHP is 0.63, 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.


-0.50.00.51.00.6

Performance

MPWR vs. MCHP - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-27.99%
-38.63%
MPWR
MCHP

Key characteristics

Sharpe Ratio

MPWR:

-0.04

MCHP:

-0.95

Sortino Ratio

MPWR:

0.32

MCHP:

-1.28

Omega Ratio

MPWR:

1.04

MCHP:

0.85

Calmar Ratio

MPWR:

-0.06

MCHP:

-0.82

Martin Ratio

MPWR:

-0.16

MCHP:

-2.03

Ulcer Index

MPWR:

14.81%

MCHP:

17.66%

Daily Std Dev

MPWR:

53.87%

MCHP:

37.90%

Max Drawdown

MPWR:

-72.27%

MCHP:

-62.53%

Current Drawdown

MPWR:

-37.28%

MCHP:

-43.51%

Fundamentals

Market Cap

MPWR:

$30.64B

MCHP:

$31.30B

EPS

MPWR:

$8.86

MCHP:

$1.44

PE Ratio

MPWR:

70.91

MCHP:

40.48

PEG Ratio

MPWR:

1.67

MCHP:

7.20

Total Revenue (TTM)

MPWR:

$2.04B

MCHP:

$5.50B

Gross Profit (TTM)

MPWR:

$1.13B

MCHP:

$3.19B

EBITDA (TTM)

MPWR:

$523.07M

MCHP:

$1.95B

Returns By Period

In the year-to-date period, MPWR achieves a -5.50% return, which is significantly higher than MCHP's -37.05% return. Over the past 10 years, MPWR has outperformed MCHP with an annualized return of 29.54%, while MCHP has yielded a comparatively lower 11.41% annualized return.


MPWR

YTD

-5.50%

1M

5.92%

6M

-27.99%

1Y

-3.98%

5Y*

27.51%

10Y*

29.54%

MCHP

YTD

-37.05%

1M

-14.17%

6M

-38.63%

1Y

-36.84%

5Y*

2.89%

10Y*

11.41%

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Risk-Adjusted Performance

MPWR vs. MCHP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Monolithic Power Systems, Inc. (MPWR) and Microchip Technology Incorporated (MCHP). 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.


Sharpe ratio
The chart of Sharpe ratio for MPWR, currently valued at -0.04, compared to the broader market-4.00-2.000.002.00-0.04-0.95
The chart of Sortino ratio for MPWR, currently valued at 0.32, compared to the broader market-4.00-2.000.002.004.000.32-1.28
The chart of Omega ratio for MPWR, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.85
The chart of Calmar ratio for MPWR, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.06-0.82
The chart of Martin ratio for MPWR, currently valued at -0.15, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.16-2.03
MPWR
MCHP

The current MPWR Sharpe Ratio is -0.04, which is higher than the MCHP Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of MPWR and MCHP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.04
-0.95
MPWR
MCHP

Dividends

MPWR vs. MCHP - Dividend Comparison

MPWR's dividend yield for the trailing twelve months is around 0.80%, less than MCHP's 3.26% yield.


TTM20232022202120202019201820172016201520142013
MPWR
Monolithic Power Systems, Inc.
0.80%0.63%0.85%0.49%0.55%0.90%1.03%0.71%0.98%1.26%0.90%0.00%
MCHP
Microchip Technology Incorporated
3.26%1.76%1.65%0.98%1.07%1.40%2.02%1.65%2.24%3.08%3.16%3.16%

Drawdowns

MPWR vs. MCHP - Drawdown Comparison

The maximum MPWR drawdown since its inception was -72.27%, which is greater than MCHP's maximum drawdown of -62.53%. Use the drawdown chart below to compare losses from any high point for MPWR and MCHP. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-37.28%
-43.51%
MPWR
MCHP

Volatility

MPWR vs. MCHP - Volatility Comparison

The current volatility for Monolithic Power Systems, Inc. (MPWR) is 12.51%, while Microchip Technology Incorporated (MCHP) has a volatility of 14.39%. This indicates that MPWR experiences smaller price fluctuations and is considered to be less risky than MCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.51%
14.39%
MPWR
MCHP

Financials

MPWR vs. MCHP - Financials Comparison

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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