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

Correlation

The correlation between MPWR and PGR is 0.54, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

MPWR vs. PGR - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%NovemberDecember2025FebruaryMarchApril
6,790.56%
1,986.32%
MPWR
PGR

Key characteristics

Sharpe Ratio

MPWR:

-0.06

PGR:

1.08

Sortino Ratio

MPWR:

0.38

PGR:

1.54

Omega Ratio

MPWR:

1.05

PGR:

1.21

Calmar Ratio

MPWR:

-0.07

PGR:

2.15

Martin Ratio

MPWR:

-0.15

PGR:

5.40

Ulcer Index

MPWR:

24.90%

PGR:

4.89%

Daily Std Dev

MPWR:

66.17%

PGR:

24.62%

Max Drawdown

MPWR:

-72.27%

PGR:

-71.05%

Current Drawdown

MPWR:

-37.99%

PGR:

-8.97%

Fundamentals

Market Cap

MPWR:

$27.80B

PGR:

$155.36B

EPS

MPWR:

$36.57

PGR:

$14.82

PE Ratio

MPWR:

15.88

PGR:

17.88

PEG Ratio

MPWR:

2.08

PGR:

7.02

PS Ratio

MPWR:

12.59

PGR:

1.98

PB Ratio

MPWR:

8.17

PGR:

5.37

Total Revenue (TTM)

MPWR:

$1.75B

PGR:

$57.75B

Gross Profit (TTM)

MPWR:

$968.43M

PGR:

$37.47B

EBITDA (TTM)

MPWR:

$471.67M

PGR:

$8.12B

Returns By Period

In the year-to-date period, MPWR achieves a -1.08% return, which is significantly lower than PGR's 12.84% return. Both investments have delivered pretty close results over the past 10 years, with MPWR having a 28.84% annualized return and PGR not far ahead at 28.96%.


MPWR

YTD

-1.08%

1M

-2.53%

6M

-34.93%

1Y

-10.92%

5Y*

26.68%

10Y*

28.84%

PGR

YTD

12.84%

1M

-2.73%

6M

10.91%

1Y

28.82%

5Y*

28.82%

10Y*

28.96%

*Annualized

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Risk-Adjusted Performance

MPWR vs. PGR — 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 4848
Overall Rank
The Sharpe Ratio Rank of MPWR is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of MPWR is 4848
Sortino Ratio Rank
The Omega Ratio Rank of MPWR is 4949
Omega Ratio Rank
The Calmar Ratio Rank of MPWR is 4848
Calmar Ratio Rank
The Martin Ratio Rank of MPWR is 4848
Martin Ratio Rank

PGR
The Risk-Adjusted Performance Rank of PGR is 8585
Overall Rank
The Sharpe Ratio Rank of PGR is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of PGR is 7979
Sortino Ratio Rank
The Omega Ratio Rank of PGR is 7979
Omega Ratio Rank
The Calmar Ratio Rank of PGR is 9494
Calmar Ratio Rank
The Martin Ratio Rank of PGR is 8888
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. PGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Monolithic Power Systems, Inc. (MPWR) and The Progressive Corporation (PGR). 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.


The chart of Sharpe ratio for MPWR, currently valued at -0.06, compared to the broader market-2.00-1.000.001.002.003.00
MPWR: -0.06
PGR: 1.08
The chart of Sortino ratio for MPWR, currently valued at 0.38, compared to the broader market-6.00-4.00-2.000.002.004.00
MPWR: 0.38
PGR: 1.54
The chart of Omega ratio for MPWR, currently valued at 1.05, compared to the broader market0.501.001.502.00
MPWR: 1.05
PGR: 1.21
The chart of Calmar ratio for MPWR, currently valued at -0.07, compared to the broader market0.001.002.003.004.005.00
MPWR: -0.07
PGR: 2.15
The chart of Martin ratio for MPWR, currently valued at -0.15, compared to the broader market-5.000.005.0010.0015.0020.00
MPWR: -0.15
PGR: 5.40

The current MPWR Sharpe Ratio is -0.06, which is lower than the PGR Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of MPWR and PGR, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.06
1.08
MPWR
PGR

Dividends

MPWR vs. PGR - Dividend Comparison

MPWR's dividend yield for the trailing twelve months is around 0.91%, less than PGR's 1.85% yield.


TTM20242023202220212020201920182017201620152014
MPWR
Monolithic Power Systems, Inc.
0.91%0.85%0.63%0.85%0.49%0.55%0.90%1.03%0.71%0.98%1.26%0.90%
PGR
The Progressive Corporation
1.85%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%

Drawdowns

MPWR vs. PGR - Drawdown Comparison

The maximum MPWR drawdown since its inception was -72.27%, roughly equal to the maximum PGR drawdown of -71.05%. Use the drawdown chart below to compare losses from any high point for MPWR and PGR. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-37.99%
-8.97%
MPWR
PGR

Volatility

MPWR vs. PGR - Volatility Comparison

Monolithic Power Systems, Inc. (MPWR) has a higher volatility of 36.06% compared to The Progressive Corporation (PGR) at 13.75%. This indicates that MPWR's price experiences larger fluctuations and is considered to be riskier than PGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
36.06%
13.75%
MPWR
PGR

Financials

MPWR vs. PGR - Financials Comparison

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