DIOD vs. ON
Compare and contrast key facts about Diodes Incorporated (DIOD) and ON Semiconductor Corporation (ON).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIOD or ON.
Performance
DIOD vs. ON - Performance Comparison
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
-34.17%
-17.15%
-27.65%
-22.92%
3.15%
7.36%
ON
-22.47%
-6.19%
-11.49%
-6.77%
24.38%
22.54%
Fundamentals
DIOD | ON | |
---|---|---|
Market Cap | $2.72B | $29.98B |
EPS | $1.32 | $4.03 |
PE Ratio | 44.52 | 17.47 |
PEG Ratio | 0.88 | 1.92 |
Total Revenue (TTM) | $1.29B | $7.38B |
Gross Profit (TTM) | $429.79M | $3.35B |
EBITDA (TTM) | $149.21M | $2.74B |
Key characteristics
DIOD | ON | |
---|---|---|
Sharpe Ratio | -0.58 | -0.19 |
Sortino Ratio | -0.62 | 0.04 |
Omega Ratio | 0.93 | 1.00 |
Calmar Ratio | -0.47 | -0.20 |
Martin Ratio | -1.37 | -0.58 |
Ulcer Index | 17.98% | 15.40% |
Daily Std Dev | 42.42% | 46.02% |
Max Drawdown | -90.09% | -96.36% |
Current Drawdown | -52.85% | -40.09% |
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Correlation
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.
Dividends
DIOD vs. ON - Dividend Comparison
Neither DIOD nor ON has paid dividends to shareholders.
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities