MPWR vs. VOO

Last updated Apr 1, 2026

Compare and contrast key facts about Monolithic Power Systems, Inc. (MPWR) and Vanguard S&P 500 ETF (VOO).

VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.

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.

MPWR vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
VOO Vanguard S&P 500 ETF	-4.42%	17.82%	24.98%	26.32%	-18.17%	28.79%	18.32%	31.37%	-4.50%	21.77%

Returns By Period

In the year-to-date period, MPWR achieves a 20.87% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, MPWR has outperformed VOO with an annualized return of 33.84%, while VOO has yielded a comparatively lower 14.05% 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%

VOO

• 1D: 2.86%
• 1M: -5.01%
• YTD: -4.42%
• 6M: -1.84%
• 1Y: 17.67%
• 3Y*: 18.27%
• 5Y*: 11.75%
• 10Y*: 14.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MPWR vs. VOO — Risk / Return Rank

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

MPWR

MPWR Risk / Return Rank: 87
MPWR Sharpe Ratio Rank: 87
MPWR Sortino Ratio Rank: 84
MPWR Omega Ratio Rank: 84
MPWR Calmar Ratio Rank: 91
MPWR Martin Ratio Rank: 89

VOO

VOO Risk / Return Rank: 65
VOO Sharpe Ratio Rank: 59
VOO Sortino Ratio Rank: 62
VOO Omega Ratio Rank: 66
VOO Calmar Ratio Rank: 65
VOO Martin Ratio Rank: 75

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. VOO - Risk-Adjusted Trends 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.

	MPWR	VOO	Difference
Sharpe ratio Return per unit of total volatility	1.61	0.98	+0.63
Sortino ratio Return per unit of downside risk	2.28	1.50	+0.79
Omega ratio Gain probability vs. loss probability	1.31	1.23	+0.09
Calmar ratio Return relative to maximum drawdown	3.95	1.53	+2.41
Martin ratio Return relative to average drawdown	10.08	7.29	+2.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MPWR vs. VOO - Sharpe Ratio Comparison

The current MPWR Sharpe Ratio is 1.61, which is higher than the VOO Sharpe Ratio of 0.98. 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.

Sharpe Ratios by Period

	MPWR	VOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.61	0.98	+0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.70	-0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.78	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.83	-0.29

Correlation

The correlation between MPWR and VOO is 0.64, 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.

Dividends

MPWR vs. VOO - Dividend Comparison

MPWR's dividend yield for the trailing twelve months is around 0.61%, less than VOO's 1.19% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VOO Vanguard S&P 500 ETF	1.19%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

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.

Drawdown Indicators

	MPWR	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-72.27%	-33.99%	-38.28%
Max Drawdown (1Y) Largest decline over 1 year	-22.93%	-11.98%	-10.95%
Max Drawdown (5Y) Largest decline over 5 years	-51.65%	-24.52%	-27.13%
Max Drawdown (10Y) Largest decline over 10 years	-51.65%	-33.99%	-17.66%
Current Drawdown Current decline from peak	-11.07%	-6.29%	-4.78%
Average Drawdown Average peak-to-trough decline	-17.84%	-3.72%	-14.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.98%	2.52%	+6.46%

Volatility

MPWR vs. VOO - Volatility Comparison

Monolithic Power Systems, Inc. (MPWR) has a higher volatility of 16.61% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. 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.

Volatility by Period

	MPWR	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.61%	5.29%	+11.32%
Volatility (6M) Calculated over the trailing 6-month period	34.32%	9.44%	+24.88%
Volatility (1Y) Calculated over the trailing 1-year period	56.06%	18.10%	+37.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.63%	16.82%	+35.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.56%	17.99%	+28.57%