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

Correlation

The correlation between MPWR and ON is 0.59, 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. ON - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-22.36%
-24.68%
MPWR
ON

Key characteristics

Sharpe Ratio

MPWR:

0.14

ON:

-0.52

Sortino Ratio

MPWR:

0.58

ON:

-0.51

Omega Ratio

MPWR:

1.08

ON:

0.94

Calmar Ratio

MPWR:

0.19

ON:

-0.48

Martin Ratio

MPWR:

0.45

ON:

-1.62

Ulcer Index

MPWR:

17.38%

ON:

15.11%

Daily Std Dev

MPWR:

54.06%

ON:

47.21%

Max Drawdown

MPWR:

-72.27%

ON:

-96.36%

Current Drawdown

MPWR:

-33.70%

ON:

-49.46%

Fundamentals

Market Cap

MPWR:

$30.53B

ON:

$23.26B

EPS

MPWR:

$9.32

ON:

$4.11

PE Ratio

MPWR:

67.15

ON:

13.29

PEG Ratio

MPWR:

1.59

ON:

1.59

Total Revenue (TTM)

MPWR:

$1.59B

ON:

$5.36B

Gross Profit (TTM)

MPWR:

$876.46M

ON:

$2.41B

EBITDA (TTM)

MPWR:

$403.27M

ON:

$1.93B

Returns By Period

In the year-to-date period, MPWR achieves a 5.77% return, which is significantly higher than ON's -13.35% return. Over the past 10 years, MPWR has outperformed ON with an annualized return of 30.90%, while ON has yielded a comparatively lower 18.59% annualized return.


MPWR

YTD

5.77%

1M

4.86%

6M

-22.36%

1Y

3.15%

5Y*

29.09%

10Y*

30.90%

ON

YTD

-13.35%

1M

-15.86%

6M

-24.68%

1Y

-25.39%

5Y*

16.97%

10Y*

18.59%

*Annualized

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Risk-Adjusted Performance

MPWR vs. ON — 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 5151
Overall Rank
The Sharpe Ratio Rank of MPWR is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of MPWR is 4848
Sortino Ratio Rank
The Omega Ratio Rank of MPWR is 4848
Omega Ratio Rank
The Calmar Ratio Rank of MPWR is 5555
Calmar Ratio Rank
The Martin Ratio Rank of MPWR is 5252
Martin Ratio Rank

ON
The Risk-Adjusted Performance Rank of ON is 1616
Overall Rank
The Sharpe Ratio Rank of ON is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of ON is 1919
Sortino Ratio Rank
The Omega Ratio Rank of ON is 2121
Omega Ratio Rank
The Calmar Ratio Rank of ON is 1818
Calmar Ratio Rank
The Martin Ratio Rank of ON is 33
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. ON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Monolithic Power Systems, Inc. (MPWR) and ON Semiconductor Corporation (ON). 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 0.14, compared to the broader market-2.000.002.004.000.14-0.52
The chart of Sortino ratio for MPWR, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.000.58-0.51
The chart of Omega ratio for MPWR, currently valued at 1.08, compared to the broader market0.501.001.502.001.080.94
The chart of Calmar ratio for MPWR, currently valued at 0.19, compared to the broader market0.002.004.006.000.19-0.48
The chart of Martin ratio for MPWR, currently valued at 0.45, compared to the broader market-10.000.0010.0020.000.45-1.62
MPWR
ON

The current MPWR Sharpe Ratio is 0.14, which is higher than the ON Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of MPWR and ON, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.14
-0.52
MPWR
ON

Dividends

MPWR vs. ON - Dividend Comparison

MPWR's dividend yield for the trailing twelve months is around 0.80%, while ON 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%
ON
ON Semiconductor Corporation
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. ON - Drawdown Comparison

The maximum MPWR drawdown since its inception was -72.27%, smaller than the maximum ON drawdown of -96.36%. Use the drawdown chart below to compare losses from any high point for MPWR and ON. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-33.70%
-49.46%
MPWR
ON

Volatility

MPWR vs. ON - Volatility Comparison

The current volatility for Monolithic Power Systems, Inc. (MPWR) is 11.46%, while ON Semiconductor Corporation (ON) has a volatility of 14.45%. This indicates that MPWR experiences smaller price fluctuations and is considered to be less risky than ON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
11.46%
14.45%
MPWR
ON

Financials

MPWR vs. ON - Financials Comparison

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


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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