PortfoliosLab logoPortfoliosLab logo
MPWR vs. TOELY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MPWR vs. TOELY - Performance Comparison

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

Loading graphics...

MPWR vs. TOELY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MPWR
Monolithic Power Systems, Inc.
20.87%54.45%-5.55%79.78%-27.78%35.49%107.49%54.80%4.49%38.23%
TOELY
Tokyo Electron ADR
10.01%49.57%-14.19%82.22%-49.18%53.76%71.31%94.00%-38.01%94.67%

Fundamentals

Market Cap

MPWR:

$53.76B

TOELY:

$112.48B

EPS

MPWR:

$12.72

TOELY:

$549.72

PE Ratio

MPWR:

85.93

TOELY:

0.22

PEG Ratio

MPWR:

1.08

TOELY:

0.01

PS Ratio

MPWR:

18.97

TOELY:

0.05

PB Ratio

MPWR:

14.45

TOELY:

0.06

Total Revenue (TTM)

MPWR:

$2.79B

TOELY:

$2.40T

Gross Profit (TTM)

MPWR:

$1.54B

TOELY:

$1.09T

EBITDA (TTM)

MPWR:

$777.30M

TOELY:

$722.18B

Returns By Period

In the year-to-date period, MPWR achieves a 20.87% return, which is significantly higher than TOELY's 10.01% return. Over the past 10 years, MPWR has outperformed TOELY with an annualized return of 33.84%, while TOELY has yielded a comparatively lower 28.69% annualized return.


MPWR

1D
9.30%
1M
-4.13%
YTD
20.87%
6M
19.20%
1Y
89.95%
3Y*
30.74%
5Y*
25.27%
10Y*
33.84%

TOELY

1D
4.72%
1M
-13.55%
YTD
10.01%
6M
36.41%
1Y
78.55%
3Y*
28.34%
5Y*
10.66%
10Y*
28.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MPWR vs. TOELY — Risk / Return Rank

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

MPWR
MPWR Risk / Return Rank: 8787
Overall Rank
MPWR Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MPWR Sortino Ratio Rank: 8484
Sortino Ratio Rank
MPWR Omega Ratio Rank: 8484
Omega Ratio Rank
MPWR Calmar Ratio Rank: 9191
Calmar Ratio Rank
MPWR Martin Ratio Rank: 8989
Martin Ratio Rank

TOELY
TOELY Risk / Return Rank: 8282
Overall Rank
TOELY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TOELY Sortino Ratio Rank: 7979
Sortino Ratio Rank
TOELY Omega Ratio Rank: 7979
Omega Ratio Rank
TOELY Calmar Ratio Rank: 8383
Calmar Ratio Rank
TOELY Martin Ratio Rank: 8282
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. TOELY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monolithic Power Systems, Inc. (MPWR) and Tokyo Electron ADR (TOELY). 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.


MPWRTOELYDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.57

+0.05

Sortino ratio

Return per unit of downside risk

2.28

2.04

+0.25

Omega ratio

Gain probability vs. loss probability

1.31

1.27

+0.04

Calmar ratio

Return relative to maximum drawdown

3.95

2.51

+1.44

Martin ratio

Return relative to average drawdown

10.08

6.49

+3.59

MPWR vs. TOELY - Sharpe Ratio Comparison

The current MPWR Sharpe Ratio is 1.61, which is comparable to the TOELY Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of MPWR and TOELY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MPWRTOELYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.57

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.25

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.74

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.14

+0.41

Correlation

The correlation between MPWR and TOELY is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MPWR vs. TOELY - Dividend Comparison

MPWR's dividend yield for the trailing twelve months is around 0.61%, while TOELY has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MPWR
Monolithic Power Systems, Inc.
0.61%0.69%0.85%0.63%0.85%0.49%0.55%0.90%1.03%0.71%0.98%1.26%
TOELY
Tokyo Electron ADR
0.00%1.02%1.17%0.00%0.00%0.00%0.00%0.00%0.00%1.11%2.27%0.00%

Drawdowns

MPWR vs. TOELY - Drawdown Comparison

The maximum MPWR drawdown since its inception was -72.27%, smaller than the maximum TOELY drawdown of -92.92%. Use the drawdown chart below to compare losses from any high point for MPWR and TOELY.


Loading graphics...

Drawdown Indicators


MPWRTOELYDifference

Max Drawdown

Largest peak-to-trough decline

-72.27%

-92.92%

+20.65%

Max Drawdown (1Y)

Largest decline over 1 year

-22.93%

-30.30%

+7.37%

Max Drawdown (5Y)

Largest decline over 5 years

-51.65%

-59.40%

+7.75%

Max Drawdown (10Y)

Largest decline over 10 years

-51.65%

-59.40%

+7.75%

Current Drawdown

Current decline from peak

-11.07%

-19.12%

+8.05%

Average Drawdown

Average peak-to-trough decline

-17.84%

-50.12%

+32.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.98%

11.71%

-2.73%

Volatility

MPWR vs. TOELY - Volatility Comparison

The current volatility for Monolithic Power Systems, Inc. (MPWR) is 16.61%, while Tokyo Electron ADR (TOELY) has a volatility of 18.23%. This indicates that MPWR experiences smaller price fluctuations and is considered to be less risky than TOELY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MPWRTOELYDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.61%

18.23%

-1.62%

Volatility (6M)

Calculated over the trailing 6-month period

34.32%

36.32%

-2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

56.06%

50.49%

+5.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.63%

43.57%

+9.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.56%

38.85%

+7.71%

Financials

MPWR vs. TOELY - Financials Comparison

This section allows you to compare key financial metrics between Monolithic Power Systems, Inc. and Tokyo Electron ADR. 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


0.00200.00B400.00B600.00B800.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
751.16M
562.01B
(MPWR) Total Revenue
(TOELY) Total Revenue
Values in USD except per share items

MPWR vs. TOELY - Profitability Comparison

The chart below illustrates the profitability comparison between Monolithic Power Systems, Inc. and Tokyo Electron ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%55.0%60.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
55.2%
42.7%
Portfolio components
MPWR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Monolithic Power Systems, Inc. reported a gross profit of 414.27M and revenue of 751.16M. Therefore, the gross margin over that period was 55.2%.

TOELY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Tokyo Electron ADR reported a gross profit of 240.09B and revenue of 562.01B. Therefore, the gross margin over that period was 42.7%.

MPWR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Monolithic Power Systems, Inc. reported an operating income of 199.94M and revenue of 751.16M, resulting in an operating margin of 26.6%.

TOELY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Tokyo Electron ADR reported an operating income of 118.24B and revenue of 562.01B, resulting in an operating margin of 21.0%.

MPWR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Monolithic Power Systems, Inc. reported a net income of 170.14M and revenue of 751.16M, resulting in a net margin of 22.7%.

TOELY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Tokyo Electron ADR reported a net income of 120.68B and revenue of 562.01B, resulting in a net margin of 21.5%.