SHOE vs. MPWR

Last updated Jul 3, 2026

SHOE (Shoe Station Group, Inc.) and MPWR (Monolithic Power Systems, Inc.) are both stocks. SHOE operates in Apparel Retail (Consumer Cyclical), while MPWR operates in Semiconductors (Technology). Over the past 10 years, SHOE returned 3.17%/yr vs 35.38%/yr for MPWR. At a 0.30 correlation, their price movements are largely independent.

Performance

SHOE vs. MPWR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shoe Station Group, Inc. (SHOE) and Monolithic Power Systems, Inc. (MPWR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SHOE achieves a -8.93% return, which is significantly lower than MPWR's 42.63% return. Over the past 10 years, SHOE has underperformed MPWR with an annualized return of 3.17%, while MPWR has yielded a comparatively higher 35.38% annualized return.

SHOE

• 1D: -0.07%
• 1M: -13.23%
• 6M: -8.93%
• YTD: -8.93%
• 1Y: -26.06%
• 3Y*: -12.59%
• 5Y*: -14.24%
• 10Y*: 3.17%

MPWR

• 1D: -3.27%
• 1M: -20.61%
• 6M: 42.63%
• YTD: 42.63%
• 1Y: 69.70%
• 3Y*: 34.41%
• 5Y*: 28.84%
• 10Y*: 35.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SHOE vs. MPWR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SHOE Shoe Station Group, Inc.	-8.93%	-47.64%	11.18%	28.52%	-38.00%	101.21%	6.51%	12.39%	26.61%	0.39%
MPWR Monolithic Power Systems, Inc.	42.63%	54.45%	-5.55%	79.78%	-27.78%	35.49%	107.49%	54.80%	4.49%	38.23%

Correlation

The correlation between SHOE and MPWR is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (10Y) Calculated over the trailing 10-year period	0.29
Correlation (All Time) Calculated using the full available price history since Nov 19, 2004	0.30

The correlation between SHOE and MPWR shifts across timeframes, from 0.23 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap SHOE : $409.71M MPWR : $63.29B
EPS SHOE : $1.36 MPWR : $13.83
PE Ratio SHOE : 11.13 MPWR : 93.11
PS Ratio SHOE : 0.37 MPWR : 21.27
PB Ratio SHOE : 0.61 MPWR : 17.25
Total Revenue (TTM) SHOE : $1.13B MPWR : $2.96B
Gross Profit (TTM) SHOE : $409.47M MPWR : $1.63B
EBITDA (TTM) SHOE : $87.75M MPWR : $861.78M

Return for Risk

SHOE vs. MPWR — Risk / Return Rank

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

SHOE

SHOE Risk / Return Rank: 21
SHOE Sharpe Ratio Rank: 20
SHOE Sortino Ratio Rank: 20
SHOE Omega Ratio Rank: 22
SHOE Calmar Ratio Rank: 20
SHOE Martin Ratio Rank: 23

MPWR

MPWR Risk / Return Rank: 81
MPWR Sharpe Ratio Rank: 82
MPWR Sortino Ratio Rank: 78
MPWR Omega Ratio Rank: 76
MPWR Calmar Ratio Rank: 85
MPWR Martin Ratio Rank: 85

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.

SHOE vs. MPWR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shoe Station Group, Inc. (SHOE) 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.

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.

	SHOE	MPWR	Difference
Sharpe ratio: Return per unit of total volatility	-0.53	1.36	-1.89
Sortino ratio: Return per unit of downside risk	-0.56	1.96	-2.52
Omega ratio: Gain probability vs. loss probability	0.94	1.24	-0.30
Calmar ratio: Return relative to maximum drawdown	-0.63	2.96	-3.60
Martin ratio: Return relative to average drawdown	-1.00	7.61	-8.61

SHOE vs. MPWR - Sharpe Ratio Comparison

The current SHOE Sharpe Ratio is -0.53, which is lower than the MPWR Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of SHOE and MPWR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SHOE vs. MPWR - Drawdown Comparison

The maximum SHOE drawdown since its inception was -84.87%, which is greater than MPWR's maximum drawdown of -72.27%. Use the drawdown chart below to compare losses from any high point for SHOE and MPWR.

Drawdown Indicators

	SHOE	MPWR	Difference
Max Drawdown Largest peak-to-trough decline	-84.87%	-72.27%	-12.60%
Max Drawdown (1Y) Largest decline over 1 year	-41.25%	-23.66%	-17.59%
Max Drawdown (3Y) Largest decline over 3 years	-66.06%	-51.65%	-14.41%
Max Drawdown (5Y) Largest decline over 5 years	-66.06%	-51.65%	-14.41%
Max Drawdown (10Y) Largest decline over 10 years	-68.53%	-51.65%	-16.88%
Current Drawdown Current decline from peak	-65.46%	-23.66%	-41.80%
Average Drawdown Average peak-to-trough decline	-34.80%	-17.70%	-17.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.08%	9.20%	+16.88%

Volatility

SHOE vs. MPWR - Volatility Comparison

The current volatility for Shoe Station Group, Inc. (SHOE) is 12.81%, while Monolithic Power Systems, Inc. (MPWR) has a volatility of 25.20%. This indicates that SHOE experiences smaller price fluctuations and is considered to be less risky than MPWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SHOE	MPWR	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.81%	25.20%	-12.39%
Volatility (6M) Calculated over the trailing 6-month period	32.19%	41.92%	-9.73%
Volatility (1Y) Calculated over the trailing 1-year period	49.88%	51.47%	-1.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.67%	54.20%	-6.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.58%	47.55%	+6.03%

Dividends

SHOE vs. MPWR - Dividend Comparison

SHOE's dividend yield for the trailing twelve months is around 4.11%, more than MPWR's 0.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MPWR Monolithic Power Systems, Inc.	0.55%	0.69%	0.85%	0.63%	0.85%	0.49%	0.55%	0.90%	1.03%	0.71%	0.98%	1.26%
SHOE Shoe Station Group, Inc.	4.11%	3.47%	1.59%	1.36%	1.42%	0.65%	0.89%	0.89%	0.93%	1.08%	1.00%	1.08%

Financials

SHOE vs. MPWR - Profitability Comparison

The chart below illustrates the profitability comparison between Shoe Station Group, Inc. and Monolithic Power Systems, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SHOE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Shoe Station Group, Inc. reported a gross profit of 90.10M and revenue of 270.73M. Therefore, the gross margin over that period was 33.3%.

MPWR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Monolithic Power Systems, Inc. reported a gross profit of 445.07M and revenue of 804.19M. Therefore, the gross margin over that period was 55.3%.

SHOE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Shoe Station Group, Inc. reported an operating income of -6.04M and revenue of 270.73M, resulting in an operating margin of -2.2%.

MPWR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Monolithic Power Systems, Inc. reported an operating income of 241.15M and revenue of 804.19M, resulting in an operating margin of 30.0%.

SHOE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Shoe Station Group, Inc. reported a net income of -5.63M and revenue of 270.73M, resulting in a net margin of -2.1%.

MPWR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Monolithic Power Systems, Inc. reported a net income of 193.23M and revenue of 804.19M, resulting in a net margin of 24.0%.

Frequently Asked Questions

Can I hold both SHOE and MPWR in my portfolio?

SHOE and MPWR have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SHOE or MPWR?

MPWR has higher volatility (25.20%) compared to SHOE (12.81%). In terms of maximum drawdown, SHOE dropped -84.87% vs MPWR's -72.27%.

Which has better risk-adjusted returns?

MPWR currently has the higher Sharpe Ratio (1.36 vs -0.53), 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.