ASML vs. ON
Compare and contrast key facts about ASML Holding N.V. (ASML) and ON Semiconductor Corporation (ON).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASML or ON.
Performance
ASML vs. ON - Performance Comparison
Returns By Period
In the year-to-date period, ASML achieves a -10.39% return, which is significantly higher than ON's -16.65% return. Over the past 10 years, ASML has underperformed ON with an annualized return of 21.87%, while ON has yielded a comparatively higher 22.99% annualized return.
ASML
-10.39%
-4.82%
-29.34%
-0.95%
21.50%
21.87%
ON
-16.65%
2.43%
-4.05%
1.55%
27.37%
22.99%
Fundamentals
ASML | ON | |
---|---|---|
Market Cap | $264.29B | $28.38B |
EPS | $18.55 | $4.03 |
PE Ratio | 36.24 | 16.54 |
PEG Ratio | 1.71 | 1.83 |
Total Revenue (TTM) | $26.24B | $7.38B |
Gross Profit (TTM) | $13.42B | $3.35B |
EBITDA (TTM) | $8.87B | $2.71B |
Key characteristics
ASML | ON | |
---|---|---|
Sharpe Ratio | -0.02 | 0.03 |
Sortino Ratio | 0.28 | 0.39 |
Omega Ratio | 1.04 | 1.04 |
Calmar Ratio | -0.02 | 0.04 |
Martin Ratio | -0.05 | 0.10 |
Ulcer Index | 17.85% | 15.69% |
Daily Std Dev | 44.95% | 45.97% |
Max Drawdown | -90.00% | -96.36% |
Current Drawdown | -38.51% | -35.59% |
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Correlation
The correlation between ASML and ON is 0.52, 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.
Risk-Adjusted Performance
ASML vs. ON - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) 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.
Dividends
ASML vs. ON - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 1.00%, while ON has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML Holding N.V. | 1.00% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% | 0.75% |
ON Semiconductor Corporation | 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
ASML vs. ON - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, smaller than the maximum ON drawdown of -96.36%. Use the drawdown chart below to compare losses from any high point for ASML and ON. For additional features, visit the drawdowns tool.
Volatility
ASML vs. ON - Volatility Comparison
The current volatility for ASML Holding N.V. (ASML) is 8.95%, while ON Semiconductor Corporation (ON) has a volatility of 9.92%. This indicates that ASML experiences smaller price fluctuations and is considered to be less risky than ON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ASML vs. ON - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding N.V. 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.
Total Revenue: Total amount of money received from sales and other business activities