MTSI vs. ON
Compare and contrast key facts about MACOM Technology Solutions Holdings, Inc. (MTSI) and ON Semiconductor Corporation (ON).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MTSI or ON.
Performance
MTSI vs. ON - Performance Comparison
Returns By Period
In the year-to-date period, MTSI achieves a 33.79% return, which is significantly higher than ON's -21.52% return. Over the past 10 years, MTSI has underperformed ON with an annualized return of 17.94%, while ON has yielded a comparatively higher 22.57% annualized return.
MTSI
33.79%
9.28%
23.31%
49.67%
37.13%
17.94%
ON
-21.52%
-4.29%
-11.75%
-6.39%
25.92%
22.57%
Fundamentals
MTSI | ON | |
---|---|---|
Market Cap | $9.52B | $29.98B |
EPS | $1.04 | $4.03 |
PE Ratio | 126.79 | 17.47 |
PEG Ratio | 0.83 | 1.92 |
Total Revenue (TTM) | $729.58M | $7.38B |
Gross Profit (TTM) | $382.93M | $3.35B |
EBITDA (TTM) | $128.94M | $2.74B |
Key characteristics
MTSI | ON | |
---|---|---|
Sharpe Ratio | 1.38 | -0.12 |
Sortino Ratio | 1.99 | 0.15 |
Omega Ratio | 1.25 | 1.02 |
Calmar Ratio | 2.81 | -0.13 |
Martin Ratio | 6.63 | -0.36 |
Ulcer Index | 8.06% | 15.47% |
Daily Std Dev | 38.73% | 46.06% |
Max Drawdown | -80.78% | -96.36% |
Current Drawdown | -10.62% | -39.35% |
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Correlation
The correlation between MTSI and ON is 0.58, 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
MTSI vs. ON - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MACOM Technology Solutions Holdings, Inc. (MTSI) 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.
Dividends
MTSI vs. ON - Dividend Comparison
Neither MTSI nor ON has paid dividends to shareholders.
Drawdowns
MTSI vs. ON - Drawdown Comparison
The maximum MTSI drawdown since its inception was -80.78%, smaller than the maximum ON drawdown of -96.36%. Use the drawdown chart below to compare losses from any high point for MTSI and ON. For additional features, visit the drawdowns tool.
Volatility
MTSI vs. ON - Volatility Comparison
MACOM Technology Solutions Holdings, Inc. (MTSI) has a higher volatility of 17.32% compared to ON Semiconductor Corporation (ON) at 10.21%. This indicates that MTSI'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.
Financials
MTSI vs. ON - Financials Comparison
This section allows you to compare key financial metrics between MACOM Technology Solutions Holdings, 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.
Total Revenue: Total amount of money received from sales and other business activities