CRUS vs. ON
Compare and contrast key facts about Cirrus Logic, Inc. (CRUS) and ON Semiconductor Corporation (ON).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CRUS or ON.
Key characteristics
| CRUS | ON | |
|---|---|---|
| YTD Return | 21.01% | -22.47% |
| 1Y Return | 32.77% | -6.77% |
| 3Y Return (Ann) | 7.91% | 1.40% |
| 5Y Return (Ann) | 6.73% | 24.38% |
| 10Y Return (Ann) | 18.63% | 22.54% |
| Sharpe Ratio | 0.84 | -0.19 |
| Sortino Ratio | 1.45 | 0.04 |
| Omega Ratio | 1.18 | 1.00 |
| Calmar Ratio | 1.05 | -0.20 |
| Martin Ratio | 3.31 | -0.58 |
| Ulcer Index | 9.85% | 15.40% |
| Daily Std Dev | 38.63% | 46.02% |
| Max Drawdown | -97.48% | -96.36% |
| Current Drawdown | -30.90% | -40.09% |
Fundamentals
| CRUS | ON | |
|---|---|---|
| Market Cap | $5.56B | $29.98B |
| EPS | $5.88 | $4.03 |
| PE Ratio | 17.80 | 17.47 |
| PEG Ratio | 8.09 | 1.92 |
| Total Revenue (TTM) | $1.91B | $7.38B |
| Gross Profit (TTM) | $983.58M | $3.35B |
| EBITDA (TTM) | $440.10M | $2.74B |
Correlation
The correlation between CRUS and ON is 0.47, 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
CRUS vs. ON - Performance Comparison
In the year-to-date period, CRUS achieves a 21.01% return, which is significantly higher than ON's -22.47% return. Over the past 10 years, CRUS has underperformed ON with an annualized return of 18.63%, while ON has yielded a comparatively higher 22.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
CRUS vs. ON - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cirrus Logic, Inc. (CRUS) 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
CRUS vs. ON - Dividend Comparison
Neither CRUS nor ON has paid dividends to shareholders.
Drawdowns
CRUS vs. ON - Drawdown Comparison
The maximum CRUS drawdown since its inception was -97.48%, roughly equal to the maximum ON drawdown of -96.36%. Use the drawdown chart below to compare losses from any high point for CRUS and ON. For additional features, visit the drawdowns tool.
Volatility
CRUS vs. ON - Volatility Comparison
Cirrus Logic, Inc. (CRUS) has a higher volatility of 11.89% compared to ON Semiconductor Corporation (ON) at 10.13%. This indicates that CRUS'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.
Financials
CRUS vs. ON - Financials Comparison
This section allows you to compare key financial metrics between Cirrus Logic, 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.
Total Revenue: Total amount of money received from sales and other business activities