MTSI vs. MPWR
Compare and contrast key facts about MACOM Technology Solutions Holdings, Inc. (MTSI) and Monolithic Power Systems, Inc. (MPWR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MTSI or MPWR.
Key characteristics
| MTSI | MPWR | |
|---|---|---|
| YTD Return | 22.29% | 44.15% |
| 1Y Return | 43.34% | 91.10% |
| 3Y Return (Ann) | 20.98% | 24.40% |
| 5Y Return (Ann) | 40.28% | 46.05% |
| 10Y Return (Ann) | 18.08% | 38.65% |
| Sharpe Ratio | 1.15 | 1.80 |
| Sortino Ratio | 1.67 | 2.48 |
| Omega Ratio | 1.21 | 1.30 |
| Calmar Ratio | 2.20 | 2.77 |
| Martin Ratio | 5.11 | 11.95 |
| Ulcer Index | 8.16% | 7.40% |
| Daily Std Dev | 36.36% | 49.09% |
| Max Drawdown | -80.78% | -72.27% |
| Current Drawdown | -3.75% | -4.33% |
Fundamentals
| MTSI | MPWR | |
|---|---|---|
| Market Cap | $8.21B | $44.12B |
| EPS | $0.99 | $8.41 |
| PE Ratio | 114.82 | 107.60 |
| PEG Ratio | 0.83 | 2.15 |
| Total Revenue (TTM) | $528.87M | $1.42B |
| Gross Profit (TTM) | $273.09M | $784.14M |
| EBITDA (TTM) | $101.41M | $338.53M |
Correlation
The correlation between MTSI and MPWR is 0.60, 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.
Performance
MTSI vs. MPWR - Performance Comparison
In the year-to-date period, MTSI achieves a 22.29% return, which is significantly lower than MPWR's 44.15% return. Over the past 10 years, MTSI has underperformed MPWR with an annualized return of 18.08%, while MPWR has yielded a comparatively higher 38.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MTSI vs. MPWR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MACOM Technology Solutions Holdings, Inc. (MTSI) and Monolithic Power Systems, Inc. (MPWR). 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
MTSI vs. MPWR - Dividend Comparison
MTSI has not paid dividends to shareholders, while MPWR's dividend yield for the trailing twelve months is around 0.52%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
MTSI MACOM Technology Solutions Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MPWR Monolithic Power Systems, Inc. | 0.52% | 0.63% | 0.85% | 0.49% | 0.55% | 0.90% | 1.03% | 0.71% | 0.98% | 1.26% | 0.90% |
Drawdowns
MTSI vs. MPWR - Drawdown Comparison
The maximum MTSI drawdown since its inception was -80.78%, which is greater than MPWR's maximum drawdown of -72.27%. Use the drawdown chart below to compare losses from any high point for MTSI and MPWR. For additional features, visit the drawdowns tool.
Volatility
MTSI vs. MPWR - Volatility Comparison
MACOM Technology Solutions Holdings, Inc. (MTSI) has a higher volatility of 11.50% compared to Monolithic Power Systems, Inc. (MPWR) at 10.89%. This indicates that MTSI's price experiences larger fluctuations and is considered to be riskier than MPWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MTSI vs. MPWR - Financials Comparison
This section allows you to compare key financial metrics between MACOM Technology Solutions Holdings, Inc. and Monolithic Power Systems, 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