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MTSI vs. LQDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MTSI vs. LQDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MACOM Technology Solutions Holdings, Inc. (MTSI) and Liquidia Corporation (LQDA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MTSI achieves a 121.78% return, which is significantly higher than LQDA's 106.52% return.


MTSI

1D
1.36%
1M
1.14%
YTD
121.78%
6M
114.19%
1Y
194.54%
3Y*
82.85%
5Y*
44.69%
10Y*
26.08%

LQDA

1D
-0.55%
1M
25.12%
YTD
106.52%
6M
113.39%
1Y
405.18%
3Y*
105.40%
5Y*
92.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MTSI vs. LQDA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MTSI
MACOM Technology Solutions Holdings, Inc.
121.78%31.85%39.76%47.59%-19.57%42.26%106.92%83.32%-35.99%
LQDA
Liquidia Corporation
106.52%193.28%-2.24%88.85%30.80%65.08%-30.99%-80.26%73.98%

Correlation

The correlation between MTSI and LQDA is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2018

0.19

The correlation between MTSI and LQDA shifts across timeframes, from 0.02 (1 year) to 0.20 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MTSI:

$29.30B

LQDA:

$7.20B

EPS

MTSI:

$2.33

LQDA:

$0.24

PE Ratio

MTSI:

163.18

LQDA:

297.86

PS Ratio

MTSI:

26.86

LQDA:

23.06

PB Ratio

MTSI:

20.67

LQDA:

66.33

Total Revenue (TTM)

MTSI:

$1.07B

LQDA:

$288.07M

Gross Profit (TTM)

MTSI:

$594.25M

LQDA:

$275.77M

EBITDA (TTM)

MTSI:

$245.21M

LQDA:

$51.53M

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Return for Risk

MTSI vs. LQDA — Risk / Return Rank

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

MTSI
MTSI Risk / Return Rank: 9696
Overall Rank
MTSI Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
MTSI Sortino Ratio Rank: 9494
Sortino Ratio Rank
MTSI Omega Ratio Rank: 9494
Omega Ratio Rank
MTSI Calmar Ratio Rank: 9797
Calmar Ratio Rank
MTSI Martin Ratio Rank: 9797
Martin Ratio Rank

LQDA
LQDA Risk / Return Rank: 9898
Overall Rank
LQDA Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
LQDA Sortino Ratio Rank: 9898
Sortino Ratio Rank
LQDA Omega Ratio Rank: 9696
Omega Ratio Rank
LQDA Calmar Ratio Rank: 9898
Calmar Ratio Rank
LQDA Martin Ratio Rank: 9898
Martin Ratio Rank
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.

MTSI vs. LQDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MACOM Technology Solutions Holdings, Inc. (MTSI) and Liquidia Corporation (LQDA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MTSILQDADifference
Sharpe ratioReturn per unit of total volatility

-2.30

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.49

1.61

-0.11

Calmar ratioReturn relative to maximum drawdown

9.54

11.11

-1.56

Martin ratioReturn relative to average drawdown

24.62

28.59

-3.97

MTSI vs. LQDA - Sharpe Ratio Comparison

The current MTSI Sharpe Ratio is 3.70, which is lower than the LQDA Sharpe Ratio of 6.01. The chart below compares the historical Sharpe Ratios of MTSI and LQDA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MTSI vs. LQDA - Drawdown Comparison

The maximum MTSI drawdown since its inception was -80.78%, smaller than the maximum LQDA drawdown of -93.87%. Use the drawdown chart below to compare losses from any high point for MTSI and LQDA.


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Drawdown Indicators


MTSILQDADifference

Max Drawdown

Largest peak-to-trough decline

-80.78%

-93.87%

+13.09%

Max Drawdown (1Y)

Largest decline over 1 year

-19.74%

-35.66%

+15.92%

Max Drawdown (3Y)

Largest decline over 3 years

-41.09%

-46.80%

+5.71%

Max Drawdown (5Y)

Largest decline over 5 years

-44.86%

-55.36%

+10.50%

Max Drawdown (10Y)

Largest decline over 10 years

-80.78%

Current Drawdown

Current decline from peak

-7.28%

-0.55%

-6.73%

Average Drawdown

Average peak-to-trough decline

-26.20%

-69.53%

+43.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.64%

13.91%

-6.27%

Volatility

MTSI vs. LQDA - Volatility Comparison

MACOM Technology Solutions Holdings, Inc. (MTSI) and Liquidia Corporation (LQDA) have volatilities of 20.31% and 19.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MTSILQDADifference

Volatility (1M)

Calculated over the trailing 1-month period

20.31%

19.43%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

40.72%

48.44%

-7.72%

Volatility (1Y)

Calculated over the trailing 1-year period

50.86%

65.96%

-15.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.70%

73.71%

-30.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.43%

85.80%

-33.37%

Dividends

MTSI vs. LQDA - Dividend Comparison

Neither MTSI nor LQDA has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

MTSI vs. LQDA - Financials Comparison

This section allows you to compare key financial metrics between MACOM Technology Solutions Holdings, Inc. and Liquidia Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00M100.00M150.00M200.00M250.00M300.00M20222023202420252026
288.96M
132.87M
(MTSI) Total Revenue
(LQDA) Total Revenue
Values in USD except per share items

MTSI vs. LQDA - Profitability Comparison

The chart below illustrates the profitability comparison between MACOM Technology Solutions Holdings, Inc. and Liquidia Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
56.9%
99.4%
Portfolio components
MTSI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MACOM Technology Solutions Holdings, Inc. reported a gross profit of 164.43M and revenue of 288.96M. Therefore, the gross margin over that period was 56.9%.

LQDA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Liquidia Corporation reported a gross profit of 132.09M and revenue of 132.87M. Therefore, the gross margin over that period was 99.4%.

MTSI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MACOM Technology Solutions Holdings, Inc. reported an operating income of 50.83M and revenue of 288.96M, resulting in an operating margin of 17.6%.

LQDA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Liquidia Corporation reported an operating income of 61.50M and revenue of 132.87M, resulting in an operating margin of 46.3%.

MTSI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MACOM Technology Solutions Holdings, Inc. reported a net income of 46.33M and revenue of 288.96M, resulting in a net margin of 16.0%.

LQDA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Liquidia Corporation reported a net income of 52.86M and revenue of 132.87M, resulting in a net margin of 39.8%.


Frequently Asked Questions


MTSI and LQDA have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MTSI has higher volatility (20.31%) compared to LQDA (19.43%). In terms of maximum drawdown, MTSI dropped -80.78% vs LQDA's -93.87%.

LQDA currently has the higher Sharpe Ratio (6.01 vs 3.70), 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.

Portfolio Optimizer

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