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

Correlation

The correlation between LSCC and ON is 0.51, 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.


-0.50.00.51.00.5

Performance

LSCC vs. ON - Performance Comparison

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

50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
72.94%
195.38%
LSCC
ON

Key characteristics

Sharpe Ratio

LSCC:

-0.34

ON:

-0.51

Sortino Ratio

LSCC:

-0.15

ON:

-0.51

Omega Ratio

LSCC:

0.98

ON:

0.94

Calmar Ratio

LSCC:

-0.31

ON:

-0.54

Martin Ratio

LSCC:

-0.64

ON:

-1.47

Ulcer Index

LSCC:

27.89%

ON:

16.00%

Daily Std Dev

LSCC:

53.07%

ON:

46.11%

Max Drawdown

LSCC:

-97.34%

ON:

-96.36%

Current Drawdown

LSCC:

-40.10%

ON:

-40.05%

Fundamentals

Market Cap

LSCC:

$8.66B

ON:

$28.84B

EPS

LSCC:

$1.02

ON:

$4.03

PE Ratio

LSCC:

61.54

ON:

16.81

PEG Ratio

LSCC:

3.18

ON:

1.86

Total Revenue (TTM)

LSCC:

$562.58M

ON:

$7.38B

Gross Profit (TTM)

LSCC:

$360.06M

ON:

$3.35B

EBITDA (TTM)

LSCC:

$144.63M

ON:

$2.71B

Returns By Period

In the year-to-date period, LSCC achieves a -15.55% return, which is significantly higher than ON's -22.42% return. Over the past 10 years, LSCC has outperformed ON with an annualized return of 24.11%, while ON has yielded a comparatively lower 20.34% annualized return.


LSCC

YTD

-15.55%

1M

19.93%

6M

-2.51%

1Y

-14.22%

5Y*

23.89%

10Y*

24.11%

ON

YTD

-22.42%

1M

-2.78%

6M

-4.18%

1Y

-20.17%

5Y*

21.91%

10Y*

20.34%

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Risk-Adjusted Performance

LSCC vs. ON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lattice Semiconductor Corporation (LSCC) 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 LSCC, currently valued at -0.34, compared to the broader market-4.00-2.000.002.00-0.34-0.51
The chart of Sortino ratio for LSCC, currently valued at -0.15, compared to the broader market-4.00-2.000.002.004.00-0.15-0.51
The chart of Omega ratio for LSCC, currently valued at 0.98, compared to the broader market0.501.001.502.000.980.94
The chart of Calmar ratio for LSCC, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.31-0.54
The chart of Martin ratio for LSCC, currently valued at -0.64, compared to the broader market0.0010.0020.00-0.64-1.47
LSCC
ON

The current LSCC Sharpe Ratio is -0.34, which is higher than the ON Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of LSCC 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-1.00-0.80-0.60-0.40-0.200.000.20JulyAugustSeptemberOctoberNovemberDecember
-0.34
-0.51
LSCC
ON

Dividends

LSCC vs. ON - Dividend Comparison

Neither LSCC nor ON has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LSCC vs. ON - Drawdown Comparison

The maximum LSCC drawdown since its inception was -97.34%, roughly equal to the maximum ON drawdown of -96.36%. Use the drawdown chart below to compare losses from any high point for LSCC and ON. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%JulyAugustSeptemberOctoberNovemberDecember
-40.10%
-40.05%
LSCC
ON

Volatility

LSCC vs. ON - Volatility Comparison

Lattice Semiconductor Corporation (LSCC) has a higher volatility of 14.43% compared to ON Semiconductor Corporation (ON) at 12.54%. This indicates that LSCC'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%JulyAugustSeptemberOctoberNovemberDecember
14.43%
12.54%
LSCC
ON

Financials

LSCC vs. ON - Financials Comparison

This section allows you to compare key financial metrics between Lattice Semiconductor 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


Values in USD except per share items
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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.

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