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

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%JuneJulyAugustSeptemberOctoberNovember
46.14%
195.20%
LSCC
ON

Returns By Period

In the year-to-date period, LSCC achieves a -28.64% return, which is significantly lower than ON's -22.47% return. Both investments have delivered pretty close results over the past 10 years, with LSCC having a 22.30% annualized return and ON not far ahead at 22.54%.


LSCC

YTD

-28.64%

1M

-0.91%

6M

-32.52%

1Y

-16.43%

5Y (annualized)

20.69%

10Y (annualized)

22.30%

ON

YTD

-22.47%

1M

-6.19%

6M

-11.49%

1Y

-6.77%

5Y (annualized)

24.38%

10Y (annualized)

22.54%

Fundamentals


LSCCON
Market Cap$7.29B$29.98B
EPS$1.02$4.03
PE Ratio51.7717.47
PEG Ratio3.181.92
Total Revenue (TTM)$562.58M$7.38B
Gross Profit (TTM)$360.06M$3.35B
EBITDA (TTM)$127.67M$2.74B

Key characteristics


LSCCON
Sharpe Ratio-0.36-0.19
Sortino Ratio-0.190.04
Omega Ratio0.981.00
Calmar Ratio-0.33-0.20
Martin Ratio-0.72-0.58
Ulcer Index26.23%15.40%
Daily Std Dev52.20%46.02%
Max Drawdown-97.34%-96.36%
Current Drawdown-49.38%-40.09%

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Correlation

-0.50.00.51.00.5

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.

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 -0.36, compared to the broader market-4.00-2.000.002.00-0.36-0.19
The chart of Sortino ratio for LSCC, currently valued at -0.19, compared to the broader market-4.00-2.000.002.004.00-0.190.04
The chart of Omega ratio for LSCC, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.00
The chart of Calmar ratio for LSCC, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.33-0.20
The chart of Martin ratio for LSCC, currently valued at -0.72, compared to the broader market0.0010.0020.0030.00-0.72-0.58
LSCC
ON

The current LSCC Sharpe Ratio is -0.36, which is lower than the ON Sharpe Ratio of -0.19. 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-1.00-0.80-0.60-0.40-0.200.000.20JuneJulyAugustSeptemberOctoberNovember
-0.36
-0.19
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%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-49.38%
-40.09%
LSCC
ON

Volatility

LSCC vs. ON - Volatility Comparison

Lattice Semiconductor Corporation (LSCC) has a higher volatility of 13.24% compared to ON Semiconductor Corporation (ON) at 10.13%. 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%JuneJulyAugustSeptemberOctoberNovember
13.24%
10.13%
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