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AI vs. ON
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AI and ON is 0.43, 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

AI vs. ON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in C3.ai, Inc. (AI) and ON Semiconductor Corporation (ON). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
44.58%
-3.99%
AI
ON

Key characteristics

Sharpe Ratio

AI:

0.46

ON:

-0.49

Sortino Ratio

AI:

1.28

ON:

-0.47

Omega Ratio

AI:

1.15

ON:

0.95

Calmar Ratio

AI:

0.34

ON:

-0.51

Martin Ratio

AI:

1.10

ON:

-1.41

Ulcer Index

AI:

26.92%

ON:

15.93%

Daily Std Dev

AI:

64.84%

ON:

46.13%

Max Drawdown

AI:

-94.22%

ON:

-96.36%

Current Drawdown

AI:

-77.64%

ON:

-39.93%

Fundamentals

Market Cap

AI:

$5.53B

ON:

$28.84B

EPS

AI:

-$2.21

ON:

$4.03

Total Revenue (TTM)

AI:

$346.54M

ON:

$7.38B

Gross Profit (TTM)

AI:

$206.90M

ON:

$3.35B

EBITDA (TTM)

AI:

-$301.44M

ON:

$2.71B

Returns By Period

In the year-to-date period, AI achieves a 38.24% return, which is significantly higher than ON's -22.27% return.


AI

YTD

38.24%

1M

49.55%

6M

38.24%

1Y

22.96%

5Y*

N/A

10Y*

N/A

ON

YTD

-22.27%

1M

-2.33%

6M

-8.20%

1Y

-23.38%

5Y*

21.98%

10Y*

20.52%

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Risk-Adjusted Performance

AI vs. ON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for C3.ai, Inc. (AI) and ON Semiconductor Corporation (ON). 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 AI, currently valued at 0.46, compared to the broader market-4.00-2.000.002.000.46-0.49
The chart of Sortino ratio for AI, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.001.28-0.47
The chart of Omega ratio for AI, currently valued at 1.15, compared to the broader market0.501.001.502.001.150.95
The chart of Calmar ratio for AI, currently valued at 0.34, compared to the broader market0.002.004.006.000.34-0.51
The chart of Martin ratio for AI, currently valued at 1.10, compared to the broader market0.0010.0020.001.10-1.41
AI
ON

The current AI Sharpe Ratio is 0.46, which is higher than the ON Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of AI and ON, 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 Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.46
-0.49
AI
ON

Dividends

AI vs. ON - Dividend Comparison

Neither AI nor ON has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AI vs. ON - Drawdown Comparison

The maximum AI drawdown since its inception was -94.22%, roughly equal to the maximum ON drawdown of -96.36%. Use the drawdown chart below to compare losses from any high point for AI and ON. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-77.64%
-39.93%
AI
ON

Volatility

AI vs. ON - Volatility Comparison

C3.ai, Inc. (AI) has a higher volatility of 29.46% compared to ON Semiconductor Corporation (ON) at 12.54%. This indicates that AI's price experiences larger fluctuations and is considered to be riskier than ON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
29.46%
12.54%
AI
ON

Financials

AI vs. ON - Financials Comparison

This section allows you to compare key financial metrics between C3.ai, Inc. and ON Semiconductor Corporation. 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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