TOELY vs. MPWR
Compare and contrast key facts about Tokyo Electron ADR (TOELY) and Monolithic Power Systems, Inc. (MPWR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TOELY or MPWR.
Performance
TOELY vs. MPWR - Performance Comparison
Returns By Period
In the year-to-date period, TOELY achieves a -19.97% return, which is significantly lower than MPWR's -8.81% return. Over the past 10 years, TOELY has underperformed MPWR with an annualized return of 25.31%, while MPWR has yielded a comparatively higher 29.60% annualized return.
TOELY
-19.97%
-6.63%
-38.66%
-11.87%
18.27%
25.31%
MPWR
-8.81%
-34.71%
-23.08%
5.50%
30.40%
29.60%
Fundamentals
| TOELY | MPWR | |
|---|---|---|
| Market Cap | $65.14B | $27.32B |
| EPS | $3.28 | $8.85 |
| PE Ratio | 21.12 | 63.28 |
| PEG Ratio | 4.90 | 1.49 |
| Total Revenue (TTM) | $1.57T | $2.04B |
| Gross Profit (TTM) | $742.25B | $1.13B |
| EBITDA (TTM) | $483.49B | $523.07M |
Key characteristics
| TOELY | MPWR | |
|---|---|---|
| Sharpe Ratio | -0.23 | 0.13 |
| Sortino Ratio | 0.01 | 0.55 |
| Omega Ratio | 1.00 | 1.08 |
| Calmar Ratio | -0.24 | 0.17 |
| Martin Ratio | -0.49 | 0.68 |
| Ulcer Index | 23.86% | 10.45% |
| Daily Std Dev | 50.90% | 53.15% |
| Max Drawdown | -57.97% | -72.27% |
| Current Drawdown | -46.91% | -39.48% |
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Correlation
The correlation between TOELY and MPWR is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
TOELY vs. MPWR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tokyo Electron ADR (TOELY) 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
TOELY vs. MPWR - Dividend Comparison
TOELY has not paid dividends to shareholders, while MPWR's dividend yield for the trailing twelve months is around 0.83%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TOELY Tokyo Electron ADR | 0.00% | 1.72% | 4.12% | 1.98% | 2.67% | 3.69% | 8.98% | 3.74% | 3.42% | 3.85% | 1.86% | 1.37% |
MPWR Monolithic Power Systems, Inc. | 0.83% | 0.63% | 0.85% | 0.49% | 0.55% | 0.90% | 1.03% | 0.71% | 0.98% | 1.26% | 0.90% | 0.00% |
Drawdowns
TOELY vs. MPWR - Drawdown Comparison
The maximum TOELY drawdown since its inception was -57.97%, smaller than the maximum MPWR drawdown of -72.27%. Use the drawdown chart below to compare losses from any high point for TOELY and MPWR. For additional features, visit the drawdowns tool.
Volatility
TOELY vs. MPWR - Volatility Comparison
The current volatility for Tokyo Electron ADR (TOELY) is 11.38%, while Monolithic Power Systems, Inc. (MPWR) has a volatility of 26.74%. This indicates that TOELY 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.
Financials
TOELY vs. MPWR - Financials Comparison
This section allows you to compare key financial metrics between Tokyo Electron ADR 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