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

Correlation

The correlation between DLB and ON is 0.54, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

DLB vs. ON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dolby Laboratories, Inc. (DLB) 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%1,200.00%1,400.00%December2025FebruaryMarchAprilMay
294.86%
773.13%
DLB
ON

Key characteristics

Sharpe Ratio

DLB:

-0.07

ON:

-0.71

Sortino Ratio

DLB:

0.11

ON:

-0.89

Omega Ratio

DLB:

1.01

ON:

0.89

Calmar Ratio

DLB:

-0.06

ON:

-0.57

Martin Ratio

DLB:

-0.22

ON:

-1.59

Ulcer Index

DLB:

9.42%

ON:

25.39%

Daily Std Dev

DLB:

28.90%

ON:

56.87%

Max Drawdown

DLB:

-62.19%

ON:

-96.36%

Current Drawdown

DLB:

-23.66%

ON:

-61.23%

Fundamentals

Market Cap

DLB:

$7.19B

ON:

$17.69B

EPS

DLB:

$2.64

ON:

$3.63

PE Ratio

DLB:

28.36

ON:

11.55

PEG Ratio

DLB:

2.08

ON:

1.44

PS Ratio

DLB:

5.58

ON:

2.36

PB Ratio

DLB:

2.95

ON:

1.90

Total Revenue (TTM)

DLB:

$1.32B

ON:

$5.22B

Gross Profit (TTM)

DLB:

$1.17B

ON:

$2.35B

EBITDA (TTM)

DLB:

$121.80M

ON:

$1.88B

Returns By Period

In the year-to-date period, DLB achieves a -3.76% return, which is significantly higher than ON's -33.53% return. Over the past 10 years, DLB has underperformed ON with an annualized return of 7.88%, while ON has yielded a comparatively higher 13.28% annualized return.


DLB

YTD

-3.76%

1M

3.28%

6M

2.48%

1Y

-7.33%

5Y*

7.75%

10Y*

7.88%

ON

YTD

-33.53%

1M

24.36%

6M

-40.96%

1Y

-40.44%

5Y*

22.67%

10Y*

13.28%

*Annualized

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Risk-Adjusted Performance

DLB vs. ON — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DLB
The Risk-Adjusted Performance Rank of DLB is 4343
Overall Rank
The Sharpe Ratio Rank of DLB is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of DLB is 3939
Sortino Ratio Rank
The Omega Ratio Rank of DLB is 3838
Omega Ratio Rank
The Calmar Ratio Rank of DLB is 4646
Calmar Ratio Rank
The Martin Ratio Rank of DLB is 4646
Martin Ratio Rank

ON
The Risk-Adjusted Performance Rank of ON is 1313
Overall Rank
The Sharpe Ratio Rank of ON is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of ON is 1414
Sortino Ratio Rank
The Omega Ratio Rank of ON is 1616
Omega Ratio Rank
The Calmar Ratio Rank of ON is 1515
Calmar Ratio Rank
The Martin Ratio Rank of ON is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DLB vs. ON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dolby Laboratories, Inc. (DLB) 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.


The chart of Sharpe ratio for DLB, currently valued at -0.07, compared to the broader market-2.00-1.000.001.002.003.00
DLB: -0.07
ON: -0.71
The chart of Sortino ratio for DLB, currently valued at 0.11, compared to the broader market-6.00-4.00-2.000.002.004.00
DLB: 0.11
ON: -0.89
The chart of Omega ratio for DLB, currently valued at 1.01, compared to the broader market0.501.001.502.00
DLB: 1.01
ON: 0.89
The chart of Calmar ratio for DLB, currently valued at -0.06, compared to the broader market0.001.002.003.004.005.00
DLB: -0.06
ON: -0.57
The chart of Martin ratio for DLB, currently valued at -0.22, compared to the broader market-10.000.0010.0020.00
DLB: -0.22
ON: -1.59

The current DLB Sharpe Ratio is -0.07, which is higher than the ON Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of DLB 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-1.00-0.500.00December2025FebruaryMarchAprilMay
-0.07
-0.71
DLB
ON

Dividends

DLB vs. ON - Dividend Comparison

DLB's dividend yield for the trailing twelve months is around 1.68%, while ON has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
DLB
Dolby Laboratories, Inc.
1.68%1.57%1.29%1.45%0.96%0.91%1.15%1.08%0.94%1.11%1.25%0.23%
ON
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

DLB vs. ON - Drawdown Comparison

The maximum DLB drawdown since its inception was -62.19%, smaller than the maximum ON drawdown of -96.36%. Use the drawdown chart below to compare losses from any high point for DLB and ON. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%December2025FebruaryMarchAprilMay
-23.66%
-61.23%
DLB
ON

Volatility

DLB vs. ON - Volatility Comparison

The current volatility for Dolby Laboratories, Inc. (DLB) is 13.14%, while ON Semiconductor Corporation (ON) has a volatility of 32.99%. This indicates that DLB 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%December2025FebruaryMarchAprilMay
13.14%
32.99%
DLB
ON

Financials

DLB vs. ON - Financials Comparison

This section allows you to compare key financial metrics between Dolby Laboratories, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


500.00M1.00B1.50B2.00B20212022202320242025
369.56M
1.72B
(DLB) Total Revenue
(ON) Total Revenue
Values in USD except per share items

DLB vs. ON - Profitability Comparison

The chart below illustrates the profitability comparison between Dolby Laboratories, Inc. and ON Semiconductor Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%20212022202320242025
90.3%
45.2%
(DLB) Gross Margin
(ON) Gross Margin
DLB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Dolby Laboratories, Inc. reported a gross profit of 333.72M and revenue of 369.56M. Therefore, the gross margin over that period was 90.3%.
ON - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, ON Semiconductor Corporation reported a gross profit of 779.10M and revenue of 1.72B. Therefore, the gross margin over that period was 45.2%.
DLB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Dolby Laboratories, Inc. reported an operating income of 111.97M and revenue of 369.56M, resulting in an operating margin of 30.3%.
ON - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, ON Semiconductor Corporation reported an operating income of 408.60M and revenue of 1.72B, resulting in an operating margin of 23.7%.
DLB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Dolby Laboratories, Inc. reported a net income of 91.79M and revenue of 369.56M, resulting in a net margin of 24.8%.
ON - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, ON Semiconductor Corporation reported a net income of 379.90M and revenue of 1.72B, resulting in a net margin of 22.1%.