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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%10.00%JulyAugustSeptemberOctoberNovemberDecember
-14.06%
-36.32%
POWI
MCHP

Key characteristics

Sharpe Ratio

POWI:

-0.72

MCHP:

-0.98

Sortino Ratio

POWI:

-0.92

MCHP:

-1.35

Omega Ratio

POWI:

0.90

MCHP:

0.84

Calmar Ratio

POWI:

-0.59

MCHP:

-0.87

Martin Ratio

POWI:

-1.44

MCHP:

-2.14

Ulcer Index

POWI:

19.00%

MCHP:

17.45%

Daily Std Dev

POWI:

37.93%

MCHP:

38.01%

Max Drawdown

POWI:

-85.76%

MCHP:

-62.53%

Current Drawdown

POWI:

-42.64%

MCHP:

-43.02%

Fundamentals

Market Cap

POWI:

$3.70B

MCHP:

$31.30B

EPS

POWI:

$0.65

MCHP:

$1.44

PE Ratio

POWI:

100.09

MCHP:

40.48

PEG Ratio

POWI:

1.70

MCHP:

7.20

Total Revenue (TTM)

POWI:

$403.23M

MCHP:

$5.50B

Gross Profit (TTM)

POWI:

$213.69M

MCHP:

$3.19B

EBITDA (TTM)

POWI:

$40.36M

MCHP:

$1.95B

Returns By Period

In the year-to-date period, POWI achieves a -24.56% return, which is significantly higher than MCHP's -36.50% return. Over the past 10 years, POWI has underperformed MCHP with an annualized return of 9.70%, while MCHP has yielded a comparatively higher 11.55% annualized return.


POWI

YTD

-24.56%

1M

1.59%

6M

-14.06%

1Y

-24.27%

5Y*

5.67%

10Y*

9.70%

MCHP

YTD

-36.50%

1M

-13.11%

6M

-36.32%

1Y

-35.33%

5Y*

3.07%

10Y*

11.55%

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Risk-Adjusted Performance

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 -0.72, compared to the broader market-4.00-2.000.002.00-0.72-0.98
The chart of Sortino ratio for POWI, currently valued at -0.92, compared to the broader market-4.00-2.000.002.004.00-0.92-1.35
The chart of Omega ratio for POWI, currently valued at 0.90, compared to the broader market0.501.001.502.000.900.84
The chart of Calmar ratio for POWI, currently valued at -0.59, compared to the broader market0.002.004.006.00-0.59-0.87
The chart of Martin ratio for POWI, currently valued at -1.44, compared to the broader market0.0010.0020.00-1.44-2.14
POWI
MCHP

The current POWI Sharpe Ratio is -0.72, which is comparable to the MCHP Sharpe Ratio of -0.98. 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-1.00-0.80-0.60-0.40-0.200.000.200.40JulyAugustSeptemberOctoberNovemberDecember
-0.72
-0.98
POWI
MCHP

Dividends

POWI vs. MCHP - Dividend Comparison

POWI's dividend yield for the trailing twelve months is around 1.32%, less than MCHP's 3.23% yield.


TTM20232022202120202019201820172016201520142013
POWI
Power Integrations, Inc.
1.32%0.94%1.00%0.58%0.51%0.71%1.05%0.76%0.77%0.99%0.85%0.57%
MCHP
Microchip Technology Incorporated
3.23%1.76%1.65%0.98%1.07%1.40%2.02%1.65%2.24%3.08%3.16%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%0.00%JulyAugustSeptemberOctoberNovemberDecember
-42.64%
-43.02%
POWI
MCHP

Volatility

POWI vs. MCHP - Volatility Comparison

The current volatility for Power Integrations, Inc. (POWI) is 12.43%, while Microchip Technology Incorporated (MCHP) has a volatility of 14.43%. This indicates that POWI experiences smaller price fluctuations and is considered to be less risky than MCHP based on this measure. 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%JulyAugustSeptemberOctoberNovemberDecember
12.43%
14.43%
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
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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.

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