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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.


-0.50.00.51.0
Correlation: 0.6

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.

300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
336.30%
271.15%
MTSI
ON

Key characteristics

Sharpe Ratio

MTSI:

-0.25

ON:

-1.06

Sortino Ratio

MTSI:

-0.05

ON:

-1.63

Omega Ratio

MTSI:

0.99

ON:

0.81

Calmar Ratio

MTSI:

-0.29

ON:

-0.76

Martin Ratio

MTSI:

-0.90

ON:

-2.51

Ulcer Index

MTSI:

12.82%

ON:

20.89%

Daily Std Dev

MTSI:

45.85%

ON:

49.53%

Max Drawdown

MTSI:

-80.78%

ON:

-96.36%

Current Drawdown

MTSI:

-39.74%

ON:

-68.82%

Fundamentals

Market Cap

MTSI:

$6.67B

ON:

$14.22B

EPS

MTSI:

-$1.43

ON:

$3.63

PEG Ratio

MTSI:

0.83

ON:

1.23

Total Revenue (TTM)

MTSI:

$609.32M

ON:

$5.22B

Gross Profit (TTM)

MTSI:

$322.68M

ON:

$2.35B

EBITDA (TTM)

MTSI:

-$63.31M

ON:

$1.88B

Returns By Period

In the year-to-date period, MTSI achieves a -30.98% return, which is significantly higher than ON's -46.55% return. Over the past 10 years, MTSI has underperformed ON with an annualized return of 10.07%, while ON has yielded a comparatively higher 11.34% annualized return.


MTSI

YTD

-30.98%

1M

-19.67%

6M

-18.65%

1Y

-9.03%

5Y*

37.14%

10Y*

10.07%

ON

YTD

-46.55%

1M

-27.51%

6M

-52.89%

1Y

-51.23%

5Y*

25.30%

10Y*

11.34%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MTSI vs. ON — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MTSI
The Risk-Adjusted Performance Rank of MTSI is 3838
Overall Rank
The Sharpe Ratio Rank of MTSI is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of MTSI is 3939
Sortino Ratio Rank
The Omega Ratio Rank of MTSI is 3939
Omega Ratio Rank
The Calmar Ratio Rank of MTSI is 3737
Calmar Ratio Rank
The Martin Ratio Rank of MTSI is 3535
Martin Ratio Rank

ON
The Risk-Adjusted Performance Rank of ON is 66
Overall Rank
The Sharpe Ratio Rank of ON is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ON is 66
Sortino Ratio Rank
The Omega Ratio Rank of ON is 99
Omega Ratio Rank
The Calmar Ratio Rank of ON is 99
Calmar Ratio Rank
The Martin Ratio Rank of ON is 00
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.25, compared to the broader market-2.00-1.000.001.002.00
MTSI: -0.25
ON: -1.06
The chart of Sortino ratio for MTSI, currently valued at -0.05, compared to the broader market-6.00-4.00-2.000.002.004.00
MTSI: -0.05
ON: -1.63
The chart of Omega ratio for MTSI, currently valued at 0.99, compared to the broader market0.501.001.502.00
MTSI: 0.99
ON: 0.81
The chart of Calmar ratio for MTSI, currently valued at -0.29, compared to the broader market0.001.002.003.004.00
MTSI: -0.29
ON: -0.76
The chart of Martin ratio for MTSI, currently valued at -0.90, compared to the broader market-10.000.0010.0020.00
MTSI: -0.90
ON: -2.51

The current MTSI Sharpe Ratio is -0.25, which is higher than the ON Sharpe Ratio of -1.06. 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-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.25
-1.06
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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-39.74%
-68.82%
MTSI
ON

Volatility

MTSI vs. ON - Volatility Comparison

MACOM Technology Solutions Holdings, Inc. (MTSI) has a higher volatility of 19.79% compared to ON Semiconductor Corporation (ON) at 17.84%. 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.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%NovemberDecember2025FebruaryMarchApril
19.79%
17.84%
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
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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.

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