MPWR vs. ON
Compare and contrast key facts about Monolithic Power Systems, Inc. (MPWR) and ON Semiconductor Corporation (ON).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MPWR or ON.
Performance
MPWR vs. ON - Performance Comparison
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
-8.18%
-37.09%
-20.81%
7.42%
29.97%
29.98%
ON
-21.52%
-4.29%
-11.75%
-6.39%
25.92%
22.57%
Fundamentals
MPWR | ON | |
---|---|---|
Market Cap | $31.42B | $29.98B |
EPS | $8.87 | $4.03 |
PE Ratio | 72.62 | 17.47 |
PEG Ratio | 1.73 | 1.92 |
Total Revenue (TTM) | $2.04B | $7.38B |
Gross Profit (TTM) | $1.13B | $3.35B |
EBITDA (TTM) | $512.84M | $2.74B |
Key characteristics
MPWR | ON | |
---|---|---|
Sharpe Ratio | 0.15 | -0.12 |
Sortino Ratio | 0.58 | 0.15 |
Omega Ratio | 1.08 | 1.02 |
Calmar Ratio | 0.20 | -0.13 |
Martin Ratio | 0.84 | -0.36 |
Ulcer Index | 9.54% | 15.47% |
Daily Std Dev | 53.06% | 46.06% |
Max Drawdown | -72.27% | -96.36% |
Current Drawdown | -39.06% | -39.35% |
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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.
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|
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 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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities