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MPWR vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MPWR and VOO is 0.65, 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: 0.6

Performance

MPWR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monolithic Power Systems, Inc. (MPWR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
3,914.36%
557.08%
MPWR
VOO

Key characteristics

Sharpe Ratio

MPWR:

-0.06

VOO:

0.54

Sortino Ratio

MPWR:

0.38

VOO:

0.88

Omega Ratio

MPWR:

1.05

VOO:

1.13

Calmar Ratio

MPWR:

-0.07

VOO:

0.55

Martin Ratio

MPWR:

-0.15

VOO:

2.27

Ulcer Index

MPWR:

24.90%

VOO:

4.55%

Daily Std Dev

MPWR:

66.17%

VOO:

19.19%

Max Drawdown

MPWR:

-72.27%

VOO:

-33.99%

Current Drawdown

MPWR:

-37.99%

VOO:

-9.90%

Returns By Period

In the year-to-date period, MPWR achieves a -1.08% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, MPWR has outperformed VOO with an annualized return of 28.84%, while VOO has yielded a comparatively lower 12.07% annualized return.


MPWR

YTD

-1.08%

1M

-2.53%

6M

-34.93%

1Y

-10.92%

5Y*

26.68%

10Y*

28.84%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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Risk-Adjusted Performance

MPWR vs. VOO — 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

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Monolithic Power Systems, Inc. (MPWR) and Vanguard S&P 500 ETF (VOO). 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
VOO: 0.54
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
VOO: 0.88
The chart of Omega ratio for MPWR, currently valued at 1.05, compared to the broader market0.501.001.502.00
MPWR: 1.05
VOO: 1.13
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
VOO: 0.55
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
VOO: 2.27

The current MPWR Sharpe Ratio is -0.06, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of MPWR and VOO, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.06
0.54
MPWR
VOO

Dividends

MPWR vs. VOO - Dividend Comparison

MPWR's dividend yield for the trailing twelve months is around 0.91%, less than VOO's 1.38% 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%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MPWR vs. VOO - Drawdown Comparison

The maximum MPWR drawdown since its inception was -72.27%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MPWR and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-37.99%
-9.90%
MPWR
VOO

Volatility

MPWR vs. VOO - Volatility Comparison

Monolithic Power Systems, Inc. (MPWR) has a higher volatility of 36.06% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that MPWR's price experiences larger fluctuations and is considered to be riskier than VOO 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%
13.96%
MPWR
VOO