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

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.

800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%2,200.00%JuneJulyAugustSeptemberOctoberNovember
1,604.59%
848.17%
NXPI
ON

Returns By Period

In the year-to-date period, NXPI achieves a -4.33% return, which is significantly higher than ON's -22.47% return. Over the past 10 years, NXPI has underperformed ON with an annualized return of 12.36%, while ON has yielded a comparatively higher 22.54% annualized return.


NXPI

YTD

-4.33%

1M

-6.74%

6M

-18.28%

1Y

9.93%

5Y (annualized)

14.92%

10Y (annualized)

12.36%

ON

YTD

-22.47%

1M

-6.19%

6M

-11.49%

1Y

-6.77%

5Y (annualized)

24.38%

10Y (annualized)

22.54%

Fundamentals


NXPION
Market Cap$57.13B$29.98B
EPS$10.47$4.03
PE Ratio21.4717.47
PEG Ratio1.691.92
Total Revenue (TTM)$12.92B$7.38B
Gross Profit (TTM)$7.23B$3.35B
EBITDA (TTM)$4.37B$2.74B

Key characteristics


NXPION
Sharpe Ratio0.28-0.19
Sortino Ratio0.610.04
Omega Ratio1.081.00
Calmar Ratio0.40-0.20
Martin Ratio0.90-0.58
Ulcer Index11.09%15.40%
Daily Std Dev35.21%46.02%
Max Drawdown-59.98%-96.36%
Current Drawdown-25.03%-40.09%

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Correlation

-0.50.00.51.00.7

The correlation between NXPI and ON is 0.67, 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

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.


Sharpe ratio
The chart of Sharpe ratio for NXPI, currently valued at 0.28, compared to the broader market-4.00-2.000.002.000.28-0.19
The chart of Sortino ratio for NXPI, currently valued at 0.61, compared to the broader market-4.00-2.000.002.004.000.610.04
The chart of Omega ratio for NXPI, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.00
The chart of Calmar ratio for NXPI, currently valued at 0.40, compared to the broader market0.002.004.006.000.40-0.20
The chart of Martin ratio for NXPI, currently valued at 0.90, compared to the broader market0.0010.0020.0030.000.90-0.58
NXPI
ON

The current NXPI Sharpe Ratio is 0.28, which is higher than the ON Sharpe Ratio of -0.19. 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.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.28
-0.19
NXPI
ON

Dividends

NXPI vs. ON - Dividend Comparison

NXPI's dividend yield for the trailing twelve months is around 1.87%, while ON has not paid dividends to shareholders.


TTM202320222021202020192018
NXPI
NXP Semiconductors N.V.
1.87%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%

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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-25.03%
-40.09%
NXPI
ON

Volatility

NXPI vs. ON - Volatility Comparison

NXP Semiconductors N.V. (NXPI) has a higher volatility of 11.43% compared to ON Semiconductor Corporation (ON) at 10.13%. This indicates that NXPI'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.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
11.43%
10.13%
NXPI
ON

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


Values in USD except per share items