MPWR vs. MTSI
Compare and contrast key facts about Monolithic Power Systems, Inc. (MPWR) and MACOM Technology Solutions Holdings, Inc. (MTSI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MPWR or MTSI.
Correlation
The correlation between MPWR and MTSI is 0.60, 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.
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MPWR vs. MTSI - Performance Comparison
Key characteristics
MPWR:
-0.44
MTSI:
-0.25
MPWR:
-0.27
MTSI:
-0.05
MPWR:
0.96
MTSI:
0.99
MPWR:
-0.53
MTSI:
-0.29
MPWR:
-1.15
MTSI:
-0.90
MPWR:
22.68%
MTSI:
12.82%
MPWR:
58.94%
MTSI:
45.85%
MPWR:
-72.27%
MTSI:
-80.78%
MPWR:
-49.29%
MTSI:
-39.74%
Fundamentals
MPWR:
$22.85B
MTSI:
$6.67B
MPWR:
$36.61
MTSI:
-$1.43
MPWR:
2.08
MTSI:
0.83
MPWR:
$1.75B
MTSI:
$609.32M
MPWR:
$968.43M
MTSI:
$322.68M
MPWR:
$471.67M
MTSI:
-$63.31M
Returns By Period
In the year-to-date period, MPWR achieves a -19.10% return, which is significantly higher than MTSI's -30.98% return. Over the past 10 years, MPWR has outperformed MTSI with an annualized return of 26.08%, while MTSI has yielded a comparatively lower 9.82% annualized return.
MPWR
-19.10%
-19.79%
-48.73%
-26.48%
24.40%
26.08%
MTSI
-30.98%
-12.74%
-18.65%
-10.94%
33.53%
9.82%
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Risk-Adjusted Performance
MPWR vs. MTSI — Risk-Adjusted Performance Rank
MPWR
MTSI
MPWR vs. MTSI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Monolithic Power Systems, Inc. (MPWR) and MACOM Technology Solutions Holdings, Inc. (MTSI). 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.
Dividends
MPWR vs. MTSI - Dividend Comparison
MPWR's dividend yield for the trailing twelve months is around 1.11%, while MTSI has not paid dividends to shareholders.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPWR Monolithic Power Systems, Inc. | 1.11% | 0.85% | 0.63% | 0.85% | 0.49% | 0.55% | 0.90% | 1.03% | 0.71% | 0.98% | 1.26% | 0.90% |
MTSI MACOM Technology Solutions Holdings, 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. MTSI - Drawdown Comparison
The maximum MPWR drawdown since its inception was -72.27%, smaller than the maximum MTSI drawdown of -80.78%. Use the drawdown chart below to compare losses from any high point for MPWR and MTSI. For additional features, visit the drawdowns tool.
Volatility
MPWR vs. MTSI - Volatility Comparison
Monolithic Power Systems, Inc. (MPWR) has a higher volatility of 23.31% compared to MACOM Technology Solutions Holdings, Inc. (MTSI) at 19.79%. This indicates that MPWR's price experiences larger fluctuations and is considered to be riskier than MTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MPWR vs. MTSI - Financials Comparison
This section allows you to compare key financial metrics between Monolithic Power Systems, Inc. and MACOM Technology Solutions Holdings, 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
User Portfolios with MPWR or MTSI
-6%
YTD
Recent discussions
Does Portfolio Performance Consider Historical Composition?
When I see the past performance of a particular portfolio, does it mean the performance of the current composition, or do I get the performance by weighting the portfolio against all its old compositions?
It is very important to learn about the success of the portfolio.
MOTTY
Portfolio by date created
Ryan M Dorsey
How is Sharpe ratio calculated?
The highest sharpe ratio portfolioi in User portfolios holds only ultrashort treasuries and show a sharpe ratio of 7+. But my understanding is the Sharpe ratio is the return less the risk-free rate divided by the standard deviation of returns. But short-term treasuries ARE the risk free rate, so the Sharpe ratio should be zero since the risk free rate minus the risk free rate is zero. So are you simply ignoring the risk-free rate and dividing returns by the standard deviation???
Addendum:
Just input my portfolio and asked that your site optimize it for Sharpe ratio. I have ready cash in USFR, and ETF that holds US floating rate notes exclusively. The optimization recommended I put over 99% in USFR. However, the interest rate on floating rate notes is based on the three month treasury, so again, USFR has a Sharpe ratio of zero! Please correct this!
Bob Peticolas