PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
POWI vs. MCHP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between POWI and MCHP is 0.54, 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.


-0.50.00.51.00.5

Performance

POWI vs. MCHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Power Integrations, Inc. (POWI) and Microchip Technology Incorporated (MCHP). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.25%
-36.94%
POWI
MCHP

Key characteristics

Sharpe Ratio

POWI:

-0.47

MCHP:

-0.83

Sortino Ratio

POWI:

-0.47

MCHP:

-1.07

Omega Ratio

POWI:

0.95

MCHP:

0.87

Calmar Ratio

POWI:

-0.39

MCHP:

-0.72

Martin Ratio

POWI:

-0.99

MCHP:

-1.56

Ulcer Index

POWI:

17.95%

MCHP:

20.33%

Daily Std Dev

POWI:

37.98%

MCHP:

38.06%

Max Drawdown

POWI:

-85.76%

MCHP:

-62.53%

Current Drawdown

POWI:

-41.30%

MCHP:

-42.00%

Fundamentals

Market Cap

POWI:

$3.56B

MCHP:

$30.61B

EPS

POWI:

$0.66

MCHP:

$1.44

PE Ratio

POWI:

94.92

MCHP:

39.58

PEG Ratio

POWI:

1.70

MCHP:

7.04

Total Revenue (TTM)

POWI:

$313.72M

MCHP:

$3.73B

Gross Profit (TTM)

POWI:

$167.48M

MCHP:

$2.07B

EBITDA (TTM)

POWI:

$31.98M

MCHP:

$1.20B

Returns By Period

In the year-to-date period, POWI achieves a 1.54% return, which is significantly higher than MCHP's -0.61% return. Over the past 10 years, POWI has underperformed MCHP with an annualized return of 10.33%, while MCHP has yielded a comparatively higher 11.95% annualized return.


POWI

YTD

1.54%

1M

-3.30%

6M

-16.93%

1Y

-17.75%

5Y*

4.44%

10Y*

10.33%

MCHP

YTD

-0.61%

1M

-3.52%

6M

-36.94%

1Y

-31.55%

5Y*

2.53%

10Y*

11.95%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

POWI vs. MCHP — Risk-Adjusted Performance Rank

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

POWI
The Risk-Adjusted Performance Rank of POWI is 2323
Overall Rank
The Sharpe Ratio Rank of POWI is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of POWI is 2222
Sortino Ratio Rank
The Omega Ratio Rank of POWI is 2323
Omega Ratio Rank
The Calmar Ratio Rank of POWI is 2424
Calmar Ratio Rank
The Martin Ratio Rank of POWI is 2525
Martin Ratio Rank

MCHP
The Risk-Adjusted Performance Rank of MCHP is 99
Overall Rank
The Sharpe Ratio Rank of MCHP is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of MCHP is 1111
Sortino Ratio Rank
The Omega Ratio Rank of MCHP is 1212
Omega Ratio Rank
The Calmar Ratio Rank of MCHP is 88
Calmar Ratio Rank
The Martin Ratio Rank of MCHP is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

POWI vs. MCHP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Power Integrations, Inc. (POWI) 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.


Sharpe ratio
The chart of Sharpe ratio for POWI, currently valued at -0.47, compared to the broader market-2.000.002.00-0.47-0.83
The chart of Sortino ratio for POWI, currently valued at -0.47, compared to the broader market-4.00-2.000.002.004.00-0.47-1.07
The chart of Omega ratio for POWI, currently valued at 0.95, compared to the broader market0.501.001.502.000.950.87
The chart of Calmar ratio for POWI, currently valued at -0.39, compared to the broader market0.002.004.006.00-0.39-0.72
The chart of Martin ratio for POWI, currently valued at -0.99, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.99-1.56
POWI
MCHP

The current POWI Sharpe Ratio is -0.47, which is higher than the MCHP Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of POWI and MCHP, 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 Ratio-1.00-0.80-0.60-0.40-0.200.000.200.40AugustSeptemberOctoberNovemberDecember2025
-0.47
-0.83
POWI
MCHP

Dividends

POWI vs. MCHP - Dividend Comparison

POWI's dividend yield for the trailing twelve months is around 1.29%, less than MCHP's 3.18% yield.


TTM20242023202220212020201920182017201620152014
POWI
Power Integrations, Inc.
1.29%1.31%0.94%1.00%0.58%0.51%0.71%1.05%0.76%0.77%0.99%0.85%
MCHP
Microchip Technology Incorporated
3.18%3.16%1.76%1.65%0.98%1.07%1.40%2.02%1.65%2.24%3.08%3.16%

Drawdowns

POWI vs. MCHP - Drawdown Comparison

The maximum POWI drawdown since its inception was -85.76%, which is greater than MCHP's maximum drawdown of -62.53%. Use the drawdown chart below to compare losses from any high point for POWI and MCHP. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-41.30%
-42.00%
POWI
MCHP

Volatility

POWI vs. MCHP - Volatility Comparison

Power Integrations, Inc. (POWI) and Microchip Technology Incorporated (MCHP) have volatilities of 8.21% and 8.25%, 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%AugustSeptemberOctoberNovemberDecember2025
8.21%
8.25%
POWI
MCHP

Financials

POWI vs. MCHP - Financials Comparison

This section allows you to compare key financial metrics between Power Integrations, Inc. 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.


Quarterly
Annual

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab