MPWR vs. WSM
MPWR (Monolithic Power Systems, Inc.) and WSM (Williams-Sonoma, Inc.) are both stocks. MPWR operates in Semiconductors (Technology), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, MPWR returned 37.72%/yr vs 25.88%/yr for WSM. At a 0.37 correlation, their price movements are largely independent.
Performance
MPWR vs. WSM - Performance Comparison
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Returns By Period
In the year-to-date period, MPWR achieves a 72.37% return, which is significantly higher than WSM's 14.19% return. Over the past 10 years, MPWR has outperformed WSM with an annualized return of 37.72%, while WSM has yielded a comparatively lower 25.88% annualized return.
MPWR
- 1D
- 5.28%
- 1M
- -2.60%
- YTD
- 72.37%
- 6M
- 59.11%
- 1Y
- 128.65%
- 3Y*
- 47.03%
- 5Y*
- 36.56%
- 10Y*
- 37.72%
WSM
- 1D
- -1.21%
- 1M
- 11.20%
- YTD
- 14.19%
- 6M
- 13.65%
- 1Y
- 30.20%
- 3Y*
- 50.28%
- 5Y*
- 21.62%
- 10Y*
- 25.88%
MPWR vs. WSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPWR Monolithic Power Systems, Inc. | 72.37% | 54.45% | -5.55% | 79.78% | -27.78% | 35.49% | 107.49% | 54.80% | 4.49% | 38.23% |
WSM Williams-Sonoma, Inc. | 14.19% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 42.38% | 50.07% | 0.61% | 10.20% |
Correlation
The correlation between MPWR and WSM is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2004 | 0.37 |
Fundamentals
MPWR:
$76.78B
WSM:
$24.28B
MPWR:
$13.89
WSM:
$8.93
MPWR:
112.24
WSM:
22.68
MPWR:
1.41
WSM:
4.59
MPWR:
25.63
WSM:
3.13
MPWR:
20.88
WSM:
12.98
MPWR:
$2.96B
WSM:
$7.88B
MPWR:
$1.63B
WSM:
$3.63B
MPWR:
$861.78M
WSM:
$1.49B
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Return for Risk
MPWR vs. WSM — Risk / Return Rank
MPWR
WSM
MPWR vs. WSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Monolithic Power Systems, Inc. (MPWR) and Williams-Sonoma, Inc. (WSM). 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 | WSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.80 | ||
| Sortino ratioReturn per unit of downside risk | +1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.17 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 5.76 | 1.30 | +4.46 |
| Martin ratioReturn relative to average drawdown | 15.40 | 2.96 | +12.45 |
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 | WSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.70 | 0.90 | +1.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.49 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.59 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.34 | +0.24 |
Drawdowns
MPWR vs. WSM - Drawdown Comparison
The maximum MPWR drawdown since its inception was -72.27%, smaller than the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for MPWR and WSM.
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Drawdown Indicators
| MPWR | WSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.27% | -89.01% | +16.74% |
Max Drawdown (1Y)Largest decline over 1 year | -22.45% | -23.27% | +0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -51.65% | -36.79% | -14.86% |
Max Drawdown (5Y)Largest decline over 5 years | -51.65% | -51.92% | +0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -51.65% | -59.71% | +8.06% |
Current DrawdownCurrent decline from peak | -7.73% | -7.87% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -17.72% | -25.04% | +7.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.38% | 10.24% | -1.86% |
Volatility
MPWR vs. WSM - Volatility Comparison
Monolithic Power Systems, Inc. (MPWR) has a higher volatility of 19.38% compared to Williams-Sonoma, Inc. (WSM) at 10.77%. This indicates that MPWR's price experiences larger fluctuations and is considered to be riskier than WSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MPWR | WSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.38% | 10.77% | +8.61% |
Volatility (6M)Calculated over the trailing 6-month period | 36.53% | 24.49% | +12.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.99% | 33.72% | +14.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.40% | 44.64% | +8.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.17% | 44.20% | +2.97% |
Dividends
MPWR vs. WSM - Dividend Comparison
MPWR's dividend yield for the trailing twelve months is around 0.43%, less than WSM's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPWR Monolithic Power Systems, Inc. | 0.43% | 0.69% | 0.85% | 0.63% | 0.85% | 0.49% | 0.55% | 0.90% | 1.03% | 0.71% | 0.98% | 1.26% |
WSM Williams-Sonoma, Inc. | 1.35% | 1.43% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% |
Financials
MPWR vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between Monolithic Power Systems, Inc. and Williams-Sonoma, Inc.. 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. WSM - 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%.
WSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Williams-Sonoma, Inc. reported a gross profit of 793.43M and revenue of 1.81B. Therefore, the gross margin over that period was 44.0%.
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%.
WSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Williams-Sonoma, Inc. reported an operating income of 291.69M and revenue of 1.81B, resulting in an operating margin of 16.2%.
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%.
WSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Williams-Sonoma, Inc. reported a net income of 231.36M and revenue of 1.81B, resulting in a net margin of 12.8%.
Frequently Asked Questions
MPWR and WSM have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPWR has higher volatility (19.38%) compared to WSM (10.77%). In terms of maximum drawdown, MPWR dropped -72.27% vs WSM's -89.01%.
MPWR currently has the higher Sharpe Ratio (2.70 vs 0.90), 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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