Monolithic Power Systems (MPWR): analysis and statistics
Return, volatility, Sharpe ratio and risk for Monolithic Power Systems, an S&P 500 component in the Information Technology sector. Data as of 2026-07-30.
| Last close price | $1,317.59 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +34.25% |
| Total return over period | +140.85% |
| Annualized volatility | 54.85% |
| Sharpe ratio | 0.56 |
| Sortino ratio | 0.82 |
| Max drawdown | -51.65% |
| CVaR 95% (avg. loss, worst 5% of days) | -7.70% |
| Correlation with the S&P 500 | 0.68 |
| Period range | $391.73 – $1,687.32 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Monolithic Power Systems (MPWR) has posted an annualized return of +34.25% with annual volatility of 54.85%, a Sharpe ratio of 0.56. Its worst stretch (max drawdown from a peak) was -51.65%. Its correlation with the S&P 500 is 0.68, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how MPWR would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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