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

Key characteristics


MARON
YTD Return4.71%-16.01%
1Y Return39.92%-10.43%
3Y Return (Ann)17.41%21.68%
5Y Return (Ann)12.26%25.13%
10Y Return (Ann)16.01%23.01%
Sharpe Ratio1.84-0.05
Daily Std Dev22.11%45.84%
Max Drawdown-88.22%-96.36%
Current Drawdown-8.67%-35.09%

Fundamentals


MARON
Market Cap$69.42B$29.26B
EPS$10.19$4.89
PE Ratio23.6313.92
PEG Ratio2.531.29
Revenue (TTM)$6.30B$8.25B
Gross Profit (TTM)$4.28B$4.08B
EBITDA (TTM)$4.27B$3.22B

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.

Performance

MAR vs. ON - Performance Comparison

In the year-to-date period, MAR achieves a 4.71% return, which is significantly higher than ON's -16.01% return. Over the past 10 years, MAR has underperformed ON with an annualized return of 16.01%, while ON has yielded a comparatively higher 23.01% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2024FebruaryMarchApril
1,869.62%
219.82%
MAR
ON

Compare stocks, funds, or ETFs

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


Marriott International, Inc.

ON Semiconductor Corporation

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.


MAR
Sharpe ratio
The chart of Sharpe ratio for MAR, currently valued at 1.84, compared to the broader market-2.00-1.000.001.002.003.004.001.84
Sortino ratio
The chart of Sortino ratio for MAR, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.006.002.53
Omega ratio
The chart of Omega ratio for MAR, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for MAR, currently valued at 3.71, compared to the broader market0.002.004.006.003.71
Martin ratio
The chart of Martin ratio for MAR, currently valued at 10.67, compared to the broader market-10.000.0010.0020.0030.0010.67
ON
Sharpe ratio
The chart of Sharpe ratio for ON, currently valued at -0.05, compared to the broader market-2.00-1.000.001.002.003.004.00-0.05
Sortino ratio
The chart of Sortino ratio for ON, currently valued at 0.25, compared to the broader market-4.00-2.000.002.004.006.000.25
Omega ratio
The chart of Omega ratio for ON, currently valued at 1.03, compared to the broader market0.501.001.501.03
Calmar ratio
The chart of Calmar ratio for ON, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.06
Martin ratio
The chart of Martin ratio for ON, currently valued at -0.11, compared to the broader market-10.000.0010.0020.0030.00-0.11

MAR vs. ON - Sharpe Ratio Comparison

The current MAR Sharpe Ratio is 1.84, which is higher than the ON Sharpe Ratio of -0.05. The chart below compares the 12-month rolling Sharpe Ratio of MAR and ON.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.84
-0.05
MAR
ON

Dividends

MAR vs. ON - Dividend Comparison

MAR's dividend yield for the trailing twelve months is around 0.88%, while ON has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
MAR
Marriott International, Inc.
0.88%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 -88.22%, 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%NovemberDecember2024FebruaryMarchApril
-8.67%
-35.09%
MAR
ON

Volatility

MAR vs. ON - Volatility Comparison

The current volatility for Marriott International, Inc. (MAR) is 6.35%, while ON Semiconductor Corporation (ON) has a volatility of 13.25%. 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%NovemberDecember2024FebruaryMarchApril
6.35%
13.25%
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