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ADDYY vs. ONON
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ADDYY vs. ONON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adidas AG ADR (ADDYY) and On Holding AG (ONON). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ADDYY achieves a -3.31% return, which is significantly higher than ONON's -19.28% return.


ADDYY

1D
-3.17%
1M
15.59%
YTD
-3.31%
6M
2.49%
1Y
-22.26%
3Y*
4.08%
5Y*
-11.37%
10Y*
4.47%

ONON

1D
-2.09%
1M
9.42%
YTD
-19.28%
6M
-20.29%
1Y
-35.90%
3Y*
10.29%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADDYY vs. ONON - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ADDYY
Adidas AG ADR
-3.31%-18.11%20.16%50.70%-52.02%-14.67%
ONON
On Holding AG
-19.28%-15.14%103.08%57.17%-54.62%8.03%

Correlation

The correlation between ADDYY and ONON is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2021

0.40

The correlation between ADDYY and ONON shifts across timeframes, from 0.33 (3 years) to 0.46 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ADDYY:

$33.53B

ONON:

$12.59B

EPS

ADDYY:

$3.92

ONON:

$0.75

PE Ratio

ADDYY:

23.93

ONON:

49.94

PEG Ratio

ADDYY:

0.22

ONON:

0.73

PS Ratio

ADDYY:

1.32

ONON:

4.02

PB Ratio

ADDYY:

5.59

ONON:

7.13

Total Revenue (TTM)

ADDYY:

$25.30B

ONON:

$3.13B

Gross Profit (TTM)

ADDYY:

$13.00B

ONON:

$2.00B

EBITDA (TTM)

ADDYY:

$3.01B

ONON:

$422.52M

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Return for Risk

ADDYY vs. ONON — Risk / Return Rank

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

ADDYY
ADDYY Risk / Return Rank: 1717
Overall Rank
ADDYY Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
ADDYY Sortino Ratio Rank: 1515
Sortino Ratio Rank
ADDYY Omega Ratio Rank: 1515
Omega Ratio Rank
ADDYY Calmar Ratio Rank: 2020
Calmar Ratio Rank
ADDYY Martin Ratio Rank: 2222
Martin Ratio Rank

ONON
ONON Risk / Return Rank: 1010
Overall Rank
ONON Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ONON Sortino Ratio Rank: 1010
Sortino Ratio Rank
ONON Omega Ratio Rank: 1111
Omega Ratio Rank
ONON Calmar Ratio Rank: 1010
Calmar Ratio Rank
ONON Martin Ratio Rank: 88
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.

ADDYY vs. ONON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adidas AG ADR (ADDYY) and On Holding AG (ONON). 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.


ADDYYONONDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

0.90

0.87

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.57

-0.80

+0.23

Martin ratioReturn relative to average drawdown

-0.93

-1.37

+0.44

ADDYY vs. ONON - Sharpe Ratio Comparison

The current ADDYY Sharpe Ratio is -0.66, which is comparable to the ONON Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of ADDYY and ONON, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ADDYYONONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.66

-0.80

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.03

+0.02

Drawdowns

ADDYY vs. ONON - Drawdown Comparison

The maximum ADDYY drawdown since its inception was -91.70%, which is greater than ONON's maximum drawdown of -68.90%. Use the drawdown chart below to compare losses from any high point for ADDYY and ONON.


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Drawdown Indicators


ADDYYONONDifference

Max Drawdown

Largest peak-to-trough decline

-91.70%

-68.90%

-22.80%

Max Drawdown (1Y)

Largest decline over 1 year

-39.33%

-45.06%

+5.73%

Max Drawdown (3Y)

Largest decline over 3 years

-44.16%

-49.89%

+5.73%

Max Drawdown (5Y)

Largest decline over 5 years

-76.64%

Max Drawdown (10Y)

Largest decline over 10 years

-76.64%

Current Drawdown

Current decline from peak

-50.13%

-41.02%

-9.11%

Average Drawdown

Average peak-to-trough decline

-52.58%

-36.01%

-16.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.02%

26.81%

-2.79%

Volatility

ADDYY vs. ONON - Volatility Comparison

The current volatility for Adidas AG ADR (ADDYY) is 9.76%, while On Holding AG (ONON) has a volatility of 11.63%. This indicates that ADDYY experiences smaller price fluctuations and is considered to be less risky than ONON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADDYYONONDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.76%

11.63%

-1.87%

Volatility (6M)

Calculated over the trailing 6-month period

23.66%

31.55%

-7.89%

Volatility (1Y)

Calculated over the trailing 1-year period

34.03%

45.02%

-10.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.62%

57.29%

-19.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.14%

57.29%

-23.15%

Dividends

ADDYY vs. ONON - Dividend Comparison

ADDYY's dividend yield for the trailing twelve months is around 1.73%, while ONON has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ADDYY
Adidas AG ADR
1.73%1.09%0.31%0.38%2.69%0.88%0.00%0.82%1.12%0.80%4.16%1.24%
ONON
On Holding AG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

ADDYY vs. ONON - Financials Comparison

This section allows you to compare key financial metrics between Adidas AG ADR and On Holding AG. 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


0.001.00B2.00B3.00B4.00B5.00B6.00B7.00B20222023202420252026
6.70B
850.46M
(ADDYY) Total Revenue
(ONON) Total Revenue
Values in USD except per share items

ADDYY vs. ONON - Profitability Comparison

The chart below illustrates the profitability comparison between Adidas AG ADR and On Holding AG over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%55.0%60.0%65.0%20222023202420252026
51.1%
64.2%
Portfolio components
ADDYY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Adidas AG ADR reported a gross profit of 3.42B and revenue of 6.70B. Therefore, the gross margin over that period was 51.1%.

ONON - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, On Holding AG reported a gross profit of 546.22M and revenue of 850.46M. Therefore, the gross margin over that period was 64.2%.

ADDYY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Adidas AG ADR reported an operating income of 698.30M and revenue of 6.70B, resulting in an operating margin of 10.4%.

ONON - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, On Holding AG reported an operating income of 120.02M and revenue of 850.46M, resulting in an operating margin of 14.1%.

ADDYY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Adidas AG ADR reported a net income of 489.93M and revenue of 6.70B, resulting in a net margin of 7.3%.

ONON - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, On Holding AG reported a net income of 105.60M and revenue of 850.46M, resulting in a net margin of 12.4%.


Frequently Asked Questions


ADDYY and ONON have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ONON has higher volatility (11.63%) compared to ADDYY (9.76%). In terms of maximum drawdown, ADDYY dropped -91.70% vs ONON's -68.90%.

ADDYY currently has the higher Sharpe Ratio (-0.66 vs -0.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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