PortfoliosLab logoPortfoliosLab logo
HAE vs. ON
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HAE vs. ON - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, HAE achieves a -4.94% return, which is significantly lower than ON's 77.21% return. Over the past 10 years, HAE has underperformed ON with an annualized return of 9.57%, while ON has yielded a comparatively higher 26.27% annualized return.


HAE

1D
1.59%
1M
-2.57%
6M
-7.12%
YTD
-4.94%
1Y
0.89%
3Y*
-3.71%
5Y*
3.72%
10Y*
9.57%

ON

1D
-1.95%
1M
-17.84%
6M
54.38%
YTD
77.21%
1Y
60.66%
3Y*
-0.24%
5Y*
20.51%
10Y*
26.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HAE vs. ON - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HAE
Haemonetics Corporation
-4.94%2.65%-8.69%8.72%48.28%-55.33%3.35%14.84%72.26%44.48%
ON
ON Semiconductor Corporation
77.21%-14.12%-24.52%33.93%-8.17%107.52%34.25%47.67%-21.16%64.11%

Correlation

The correlation between HAE and ON is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since May 2, 2000

0.28

The correlation between HAE and ON shifts across timeframes, from 0.08 (1 year) to 0.32 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

HAE:

$3.46B

ON:

$37.35B

EPS

HAE:

$2.07

ON:

$1.43

PE Ratio

HAE:

36.77

ON:

67.15

PS Ratio

HAE:

2.68

ON:

6.35

PB Ratio

HAE:

3.94

ON:

5.18

Total Revenue (TTM)

HAE:

$1.33B

ON:

$6.06B

Gross Profit (TTM)

HAE:

$787.59M

ON:

$2.26B

EBITDA (TTM)

HAE:

$252.91M

ON:

$1.21B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

HAE vs. ON — Risk / Return Rank

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

HAE
HAE Risk / Return Rank: 4343
Overall Rank
HAE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
HAE Sortino Ratio Rank: 4242
Sortino Ratio Rank
HAE Omega Ratio Rank: 4545
Omega Ratio Rank
HAE Calmar Ratio Rank: 4343
Calmar Ratio Rank
HAE Martin Ratio Rank: 4343
Martin Ratio Rank

ON
ON Risk / Return Rank: 7474
Overall Rank
ON Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ON Sortino Ratio Rank: 7171
Sortino Ratio Rank
ON Omega Ratio Rank: 7474
Omega Ratio Rank
ON Calmar Ratio Rank: 7777
Calmar Ratio Rank
ON Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HAE vs. ON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Haemonetics Corporation (HAE) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HAEONDifference
Sharpe ratioReturn per unit of total volatility

-1.04

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.05

1.22

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.06

1.82

-1.88

Martin ratioReturn relative to average drawdown

-0.10

3.99

-4.09

HAE vs. ON - Sharpe Ratio Comparison

The current HAE Sharpe Ratio is -0.05, which is lower than the ON Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of HAE and ON, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

HAE vs. ON - Drawdown Comparison

The maximum HAE drawdown since its inception was -68.62%, smaller than the maximum ON drawdown of -96.34%. Use the drawdown chart below to compare losses from any high point for HAE and ON.


Loading charts...

Drawdown Indicators


HAEONDifference

Max Drawdown

Largest peak-to-trough decline

-68.62%

-96.34%

+27.72%

Max Drawdown (1Y)

Largest decline over 1 year

-40.06%

-33.87%

-6.19%

Max Drawdown (3Y)

Largest decline over 3 years

-51.04%

-70.44%

+19.40%

Max Drawdown (5Y)

Largest decline over 5 years

-51.04%

-70.44%

+19.40%

Max Drawdown (10Y)

Largest decline over 10 years

-68.62%

-70.44%

+1.82%

Current Drawdown

Current decline from peak

-45.38%

-28.35%

-17.03%

Average Drawdown

Average peak-to-trough decline

-23.91%

-53.83%

+29.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.93%

15.38%

+10.55%

Volatility

HAE vs. ON - Volatility Comparison

The current volatility for Haemonetics Corporation (HAE) is 9.65%, while ON Semiconductor Corporation (ON) has a volatility of 36.54%. This indicates that HAE 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.


Loading charts...

Volatility by Period


HAEONDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.65%

36.54%

-26.89%

Volatility (6M)

Calculated over the trailing 6-month period

28.05%

52.76%

-24.71%

Volatility (1Y)

Calculated over the trailing 1-year period

53.89%

62.22%

-8.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.99%

55.19%

-15.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.99%

51.90%

-11.91%

Dividends

HAE vs. ON - Dividend Comparison

Neither HAE nor ON has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

HAE vs. ON - Financials Comparison

This section allows you to compare key financial metrics between Haemonetics Corporation 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


500.00M1.00B1.50B2.00BOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026April
346.35M
1.51B
(HAE) Total Revenue
(ON) Total Revenue
Values in USD except per share items

HAE vs. ON - Profitability Comparison

The chart below illustrates the profitability comparison between Haemonetics Corporation 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

20.0%30.0%40.0%50.0%60.0%October2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026April
60.5%
38.5%
Portfolio components
HAE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Haemonetics Corporation reported a gross profit of 209.58M and revenue of 346.35M. Therefore, the gross margin over that period was 60.5%.

ON - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, ON Semiconductor Corporation reported a gross profit of 583.10M and revenue of 1.51B. Therefore, the gross margin over that period was 38.5%.

HAE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Haemonetics Corporation reported an operating income of -25.19M and revenue of 346.35M, resulting in an operating margin of -7.3%.

ON - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, ON Semiconductor Corporation reported an operating income of -53.40M and revenue of 1.51B, resulting in an operating margin of -3.5%.

HAE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Haemonetics Corporation reported a net income of -20.15M and revenue of 346.35M, resulting in a net margin of -5.8%.

ON - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, ON Semiconductor Corporation reported a net income of -33.40M and revenue of 1.51B, resulting in a net margin of -2.2%.


Frequently Asked Questions


HAE and ON have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ON has higher volatility (36.54%) compared to HAE (9.65%). In terms of maximum drawdown, HAE dropped -68.62% vs ON's -96.34%.

ON currently has the higher Sharpe Ratio (0.99 vs -0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for HAE and ON

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer