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

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-23.52%
-11.75%
MPWR
ON

Returns By Period

In the year-to-date period, MPWR achieves a -8.18% return, which is significantly higher than ON's -21.52% return. Over the past 10 years, MPWR has outperformed ON with an annualized return of 29.98%, while ON has yielded a comparatively lower 22.57% annualized return.


MPWR

YTD

-8.18%

1M

-37.09%

6M

-20.81%

1Y

7.42%

5Y (annualized)

29.97%

10Y (annualized)

29.98%

ON

YTD

-21.52%

1M

-4.29%

6M

-11.75%

1Y

-6.39%

5Y (annualized)

25.92%

10Y (annualized)

22.57%

Fundamentals


MPWRON
Market Cap$31.42B$29.98B
EPS$8.87$4.03
PE Ratio72.6217.47
PEG Ratio1.731.92
Total Revenue (TTM)$2.04B$7.38B
Gross Profit (TTM)$1.13B$3.35B
EBITDA (TTM)$512.84M$2.74B

Key characteristics


MPWRON
Sharpe Ratio0.15-0.12
Sortino Ratio0.580.15
Omega Ratio1.081.02
Calmar Ratio0.20-0.13
Martin Ratio0.84-0.36
Ulcer Index9.54%15.47%
Daily Std Dev53.06%46.06%
Max Drawdown-72.27%-96.36%
Current Drawdown-39.06%-39.35%

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Correlation

-0.50.00.51.00.6

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.

Risk-Adjusted Performance

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 0.15, compared to the broader market-4.00-2.000.002.004.000.15-0.12
The chart of Sortino ratio for MPWR, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.000.580.15
The chart of Omega ratio for MPWR, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.02
The chart of Calmar ratio for MPWR, currently valued at 0.20, compared to the broader market0.002.004.006.000.20-0.13
The chart of Martin ratio for MPWR, currently valued at 0.84, compared to the broader market0.0010.0020.0030.000.84-0.36
MPWR
ON

The current MPWR Sharpe Ratio is 0.15, which is higher than the ON Sharpe Ratio of -0.12. 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.15
-0.12
MPWR
ON

Dividends

MPWR vs. ON - Dividend Comparison

MPWR's dividend yield for the trailing twelve months is around 0.82%, while ON has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
MPWR
Monolithic Power Systems, Inc.
0.82%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%

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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-39.06%
-39.35%
MPWR
ON

Volatility

MPWR vs. ON - Volatility Comparison

Monolithic Power Systems, Inc. (MPWR) has a higher volatility of 26.16% compared to ON Semiconductor Corporation (ON) at 10.21%. This indicates that MPWR's price experiences larger fluctuations and is considered to be riskier 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%JuneJulyAugustSeptemberOctoberNovember
26.16%
10.21%
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