MRVL vs. MCHP
Compare and contrast key facts about Marvell Technology Group Ltd. (MRVL) and Microchip Technology Incorporated (MCHP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRVL or MCHP.
Performance
MRVL vs. MCHP - Performance Comparison
Returns By Period
In the year-to-date period, MRVL achieves a 47.61% return, which is significantly higher than MCHP's -26.51% return. Over the past 10 years, MRVL has outperformed MCHP with an annualized return of 21.64%, while MCHP has yielded a comparatively lower 13.68% annualized return.
MRVL
47.61%
11.10%
19.32%
60.18%
28.19%
21.64%
MCHP
-26.51%
-15.63%
-31.66%
-20.24%
9.13%
13.68%
Fundamentals
| MRVL | MCHP | |
|---|---|---|
| Market Cap | $80.37B | $36.14B |
| EPS | -$1.11 | $1.44 |
| PEG Ratio | 1.52 | 6.46 |
| Total Revenue (TTM) | $3.86B | $5.50B |
| Gross Profit (TTM) | $1.78B | $3.19B |
| EBITDA (TTM) | $797.50M | $1.54B |
Key characteristics
| MRVL | MCHP | |
|---|---|---|
| Sharpe Ratio | 1.27 | -0.52 |
| Sortino Ratio | 1.83 | -0.54 |
| Omega Ratio | 1.23 | 0.94 |
| Calmar Ratio | 1.42 | -0.52 |
| Martin Ratio | 4.28 | -1.36 |
| Ulcer Index | 14.71% | 13.94% |
| Daily Std Dev | 49.64% | 36.07% |
| Max Drawdown | -96.23% | -62.53% |
| Current Drawdown | -5.57% | -34.05% |
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Correlation
The correlation between MRVL and MCHP is 0.58, 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
MRVL vs. MCHP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Marvell Technology Group Ltd. (MRVL) and Microchip Technology Incorporated (MCHP). 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.
Dividends
MRVL vs. MCHP - Dividend Comparison
MRVL's dividend yield for the trailing twelve months is around 0.27%, less than MCHP's 2.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRVL Marvell Technology Group Ltd. | 0.27% | 0.40% | 0.65% | 0.21% | 0.50% | 0.90% | 1.48% | 1.12% | 1.73% | 2.72% | 1.66% | 1.67% |
MCHP Microchip Technology Incorporated | 2.75% | 1.76% | 1.65% | 0.98% | 1.07% | 1.40% | 2.02% | 1.65% | 2.24% | 3.08% | 3.16% | 3.16% |
Drawdowns
MRVL vs. MCHP - Drawdown Comparison
The maximum MRVL drawdown since its inception was -96.23%, which is greater than MCHP's maximum drawdown of -62.53%. Use the drawdown chart below to compare losses from any high point for MRVL and MCHP. For additional features, visit the drawdowns tool.
Volatility
MRVL vs. MCHP - Volatility Comparison
Marvell Technology Group Ltd. (MRVL) has a higher volatility of 11.55% compared to Microchip Technology Incorporated (MCHP) at 10.80%. This indicates that MRVL's price experiences larger fluctuations and is considered to be riskier than MCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MRVL vs. MCHP - Financials Comparison
This section allows you to compare key financial metrics between Marvell Technology Group Ltd. and Microchip Technology Incorporated. 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