PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MTSI vs. ON
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MTSI and ON is 0.57, 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.


-0.50.00.51.00.6

Performance

MTSI vs. ON - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
27.84%
-4.41%
MTSI
ON

Key characteristics

Sharpe Ratio

MTSI:

1.20

ON:

-0.42

Sortino Ratio

MTSI:

1.81

ON:

-0.35

Omega Ratio

MTSI:

1.22

ON:

0.96

Calmar Ratio

MTSI:

2.50

ON:

-0.44

Martin Ratio

MTSI:

5.82

ON:

-1.20

Ulcer Index

MTSI:

8.17%

ON:

16.07%

Daily Std Dev

MTSI:

39.51%

ON:

45.93%

Max Drawdown

MTSI:

-80.78%

ON:

-96.36%

Current Drawdown

MTSI:

-5.08%

ON:

-39.40%

Fundamentals

Market Cap

MTSI:

$10.00B

ON:

$28.84B

EPS

MTSI:

$1.04

ON:

$4.03

PE Ratio

MTSI:

132.87

ON:

16.81

PEG Ratio

MTSI:

0.83

ON:

1.86

Total Revenue (TTM)

MTSI:

$729.58M

ON:

$7.38B

Gross Profit (TTM)

MTSI:

$382.93M

ON:

$3.35B

EBITDA (TTM)

MTSI:

$153.03M

ON:

$2.71B

Returns By Period

In the year-to-date period, MTSI achieves a 45.48% return, which is significantly higher than ON's -21.59% return. Over the past 10 years, MTSI has underperformed ON with an annualized return of 15.60%, while ON has yielded a comparatively higher 20.52% annualized return.


MTSI

YTD

45.48%

1M

6.01%

6M

27.84%

1Y

43.77%

5Y*

38.30%

10Y*

15.60%

ON

YTD

-21.59%

1M

-2.69%

6M

-4.41%

1Y

-21.70%

5Y*

22.15%

10Y*

20.52%

Compare stocks, funds, or ETFs

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


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.


Sharpe ratio
The chart of Sharpe ratio for MTSI, currently valued at 1.20, compared to the broader market-4.00-2.000.002.001.20-0.42
The chart of Sortino ratio for MTSI, currently valued at 1.81, compared to the broader market-4.00-2.000.002.004.001.81-0.35
The chart of Omega ratio for MTSI, currently valued at 1.22, compared to the broader market0.501.001.502.001.220.96
The chart of Calmar ratio for MTSI, currently valued at 2.50, compared to the broader market0.002.004.006.002.50-0.44
The chart of Martin ratio for MTSI, currently valued at 5.82, compared to the broader market-5.000.005.0010.0015.0020.0025.005.82-1.20
MTSI
ON

The current MTSI Sharpe Ratio is 1.20, which is higher than the ON Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of MTSI 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.20
-0.42
MTSI
ON

Dividends

MTSI vs. ON - Dividend Comparison

Neither MTSI nor ON has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.08%
-39.40%
MTSI
ON

Volatility

MTSI vs. ON - Volatility Comparison

The current volatility for MACOM Technology Solutions Holdings, Inc. (MTSI) is 10.21%, while ON Semiconductor Corporation (ON) has a volatility of 12.54%. This indicates that MTSI 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.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
10.21%
12.54%
MTSI
ON

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab