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ON Semiconductor Corporation (ON)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US6821891057
CUSIP
682189105
IPO Date
Apr 28, 2000

Highlights

Market Cap
$24.91B
Enterprise Value
$25.77B
EPS (TTM)
$0.29
PE Ratio
210.64
Total Revenue (TTM)
$6.00B
Gross Profit (TTM)
$1.98B
EBITDA (TTM)
$639.00M
Year Range
$31.04 - $73.76
Target Price
$59.25
ROA (TTM)
0.97%
ROE (TTM)
1.58%

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ON Semiconductor Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

ON Semiconductor Corporation (ON) has returned 14.35% so far this year and 52.17% over the past 12 months. Looking at the last ten years, ON has achieved an annualized return of 20.37%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.


ON Semiconductor Corporation

1D
11.25%
1M
-6.86%
YTD
14.35%
6M
25.57%
1Y
52.17%
3Y*
-9.06%
5Y*
7.62%
10Y*
20.37%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 2, 2000, ON's average daily return is +0.09%, while the average monthly return is +1.69%. At this rate, your investment would double in approximately 3.4 years.

Historically, 54% of months were positive and 46% were negative. The best month was May 2003 with a return of +99.3%, while the worst month was Sep 2001 at -44.1%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ON closed higher 50% of trading days. The best single day was Jan 3, 2002 with a return of +55.6%, while the worst single day was Mar 18, 2020 at -26.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.60%11.00%-6.86%14.35%
2025-16.99%-10.11%-13.52%-2.43%5.84%24.73%7.54%-12.01%-0.56%1.56%0.32%7.78%-14.12%
2024-14.84%10.95%-6.80%-4.61%4.10%-6.15%14.15%-0.49%-6.75%-2.92%0.89%-11.35%-24.52%
202317.76%5.39%6.34%-12.59%16.18%13.13%13.92%-8.62%-5.60%-32.61%13.87%17.10%33.93%
2022-13.13%6.12%0.00%-16.77%16.45%-17.09%32.74%2.98%-9.36%-1.44%22.42%-17.06%-8.17%
20215.38%16.76%3.33%-6.27%2.67%-4.40%2.04%13.57%3.18%5.03%27.79%10.56%107.52%

Benchmark Metrics

ON Semiconductor Corporation has an annualized alpha of 10.17%, beta of 1.57, and R² of 0.25 versus S&P 500 Index. Calculated based on daily prices since May 03, 2000.

  • This stock captured 271.33% of S&P 500 Index gains and 190.41% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • R² of 0.25 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
10.17%
Beta
1.57
0.25
Upside Capture
271.33%
Downside Capture
190.41%

Return for Risk

Risk / Return Rank

ON ranks 70 for risk / return — better than 70% of stocks on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


ON Risk / Return Rank: 7070
Overall Rank
ON Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ON Sortino Ratio Rank: 6969
Sortino Ratio Rank
ON Omega Ratio Rank: 6767
Omega Ratio Rank
ON Calmar Ratio Rank: 7474
Calmar Ratio Rank
ON Martin Ratio Rank: 7070
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for ON Semiconductor Corporation (ON) and compare them to a chosen benchmark (S&P 500 Index).


ONBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.90

-0.01

Sortino ratio

Return per unit of downside risk

1.57

1.39

+0.19

Omega ratio

Gain probability vs. loss probability

1.21

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.82

1.40

+0.42

Martin ratio

Return relative to average drawdown

3.61

6.61

-3.00

Explore ON risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


ON Semiconductor Corporation doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the ON Semiconductor Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ON Semiconductor Corporation was 96.22%, occurring on Oct 4, 2002. Recovery took 3848 trading sessions.

The current ON Semiconductor Corporation drawdown is 42.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.22%Jun 13, 2000580Oct 4, 20023848Jan 18, 20184428
-70.44%Aug 2, 2023423Apr 8, 2025
-68.47%Mar 13, 2018508Mar 18, 2020164Nov 9, 2020672
-33.98%Jan 5, 2022123Jul 1, 202229Aug 12, 2022152
-25%May 19, 20006May 26, 200010Jun 12, 200016

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of ON Semiconductor Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how ON Semiconductor Corporation is priced in the market compared to other companies in the Semiconductors industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for ON, comparing it with other companies in the Semiconductors industry. Currently, ON has a P/E ratio of 210.6. This P/E ratio is significantly higher than those of industry peers. This could indicate that the stock is overvalued or that investors expect strong future growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for ON relative to other companies in the Semiconductors industry. Currently, ON has a P/S ratio of 4.3. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for ON in comparison with other companies in the Semiconductors industry. Currently, ON has a P/B value of 3.2. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items