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ADDYY vs. ONON
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ADDYYONON
YTD Return26.38%85.39%
1Y Return44.27%110.26%
3Y Return (Ann)-4.25%17.91%
Sharpe Ratio1.402.23
Sortino Ratio2.013.04
Omega Ratio1.261.35
Calmar Ratio0.781.90
Martin Ratio6.5313.45
Ulcer Index6.54%7.64%
Daily Std Dev30.46%46.13%
Max Drawdown-76.64%-68.90%
Current Drawdown-33.77%-3.38%

Fundamentals


ADDYYONON
Market Cap$45.73B$15.99B
EPS$0.60$0.55
PE Ratio213.4590.82
Total Revenue (TTM)$16.09B$1.51B
Gross Profit (TTM)$7.90B$907.59M

Correlation

-0.50.00.51.00.4

The correlation between ADDYY and ONON is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

ADDYY vs. ONON - Performance Comparison

In the year-to-date period, ADDYY achieves a 26.38% return, which is significantly lower than ONON's 85.39% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%MayJuneJulyAugustSeptemberOctober
-22.02%
42.86%
ADDYY
ONON

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Risk-Adjusted Performance

ADDYY vs. ONON - Risk-Adjusted Performance 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.


ADDYY
Sharpe ratio
The chart of Sharpe ratio for ADDYY, currently valued at 1.40, compared to the broader market-4.00-2.000.002.001.40
Sortino ratio
The chart of Sortino ratio for ADDYY, currently valued at 2.01, compared to the broader market-4.00-2.000.002.004.002.01
Omega ratio
The chart of Omega ratio for ADDYY, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for ADDYY, currently valued at 0.89, compared to the broader market0.002.004.006.000.89
Martin ratio
The chart of Martin ratio for ADDYY, currently valued at 6.53, compared to the broader market-10.000.0010.0020.0030.006.53
ONON
Sharpe ratio
The chart of Sharpe ratio for ONON, currently valued at 2.23, compared to the broader market-4.00-2.000.002.002.23
Sortino ratio
The chart of Sortino ratio for ONON, currently valued at 3.04, compared to the broader market-4.00-2.000.002.004.003.04
Omega ratio
The chart of Omega ratio for ONON, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for ONON, currently valued at 1.90, compared to the broader market0.002.004.006.001.90
Martin ratio
The chart of Martin ratio for ONON, currently valued at 13.45, compared to the broader market-10.000.0010.0020.0030.0013.45

ADDYY vs. ONON - Sharpe Ratio Comparison

The current ADDYY Sharpe Ratio is 1.40, which is lower than the ONON Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of ADDYY and ONON, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00MayJuneJulyAugustSeptemberOctober
1.40
2.23
ADDYY
ONON

Dividends

ADDYY vs. ONON - Dividend Comparison

ADDYY's dividend yield for the trailing twelve months is around 0.30%, while ONON has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ADDYY
Adidas AG ADR
0.30%0.38%2.69%1.23%0.00%1.16%1.55%1.08%5.71%1.64%3.02%1.36%
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%

Drawdowns

ADDYY vs. ONON - Drawdown Comparison

The maximum ADDYY drawdown since its inception was -76.64%, 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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-23.64%
-3.38%
ADDYY
ONON

Volatility

ADDYY vs. ONON - Volatility Comparison

The current volatility for Adidas AG ADR (ADDYY) is 7.61%, while On Holding AG (ONON) has a volatility of 9.10%. 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.


5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
7.61%
9.10%
ADDYY
ONON

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



Values in USD except per share items