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

Performance

DIOD vs. ON - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%JuneJulyAugustSeptemberOctoberNovember
629.00%
195.20%
DIOD
ON

Returns By Period

In the year-to-date period, DIOD achieves a -34.17% return, which is significantly lower than ON's -22.47% return. Over the past 10 years, DIOD has underperformed ON with an annualized return of 7.36%, while ON has yielded a comparatively higher 22.54% annualized return.


DIOD

YTD

-34.17%

1M

-17.15%

6M

-27.65%

1Y

-22.92%

5Y (annualized)

3.15%

10Y (annualized)

7.36%

ON

YTD

-22.47%

1M

-6.19%

6M

-11.49%

1Y

-6.77%

5Y (annualized)

24.38%

10Y (annualized)

22.54%

Fundamentals


DIODON
Market Cap$2.72B$29.98B
EPS$1.32$4.03
PE Ratio44.5217.47
PEG Ratio0.881.92
Total Revenue (TTM)$1.29B$7.38B
Gross Profit (TTM)$429.79M$3.35B
EBITDA (TTM)$149.21M$2.74B

Key characteristics


DIODON
Sharpe Ratio-0.58-0.19
Sortino Ratio-0.620.04
Omega Ratio0.931.00
Calmar Ratio-0.47-0.20
Martin Ratio-1.37-0.58
Ulcer Index17.98%15.40%
Daily Std Dev42.42%46.02%
Max Drawdown-90.09%-96.36%
Current Drawdown-52.85%-40.09%

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Correlation

-0.50.00.51.00.5

The correlation between DIOD 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

DIOD vs. ON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Diodes Incorporated (DIOD) 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 DIOD, currently valued at -0.58, compared to the broader market-4.00-2.000.002.00-0.58-0.19
The chart of Sortino ratio for DIOD, currently valued at -0.62, compared to the broader market-4.00-2.000.002.004.00-0.620.04
The chart of Omega ratio for DIOD, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.00
The chart of Calmar ratio for DIOD, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.47-0.20
The chart of Martin ratio for DIOD, currently valued at -1.37, compared to the broader market0.0010.0020.0030.00-1.37-0.58
DIOD
ON

The current DIOD Sharpe Ratio is -0.58, which is lower than the ON Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of DIOD 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-0.80-0.60-0.40-0.200.000.20JuneJulyAugustSeptemberOctoberNovember
-0.58
-0.19
DIOD
ON

Dividends

DIOD vs. ON - Dividend Comparison

Neither DIOD nor ON has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DIOD vs. ON - Drawdown Comparison

The maximum DIOD drawdown since its inception was -90.09%, smaller than the maximum ON drawdown of -96.36%. Use the drawdown chart below to compare losses from any high point for DIOD and ON. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-52.85%
-40.09%
DIOD
ON

Volatility

DIOD vs. ON - Volatility Comparison

Diodes Incorporated (DIOD) has a higher volatility of 13.40% compared to ON Semiconductor Corporation (ON) at 10.13%. This indicates that DIOD'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%JuneJulyAugustSeptemberOctoberNovember
13.40%
10.13%
DIOD
ON

Financials

DIOD vs. ON - Financials Comparison

This section allows you to compare key financial metrics between Diodes Incorporated 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