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

Correlation

The correlation between NXPI and ON is 0.61, 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

NXPI vs. ON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NXP Semiconductors N.V. (NXPI) and ON Semiconductor Corporation (ON). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NXPI:

-0.42

ON:

-0.66

Sortino Ratio

NXPI:

-0.31

ON:

-0.78

Omega Ratio

NXPI:

0.96

ON:

0.91

Calmar Ratio

NXPI:

-0.41

ON:

-0.55

Martin Ratio

NXPI:

-0.85

ON:

-1.42

Ulcer Index

NXPI:

22.60%

ON:

27.03%

Daily Std Dev

NXPI:

47.60%

ON:

58.23%

Max Drawdown

NXPI:

-59.98%

ON:

-96.36%

Current Drawdown

NXPI:

-25.88%

ON:

-58.44%

Fundamentals

Market Cap

NXPI:

$53.70B

ON:

$18.77B

EPS

NXPI:

$9.18

ON:

$1.44

PE Ratio

NXPI:

23.15

ON:

31.19

PEG Ratio

NXPI:

1.41

ON:

1.94

PS Ratio

NXPI:

4.36

ON:

2.82

PB Ratio

NXPI:

5.76

ON:

2.34

Total Revenue (TTM)

NXPI:

$12.32B

ON:

$6.67B

Gross Profit (TTM)

NXPI:

$6.84B

ON:

$2.64B

EBITDA (TTM)

NXPI:

$4.01B

ON:

$1.30B

Returns By Period

In the year-to-date period, NXPI achieves a 2.77% return, which is significantly higher than ON's -28.75% return. Over the past 10 years, NXPI has underperformed ON with an annualized return of 8.28%, while ON has yielded a comparatively higher 13.63% annualized return.


NXPI

YTD

2.77%

1M

24.49%

6M

-1.13%

1Y

-19.21%

5Y*

18.52%

10Y*

8.28%

ON

YTD

-28.75%

1M

29.68%

6M

-30.64%

1Y

-38.61%

5Y*

23.85%

10Y*

13.63%

*Annualized

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Risk-Adjusted Performance

NXPI vs. ON — Risk-Adjusted Performance Rank

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

NXPI
The Risk-Adjusted Performance Rank of NXPI is 2727
Overall Rank
The Sharpe Ratio Rank of NXPI is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of NXPI is 2727
Sortino Ratio Rank
The Omega Ratio Rank of NXPI is 2727
Omega Ratio Rank
The Calmar Ratio Rank of NXPI is 2323
Calmar Ratio Rank
The Martin Ratio Rank of NXPI is 3131
Martin Ratio Rank

ON
The Risk-Adjusted Performance Rank of ON is 1515
Overall Rank
The Sharpe Ratio Rank of ON is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of ON is 1616
Sortino Ratio Rank
The Omega Ratio Rank of ON is 1818
Omega Ratio Rank
The Calmar Ratio Rank of ON is 1616
Calmar Ratio Rank
The Martin Ratio Rank of ON is 88
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.

NXPI vs. ON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NXP Semiconductors N.V. (NXPI) 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.


The current NXPI Sharpe Ratio is -0.42, which is higher than the ON Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of NXPI 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.


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Dividends

NXPI vs. ON - Dividend Comparison

NXPI's dividend yield for the trailing twelve months is around 1.91%, while ON has not paid dividends to shareholders.


TTM2024202320222021202020192018
NXPI
NXP Semiconductors N.V.
1.91%1.95%1.77%2.14%0.99%0.94%0.98%0.68%
ON
ON Semiconductor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NXPI vs. ON - Drawdown Comparison

The maximum NXPI drawdown since its inception was -59.98%, smaller than the maximum ON drawdown of -96.36%. Use the drawdown chart below to compare losses from any high point for NXPI and ON. For additional features, visit the drawdowns tool.


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Volatility

NXPI vs. ON - Volatility Comparison

The current volatility for NXP Semiconductors N.V. (NXPI) is 13.96%, while ON Semiconductor Corporation (ON) has a volatility of 17.15%. This indicates that NXPI 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.


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Financials

NXPI vs. ON - Financials Comparison

This section allows you to compare key financial metrics between NXP Semiconductors N.V. 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


1.50B2.00B2.50B3.00B3.50B20212022202320242025
2.84B
1.45B
(NXPI) Total Revenue
(ON) Total Revenue
Values in USD except per share items

NXPI vs. ON - Profitability Comparison

The chart below illustrates the profitability comparison between NXP Semiconductors N.V. and ON Semiconductor Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%20212022202320242025
55.0%
20.3%
(NXPI) Gross Margin
(ON) Gross Margin
NXPI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, NXP Semiconductors N.V. reported a gross profit of 1.56B and revenue of 2.84B. Therefore, the gross margin over that period was 55.0%.

ON - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, ON Semiconductor Corporation reported a gross profit of 293.80M and revenue of 1.45B. Therefore, the gross margin over that period was 20.3%.

NXPI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, NXP Semiconductors N.V. reported an operating income of 723.00M and revenue of 2.84B, resulting in an operating margin of 25.5%.

ON - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, ON Semiconductor Corporation reported an operating income of -573.70M and revenue of 1.45B, resulting in an operating margin of -39.7%.

NXPI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, NXP Semiconductors N.V. reported a net income of 490.00M and revenue of 2.84B, resulting in a net margin of 17.3%.

ON - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, ON Semiconductor Corporation reported a net income of -486.10M and revenue of 1.45B, resulting in a net margin of -33.6%.