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

Performance

MAR vs. ON - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
22.76%
-4.44%
MAR
ON

Returns By Period

In the year-to-date period, MAR achieves a 26.94% return, which is significantly higher than ON's -18.03% return. Over the past 10 years, MAR has underperformed ON with an annualized return of 15.08%, while ON has yielded a comparatively higher 22.79% annualized return.


MAR

YTD

26.94%

1M

7.00%

6M

22.76%

1Y

36.35%

5Y (annualized)

16.53%

10Y (annualized)

15.08%

ON

YTD

-18.03%

1M

2.90%

6M

-4.44%

1Y

-0.13%

5Y (annualized)

26.97%

10Y (annualized)

22.79%

Fundamentals


MARON
Market Cap$77.86B$28.38B
EPS$9.55$4.03
PE Ratio29.3416.54
PEG Ratio2.761.83
Total Revenue (TTM)$24.77B$7.38B
Gross Profit (TTM)$4.93B$3.35B
EBITDA (TTM)$3.95B$2.71B

Key characteristics


MARON
Sharpe Ratio1.770.00
Sortino Ratio2.370.35
Omega Ratio1.321.04
Calmar Ratio2.120.00
Martin Ratio5.800.01
Ulcer Index6.58%15.64%
Daily Std Dev21.57%45.94%
Max Drawdown-75.90%-96.36%
Current Drawdown-0.83%-36.65%

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Correlation

-0.50.00.51.00.4

The correlation between MAR and ON is 0.41, 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

MAR vs. ON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marriott International, Inc. (MAR) 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 MAR, currently valued at 1.77, compared to the broader market-4.00-2.000.002.004.001.770.00
The chart of Sortino ratio for MAR, currently valued at 2.37, compared to the broader market-4.00-2.000.002.004.002.370.35
The chart of Omega ratio for MAR, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.04
The chart of Calmar ratio for MAR, currently valued at 2.12, compared to the broader market0.002.004.006.002.120.00
The chart of Martin ratio for MAR, currently valued at 5.80, compared to the broader market0.0010.0020.0030.005.800.01
MAR
ON

The current MAR Sharpe Ratio is 1.77, which is higher than the ON Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of MAR 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-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.77
0.00
MAR
ON

Dividends

MAR vs. ON - Dividend Comparison

MAR's dividend yield for the trailing twelve months is around 0.85%, while ON has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
MAR
Marriott International, Inc.
0.85%0.87%0.67%0.00%0.36%1.22%1.44%0.95%1.39%1.42%0.99%1.30%
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

MAR vs. ON - Drawdown Comparison

The maximum MAR drawdown since its inception was -75.90%, smaller than the maximum ON drawdown of -96.36%. Use the drawdown chart below to compare losses from any high point for MAR and ON. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.83%
-36.65%
MAR
ON

Volatility

MAR vs. ON - Volatility Comparison

The current volatility for Marriott International, Inc. (MAR) is 7.57%, while ON Semiconductor Corporation (ON) has a volatility of 10.26%. This indicates that MAR 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.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
7.57%
10.26%
MAR
ON

Financials

MAR vs. ON - Financials Comparison

This section allows you to compare key financial metrics between Marriott International, 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