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

Correlation

The correlation between ASO and ONON is 0.46, 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.


-0.50.00.51.00.5

Performance

ASO vs. ONON - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
3.35%
31.23%
ASO
ONON

Key characteristics

Sharpe Ratio

ASO:

-0.21

ONON:

1.77

Sortino Ratio

ASO:

-0.06

ONON:

2.65

Omega Ratio

ASO:

0.99

ONON:

1.30

Calmar Ratio

ASO:

-0.19

ONON:

1.60

Martin Ratio

ASO:

-0.32

ONON:

10.23

Ulcer Index

ASO:

23.70%

ONON:

7.74%

Daily Std Dev

ASO:

35.70%

ONON:

44.67%

Max Drawdown

ASO:

-44.82%

ONON:

-68.90%

Current Drawdown

ASO:

-25.00%

ONON:

-8.03%

Fundamentals

Market Cap

ASO:

$3.89B

ONON:

$18.31B

EPS

ASO:

$6.05

ONON:

$0.44

PE Ratio

ASO:

9.26

ONON:

128.73

Total Revenue (TTM)

ASO:

$6.05B

ONON:

$2.15B

Gross Profit (TTM)

ASO:

$2.01B

ONON:

$1.30B

EBITDA (TTM)

ASO:

$723.30M

ONON:

$239.80M

Returns By Period

In the year-to-date period, ASO achieves a -14.59% return, which is significantly lower than ONON's 103.04% return.


ASO

YTD

-14.59%

1M

20.30%

6M

2.74%

1Y

-11.31%

5Y*

N/A

10Y*

N/A

ONON

YTD

103.04%

1M

6.35%

6M

29.67%

1Y

74.67%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

ASO vs. ONON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Academy Sports and Outdoors, Inc. (ASO) 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 ASO, currently valued at -0.21, compared to the broader market-4.00-2.000.002.00-0.211.77
The chart of Sortino ratio for ASO, currently valued at -0.06, compared to the broader market-4.00-2.000.002.004.00-0.062.65
The chart of Omega ratio for ASO, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.30
The chart of Calmar ratio for ASO, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.191.60
The chart of Martin ratio for ASO, currently valued at -0.32, compared to the broader market0.0010.0020.00-0.3210.23
ASO
ONON

The current ASO Sharpe Ratio is -0.21, which is lower than the ONON Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of ASO 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.21
1.77
ASO
ONON

Dividends

ASO vs. ONON - Dividend Comparison

ASO's dividend yield for the trailing twelve months is around 0.79%, while ONON has not paid dividends to shareholders.


TTM20232022
ASO
Academy Sports and Outdoors, Inc.
0.79%0.55%0.57%
ONON
On Holding AG
0.00%0.00%0.00%

Drawdowns

ASO vs. ONON - Drawdown Comparison

The maximum ASO drawdown since its inception was -44.82%, smaller than the maximum ONON drawdown of -68.90%. Use the drawdown chart below to compare losses from any high point for ASO and ONON. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.00%
-8.03%
ASO
ONON

Volatility

ASO vs. ONON - Volatility Comparison

The current volatility for Academy Sports and Outdoors, Inc. (ASO) is 10.14%, while On Holding AG (ONON) has a volatility of 11.52%. This indicates that ASO 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.


8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
10.14%
11.52%
ASO
ONON

Financials

ASO vs. ONON - Financials Comparison

This section allows you to compare key financial metrics between Academy Sports and Outdoors, Inc. 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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