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

Correlation

The correlation between ADDYY and ONON is 0.41, 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.


-0.50.00.51.00.4

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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
12.31%
24.68%
ADDYY
ONON

Key characteristics

Sharpe Ratio

ADDYY:

1.50

ONON:

1.68

Sortino Ratio

ADDYY:

2.17

ONON:

2.55

Omega Ratio

ADDYY:

1.26

ONON:

1.29

Calmar Ratio

ADDYY:

0.83

ONON:

1.80

Martin Ratio

ADDYY:

6.70

ONON:

10.53

Ulcer Index

ADDYY:

6.36%

ONON:

6.99%

Daily Std Dev

ADDYY:

28.46%

ONON:

43.49%

Max Drawdown

ADDYY:

-76.64%

ONON:

-68.90%

Current Drawdown

ADDYY:

-30.88%

ONON:

-18.22%

Fundamentals

Market Cap

ADDYY:

$42.72B

ONON:

$16.93B

EPS

ADDYY:

$1.14

ONON:

$0.43

PE Ratio

ADDYY:

101.71

ONON:

121.00

Total Revenue (TTM)

ADDYY:

$17.72B

ONON:

$1.73B

Gross Profit (TTM)

ADDYY:

$9.06B

ONON:

$1.04B

Returns By Period

In the year-to-date period, ADDYY achieves a 9.76% return, which is significantly higher than ONON's -5.00% return.


ADDYY

YTD

9.76%

1M

7.75%

6M

12.32%

1Y

41.45%

5Y*

-2.19%

10Y*

15.00%

ONON

YTD

-5.00%

1M

-10.26%

6M

22.57%

1Y

63.93%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ADDYY vs. ONON — Risk-Adjusted Performance Rank

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

ADDYY
The Risk-Adjusted Performance Rank of ADDYY is 8181
Overall Rank
The Sharpe Ratio Rank of ADDYY is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of ADDYY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ADDYY is 7777
Omega Ratio Rank
The Calmar Ratio Rank of ADDYY is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ADDYY is 8585
Martin Ratio Rank

ONON
The Risk-Adjusted Performance Rank of ONON is 8787
Overall Rank
The Sharpe Ratio Rank of ONON is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of ONON is 8686
Sortino Ratio Rank
The Omega Ratio Rank of ONON is 8181
Omega Ratio Rank
The Calmar Ratio Rank of ONON is 8888
Calmar Ratio Rank
The Martin Ratio Rank of ONON is 9191
Martin 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.

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.


Sharpe ratio
The chart of Sharpe ratio for ADDYY, currently valued at 1.50, compared to the broader market-2.000.002.004.001.501.44
The chart of Sortino ratio for ADDYY, currently valued at 2.17, compared to the broader market-6.00-4.00-2.000.002.004.006.002.172.28
The chart of Omega ratio for ADDYY, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.26
The chart of Calmar ratio for ADDYY, currently valued at 0.97, compared to the broader market0.002.004.006.000.971.53
The chart of Martin ratio for ADDYY, currently valued at 6.70, compared to the broader market-10.000.0010.0020.0030.006.708.82
ADDYY
ONON

The current ADDYY Sharpe Ratio is 1.50, which is comparable to the ONON Sharpe Ratio of 1.68. 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 Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.50
1.44
ADDYY
ONON

Dividends

ADDYY vs. ONON - Dividend Comparison

ADDYY's dividend yield for the trailing twelve months is around 0.28%, while ONON has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ADDYY
Adidas AG ADR
0.28%0.31%0.38%2.69%1.23%0.00%1.16%1.55%1.08%5.71%1.64%3.02%
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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-20.30%
-18.22%
ADDYY
ONON

Volatility

ADDYY vs. ONON - Volatility Comparison

The current volatility for Adidas AG ADR (ADDYY) is 9.58%, while On Holding AG (ONON) has a volatility of 12.48%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
9.58%
12.48%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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