PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
INDI vs. ON
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between INDI and ON is 0.60, 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.


-0.50.00.51.00.6

Performance

INDI vs. ON - Performance Comparison

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

-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-33.29%
-3.99%
INDI
ON

Key characteristics

Sharpe Ratio

INDI:

-0.54

ON:

-0.49

Sortino Ratio

INDI:

-0.57

ON:

-0.47

Omega Ratio

INDI:

0.93

ON:

0.95

Calmar Ratio

INDI:

-0.64

ON:

-0.51

Martin Ratio

INDI:

-1.35

ON:

-1.41

Ulcer Index

INDI:

37.91%

ON:

15.93%

Daily Std Dev

INDI:

94.51%

ON:

46.13%

Max Drawdown

INDI:

-79.94%

ON:

-96.36%

Current Drawdown

INDI:

-74.01%

ON:

-39.93%

Fundamentals

Market Cap

INDI:

$799.63M

ON:

$28.84B

EPS

INDI:

-$0.66

ON:

$4.03

Total Revenue (TTM)

INDI:

$228.81M

ON:

$7.38B

Gross Profit (TTM)

INDI:

$99.49M

ON:

$3.35B

EBITDA (TTM)

INDI:

-$88.29M

ON:

$2.71B

Returns By Period

In the year-to-date period, INDI achieves a -49.20% return, which is significantly lower than ON's -22.27% return.


INDI

YTD

-49.20%

1M

0.73%

6M

-36.57%

1Y

-50.95%

5Y*

N/A

10Y*

N/A

ON

YTD

-22.27%

1M

-2.33%

6M

-8.20%

1Y

-23.38%

5Y*

21.98%

10Y*

20.52%

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

INDI vs. ON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for indie Semiconductor, Inc. (INDI) 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 INDI, currently valued at -0.54, compared to the broader market-4.00-2.000.002.00-0.54-0.49
The chart of Sortino ratio for INDI, currently valued at -0.57, compared to the broader market-4.00-2.000.002.004.00-0.57-0.47
The chart of Omega ratio for INDI, currently valued at 0.93, compared to the broader market0.501.001.502.000.930.95
The chart of Calmar ratio for INDI, currently valued at -0.64, compared to the broader market0.002.004.006.00-0.64-0.51
The chart of Martin ratio for INDI, currently valued at -1.35, compared to the broader market0.0010.0020.00-1.35-1.41
INDI
ON

The current INDI Sharpe Ratio is -0.54, which is comparable to the ON Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of INDI 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-0.80-0.60-0.40-0.200.000.20JulyAugustSeptemberOctoberNovemberDecember
-0.54
-0.49
INDI
ON

Dividends

INDI vs. ON - Dividend Comparison

Neither INDI nor ON has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

INDI vs. ON - Drawdown Comparison

The maximum INDI drawdown since its inception was -79.94%, smaller than the maximum ON drawdown of -96.36%. Use the drawdown chart below to compare losses from any high point for INDI and ON. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-74.01%
-39.93%
INDI
ON

Volatility

INDI vs. ON - Volatility Comparison

indie Semiconductor, Inc. (INDI) has a higher volatility of 36.86% compared to ON Semiconductor Corporation (ON) at 12.54%. This indicates that INDI'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%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
36.86%
12.54%
INDI
ON

Financials

INDI vs. ON - Financials Comparison

This section allows you to compare key financial metrics between indie Semiconductor, 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab