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ON Semiconductor Corporation (ON)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS6821891057
CUSIP682189105
SectorTechnology
IndustrySemiconductors

Highlights

Market Cap$26.10B
EPS$4.89
PE Ratio12.42
PEG Ratio1.29
Revenue (TTM)$8.25B
Gross Profit (TTM)$4.08B
EBITDA (TTM)$3.22B
Year Range$60.26 - $111.35
Target Price$87.50
Short %7.05%
Short Ratio3.51

Share Price Chart


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ON Semiconductor Corporation

Popular comparisons: ON vs. AI, ON vs. MAR, ON vs. NXPI, ON vs. LSCC, ON vs. CRUS, ON vs. DIOD, ON vs. ASML, ON vs. ^GSPC, ON vs. NVDA, ON vs. AAPL

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.


180.00%200.00%220.00%240.00%260.00%280.00%300.00%NovemberDecember2024FebruaryMarchApril
176.47%
244.98%
ON (ON Semiconductor Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

ON Semiconductor Corporation had a return of -27.39% year-to-date (YTD) and -17.75% in the last 12 months. Over the past 10 years, ON Semiconductor Corporation had an annualized return of 20.48%, outperforming the S&P 500 benchmark which had an annualized return of 10.42%.


PeriodReturnBenchmark
Year-To-Date-27.39%5.05%
1 month-18.79%-4.27%
6 months-27.46%18.82%
1 year-17.75%21.22%
5 years (annualized)21.44%11.38%
10 years (annualized)20.48%10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-14.84%10.95%-6.80%
2023-5.60%-32.61%13.87%17.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ON is 30, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of ON is 3030
ON Semiconductor Corporation(ON)
The Sharpe Ratio Rank of ON is 3030Sharpe Ratio Rank
The Sortino Ratio Rank of ON is 3030Sortino Ratio Rank
The Omega Ratio Rank of ON is 3131Omega Ratio Rank
The Calmar Ratio Rank of ON is 2626Calmar Ratio Rank
The Martin Ratio Rank of ON is 3333Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for ON Semiconductor Corporation (ON) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ON
Sharpe ratio
The chart of Sharpe ratio for ON, currently valued at -0.40, compared to the broader market-2.00-1.000.001.002.003.00-0.40
Sortino ratio
The chart of Sortino ratio for ON, currently valued at -0.28, compared to the broader market-4.00-2.000.002.004.00-0.28
Omega ratio
The chart of Omega ratio for ON, currently valued at 0.96, compared to the broader market0.501.001.500.96
Calmar ratio
The chart of Calmar ratio for ON, currently valued at -0.42, compared to the broader market0.001.002.003.004.005.00-0.42
Martin ratio
The chart of Martin ratio for ON, currently valued at -0.80, compared to the broader market0.0010.0020.0030.00-0.80
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-2.00-1.000.001.002.003.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.001.002.003.004.005.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.007.21

Sharpe Ratio

The current ON Semiconductor Corporation Sharpe ratio is -0.40. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
-0.40
1.81
ON (ON Semiconductor Corporation)
Benchmark (^GSPC)

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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-43.89%
-4.64%
ON (ON Semiconductor Corporation)
Benchmark (^GSPC)

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 96.36%, occurring on Oct 4, 2002. Recovery took 3849 trading sessions.

The current ON Semiconductor Corporation drawdown is 43.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.36%May 2, 2000609Oct 4, 20023849Jan 19, 20184458
-68.47%Mar 13, 2018508Mar 18, 2020164Nov 9, 2020672
-43.89%Aug 2, 2023182Apr 22, 2024
-33.98%Jan 5, 2022123Jul 1, 202229Aug 12, 2022152
-24.69%Aug 26, 202235Oct 14, 202274Feb 1, 2023109

Volatility

Volatility Chart

The current ON Semiconductor Corporation volatility is 10.61%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
10.61%
3.30%
ON (ON Semiconductor Corporation)
Benchmark (^GSPC)

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

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Income Statement


Income Statement
Balance Sheet
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TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

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Extraordinary Items

0.00

Discontinued Operations

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Effect Of Accounting Charges

0.00

Non Recurring

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Minority Interest

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Other Items

0.00
Values in undefined except per share items