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TOELY vs. MPWR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TOELY and MPWR is 0.13, 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.


Performance

TOELY vs. MPWR - Performance Comparison

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

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%December2025FebruaryMarchAprilMay
2,340.37%
6,392.62%
TOELY
MPWR

Key characteristics

Sharpe Ratio

TOELY:

-0.62

MPWR:

-0.14

Sortino Ratio

TOELY:

-0.80

MPWR:

0.27

Omega Ratio

TOELY:

0.90

MPWR:

1.04

Calmar Ratio

TOELY:

-0.63

MPWR:

-0.16

Martin Ratio

TOELY:

-1.13

MPWR:

-0.33

Ulcer Index

TOELY:

30.52%

MPWR:

25.83%

Daily Std Dev

TOELY:

52.13%

MPWR:

65.43%

Max Drawdown

TOELY:

-57.97%

MPWR:

-72.27%

Current Drawdown

TOELY:

-42.17%

MPWR:

-32.25%

Fundamentals

Market Cap

TOELY:

$68.31B

MPWR:

$30.04B

EPS

TOELY:

$4.07

MPWR:

$37.52

PE Ratio

TOELY:

18.32

MPWR:

16.72

PEG Ratio

TOELY:

1.15

MPWR:

2.08

PS Ratio

TOELY:

0.03

MPWR:

12.78

PB Ratio

TOELY:

5.23

MPWR:

9.33

Total Revenue (TTM)

TOELY:

$555.07B

MPWR:

$2.39B

Gross Profit (TTM)

TOELY:

$264.02B

MPWR:

$1.32B

EBITDA (TTM)

TOELY:

$178.94B

MPWR:

$640.43M

Returns By Period

In the year-to-date period, TOELY achieves a 2.60% return, which is significantly lower than MPWR's 8.08% return. Over the past 10 years, TOELY has underperformed MPWR with an annualized return of 27.16%, while MPWR has yielded a comparatively higher 29.69% annualized return.


TOELY

YTD

2.60%

1M

14.81%

6M

3.14%

1Y

-31.91%

5Y*

18.78%

10Y*

27.16%

MPWR

YTD

8.08%

1M

13.51%

6M

-15.83%

1Y

-9.23%

5Y*

25.70%

10Y*

29.69%

*Annualized

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Risk-Adjusted Performance

TOELY vs. MPWR — Risk-Adjusted Performance Rank

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

TOELY
The Risk-Adjusted Performance Rank of TOELY is 1818
Overall Rank
The Sharpe Ratio Rank of TOELY is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of TOELY is 1717
Sortino Ratio Rank
The Omega Ratio Rank of TOELY is 1919
Omega Ratio Rank
The Calmar Ratio Rank of TOELY is 1313
Calmar Ratio Rank
The Martin Ratio Rank of TOELY is 2222
Martin Ratio Rank

MPWR
The Risk-Adjusted Performance Rank of MPWR is 4444
Overall Rank
The Sharpe Ratio Rank of MPWR is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of MPWR is 4545
Sortino Ratio Rank
The Omega Ratio Rank of MPWR is 4545
Omega Ratio Rank
The Calmar Ratio Rank of MPWR is 4141
Calmar Ratio Rank
The Martin Ratio Rank of MPWR is 4545
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.

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.


The current TOELY Sharpe Ratio is -0.62, which is lower than the MPWR Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of TOELY and MPWR, 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-1.00-0.500.000.501.00December2025FebruaryMarchAprilMay
-0.62
-0.14
TOELY
MPWR

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%.


TTM20242023202220212020201920182017201620152014
TOELY
Tokyo Electron ADR
0.00%0.00%1.72%4.12%1.98%2.67%3.69%8.98%3.74%3.42%3.85%1.86%
MPWR
Monolithic Power Systems, Inc.
0.83%0.85%0.63%0.85%0.49%0.55%0.90%1.03%0.71%0.98%1.26%0.90%

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.


-50.00%-40.00%-30.00%-20.00%December2025FebruaryMarchAprilMay
-42.17%
-32.25%
TOELY
MPWR

Volatility

TOELY vs. MPWR - Volatility Comparison

The current volatility for Tokyo Electron ADR (TOELY) is 12.19%, while Monolithic Power Systems, Inc. (MPWR) has a volatility of 21.84%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%December2025FebruaryMarchAprilMay
12.19%
21.84%
TOELY
MPWR

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.


Quarterly
Annual

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


0.00200.00B400.00B600.00B800.00B20212022202320242025
555.07B
637.55M
(TOELY) Total Revenue
(MPWR) Total Revenue
Values in USD except per share items