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MPWR vs. RING
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MPWR vs. RING - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monolithic Power Systems, Inc. (MPWR) and iShares MSCI Global Gold Miners ETF (RING). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MPWR achieves a 74.38% return, which is significantly higher than RING's -5.54% return. Over the past 10 years, MPWR has outperformed RING with an annualized return of 37.94%, while RING has yielded a comparatively lower 13.85% annualized return.


MPWR

1D
-0.77%
1M
-4.43%
YTD
74.38%
6M
67.26%
1Y
121.18%
3Y*
44.43%
5Y*
36.35%
10Y*
37.94%

RING

1D
3.20%
1M
-16.79%
YTD
-5.54%
6M
-4.18%
1Y
56.55%
3Y*
44.87%
5Y*
18.76%
10Y*
13.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MPWR vs. RING - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MPWR
Monolithic Power Systems, Inc.
74.38%54.45%-5.55%79.78%-27.78%35.49%107.49%54.80%4.49%38.23%
RING
iShares MSCI Global Gold Miners ETF
-5.54%164.72%15.98%12.29%-15.40%-7.46%24.98%49.92%-13.14%10.24%

Correlation

The correlation between MPWR and RING is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2012

0.13

The correlation between MPWR and RING shifts across timeframes, from 0.13 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MPWR vs. RING — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MPWR
MPWR Risk / Return Rank: 9191
Overall Rank
MPWR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
MPWR Sortino Ratio Rank: 9090
Sortino Ratio Rank
MPWR Omega Ratio Rank: 8888
Omega Ratio Rank
MPWR Calmar Ratio Rank: 9393
Calmar Ratio Rank
MPWR Martin Ratio Rank: 9393
Martin Ratio Rank

RING
RING Risk / Return Rank: 3636
Overall Rank
RING Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
RING Sortino Ratio Rank: 3434
Sortino Ratio Rank
RING Omega Ratio Rank: 3939
Omega Ratio Rank
RING Calmar Ratio Rank: 3636
Calmar Ratio Rank
RING Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MPWR vs. RING - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monolithic Power Systems, Inc. (MPWR) and iShares MSCI Global Gold Miners ETF (RING). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MPWRRINGDifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.37

1.23

+0.15

Calmar ratioReturn relative to maximum drawdown

5.43

1.59

+3.84

Martin ratioReturn relative to average drawdown

14.45

4.45

+10.00

MPWR vs. RING - Sharpe Ratio Comparison

The current MPWR Sharpe Ratio is 2.51, which is higher than the RING Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of MPWR and RING, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MPWR vs. RING - Drawdown Comparison

The maximum MPWR drawdown since its inception was -72.27%, smaller than the maximum RING drawdown of -79.47%. Use the drawdown chart below to compare losses from any high point for MPWR and RING.


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Drawdown Indicators


MPWRRINGDifference

Max Drawdown

Largest peak-to-trough decline

-72.27%

-79.47%

+7.20%

Max Drawdown (1Y)

Largest decline over 1 year

-22.45%

-35.72%

+13.27%

Max Drawdown (3Y)

Largest decline over 3 years

-51.65%

-35.72%

-15.93%

Max Drawdown (5Y)

Largest decline over 5 years

-51.65%

-47.94%

-3.71%

Max Drawdown (10Y)

Largest decline over 10 years

-51.65%

-52.04%

+0.39%

Current Drawdown

Current decline from peak

-6.66%

-30.03%

+23.37%

Average Drawdown

Average peak-to-trough decline

-17.71%

-47.36%

+29.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.44%

12.74%

-4.30%

Volatility

MPWR vs. RING - Volatility Comparison

Monolithic Power Systems, Inc. (MPWR) has a higher volatility of 20.33% compared to iShares MSCI Global Gold Miners ETF (RING) at 16.83%. This indicates that MPWR's price experiences larger fluctuations and is considered to be riskier than RING based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MPWRRINGDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.33%

16.83%

+3.50%

Volatility (6M)

Calculated over the trailing 6-month period

37.42%

39.11%

-1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

48.53%

47.31%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.53%

36.81%

+16.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.23%

36.70%

+10.53%

Dividends

MPWR vs. RING - Dividend Comparison

MPWR's dividend yield for the trailing twelve months is around 0.42%, less than RING's 0.89% yield.


PositionTTM20252024202320222021202020192018201720162015
MPWR
Monolithic Power Systems, Inc.
0.42%0.69%0.85%0.63%0.85%0.49%0.55%0.90%1.03%0.71%0.98%1.26%
RING
iShares MSCI Global Gold Miners ETF
0.89%0.84%1.43%2.01%2.29%2.38%0.83%0.83%0.70%0.42%1.41%0.96%

Frequently Asked Questions


MPWR and RING have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MPWR has higher volatility (20.33%) compared to RING (16.83%). In terms of maximum drawdown, MPWR dropped -72.27% vs RING's -79.47%.

MPWR currently has the higher Sharpe Ratio (2.51 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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