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

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.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%JuneJulyAugustSeptemberOctoberNovember
3,845.43%
594.49%
MPWR
VOO

Returns By Period

In the year-to-date period, MPWR achieves a -8.18% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, MPWR has outperformed VOO with an annualized return of 29.98%, while VOO has yielded a comparatively lower 13.12% annualized return.


MPWR

YTD

-8.18%

1M

-37.09%

6M

-20.81%

1Y

7.42%

5Y (annualized)

29.97%

10Y (annualized)

29.98%

VOO

YTD

24.51%

1M

0.61%

6M

11.38%

1Y

32.00%

5Y (annualized)

15.30%

10Y (annualized)

13.12%

Key characteristics


MPWRVOO
Sharpe Ratio0.152.64
Sortino Ratio0.583.53
Omega Ratio1.081.49
Calmar Ratio0.203.81
Martin Ratio0.8417.34
Ulcer Index9.54%1.86%
Daily Std Dev53.06%12.20%
Max Drawdown-72.27%-33.99%
Current Drawdown-39.06%-2.16%

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Correlation

-0.50.00.51.00.6

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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for MPWR, currently valued at 0.15, compared to the broader market-4.00-2.000.002.004.000.152.62
The chart of Sortino ratio for MPWR, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.000.583.51
The chart of Omega ratio for MPWR, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.49
The chart of Calmar ratio for MPWR, currently valued at 0.20, compared to the broader market0.002.004.006.000.203.79
The chart of Martin ratio for MPWR, currently valued at 0.84, compared to the broader market0.0010.0020.0030.000.8417.20
MPWR
VOO

The current MPWR Sharpe Ratio is 0.15, which is lower than the VOO Sharpe Ratio of 2.64. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.15
2.62
MPWR
VOO

Dividends

MPWR vs. VOO - Dividend Comparison

MPWR's dividend yield for the trailing twelve months is around 0.82%, less than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
MPWR
Monolithic Power Systems, Inc.
0.82%0.63%0.85%0.49%0.55%0.90%1.03%0.71%0.98%1.26%0.90%0.00%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-39.06%
-2.16%
MPWR
VOO

Volatility

MPWR vs. VOO - Volatility Comparison

Monolithic Power Systems, Inc. (MPWR) has a higher volatility of 26.16% compared to Vanguard S&P 500 ETF (VOO) at 4.07%. 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%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
26.16%
4.07%
MPWR
VOO