A novel method for underdetermined regression problems, multicomponent self-organizing regression (MCSOR), has been recently introduced. Here, its performance is compared with partial least-squares (PLS), which is perhaps the most widely adopted multivariate method in chemometrics. A potpourri of models is presented, and MCSOR appears to provide highly predictive models that are comparable with or better than the corresponding PLS models in large internal (leave-one-out, LOO) and pseudo-external (leave-many-out, LMO) validation tests. The "blind" external predictive ability of MCSOR and PLS is demonstrated employing large melting point, factor Xa, log P and log S data sets. In a nutshell, MCSOR is fast, conceptually simple (employing multiple linear regression, MLR, as a statistical tool), and applicable to all kinds of multivariate problems with single Y-variable.