MPWR vs. TOELY
MPWR (Monolithic Power Systems, Inc.) and TOELY (Tokyo Electron ADR) are both stocks. Both are in the Technology sector — MPWR in Semiconductors, TOELY in Semiconductor Equipment & Materials. Over the past 10 years, MPWR returned 38.58%/yr vs 32.91%/yr for TOELY. At a 0.39 correlation, their price movements are largely independent.
Performance
MPWR vs. TOELY - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with MPWR having a 82.70% return and TOELY slightly lower at 80.46%. Over the past 10 years, MPWR has outperformed TOELY with an annualized return of 38.58%, while TOELY has yielded a comparatively lower 32.91% annualized return.
MPWR
- 1D
- -2.21%
- 1M
- 4.06%
- YTD
- 82.70%
- 6M
- 74.10%
- 1Y
- 139.68%
- 3Y*
- 51.41%
- 5Y*
- 37.63%
- 10Y*
- 38.58%
TOELY
- 1D
- 7.22%
- 1M
- 25.70%
- YTD
- 80.46%
- 6M
- 85.30%
- 1Y
- 154.66%
- 3Y*
- 43.93%
- 5Y*
- 22.34%
- 10Y*
- 32.91%
MPWR vs. TOELY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPWR Monolithic Power Systems, Inc. | 82.70% | 54.45% | -5.55% | 79.78% | -27.78% | 35.49% | 107.49% | 54.80% | 4.49% | 38.23% |
TOELY Tokyo Electron ADR | 80.46% | 49.57% | -14.19% | 82.22% | -49.18% | 53.76% | 71.31% | 94.00% | -38.01% | 94.67% |
Correlation
The correlation between MPWR and TOELY is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2009 | 0.39 |
The correlation between MPWR and TOELY shifts across timeframes, from 0.39 (all time) to 0.55 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MPWR:
$81.38B
TOELY:
$183.74B
MPWR:
$13.89
TOELY:
$632.07
MPWR:
118.96
TOELY:
0.32
MPWR:
1.50
TOELY:
0.03
MPWR:
27.17
TOELY:
0.07
MPWR:
22.13
TOELY:
0.09
MPWR:
$2.96B
TOELY:
$2.47T
MPWR:
$1.63B
TOELY:
$1.12T
MPWR:
$861.78M
TOELY:
$753.39B
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Return for Risk
MPWR vs. TOELY — Risk / Return Rank
MPWR
TOELY
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.
| MPWR | TOELY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.42 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 6.26 | 5.14 | +1.12 |
| Martin ratioReturn relative to average drawdown | 16.83 | 12.86 | +3.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MPWR | TOELY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.02 | 3.01 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.51 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.84 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.20 | +0.38 |
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.
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Drawdown Indicators
| MPWR | TOELY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.27% | -92.92% | +20.65% |
Max Drawdown (1Y)Largest decline over 1 year | -22.45% | -30.30% | +7.85% |
Max Drawdown (3Y)Largest decline over 3 years | -51.65% | -53.52% | +1.87% |
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 DrawdownCurrent decline from peak | -2.21% | 0.00% | -2.21% |
Average DrawdownAverage peak-to-trough decline | -17.72% | -49.67% | +31.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.33% | 12.08% | -3.75% |
Volatility
MPWR vs. TOELY - Volatility Comparison
Monolithic Power Systems, Inc. (MPWR) and Tokyo Electron ADR (TOELY) have volatilities of 16.15% and 15.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MPWR | TOELY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.15% | 15.80% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 34.38% | 37.47% | -3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.48% | 51.72% | -5.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.15% | 44.46% | +8.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.01% | 39.37% | +7.64% |
Dividends
MPWR vs. TOELY - Dividend Comparison
MPWR's dividend yield for the trailing twelve months is around 0.40%, while TOELY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPWR Monolithic Power Systems, Inc. | 0.40% | 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% |
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.
Total Revenue: Total amount of money received from sales and other business activities
MPWR vs. TOELY - Profitability Comparison
MPWR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Monolithic Power Systems, Inc. reported a gross profit of 445.07M and revenue of 804.19M. Therefore, the gross margin over that period was 55.3%.
TOELY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported a gross profit of 339.31B and revenue of 724.89B. Therefore, the gross margin over that period was 46.8%.
MPWR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Monolithic Power Systems, Inc. reported an operating income of 241.15M and revenue of 804.19M, resulting in an operating margin of 30.0%.
TOELY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported an operating income of 209.42B and revenue of 724.89B, resulting in an operating margin of 28.9%.
MPWR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Monolithic Power Systems, Inc. reported a net income of 193.23M and revenue of 804.19M, resulting in a net margin of 24.0%.
TOELY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported a net income of 218.23B and revenue of 724.89B, resulting in a net margin of 30.1%.
Frequently Asked Questions
MPWR and TOELY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPWR has higher volatility (16.15%) compared to TOELY (15.80%). In terms of maximum drawdown, MPWR dropped -72.27% vs TOELY's -92.92%.
MPWR currently has the higher Sharpe Ratio (3.02 vs 3.01), 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.
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