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

Key characteristics


ONASML
YTD Return-9.66%23.61%
1Y Return-28.02%24.19%
3Y Return (Ann)29.09%11.79%
5Y Return (Ann)30.24%34.38%
10Y Return (Ann)23.29%28.21%
Sharpe Ratio-0.610.67
Daily Std Dev45.29%36.46%
Max Drawdown-96.36%-90.00%
Current Drawdown-30.19%-15.19%

Fundamentals


ONASML
Market Cap$33.50B$423.61B
EPS$4.90$19.65
PE Ratio15.8954.36
PEG Ratio1.292.81
Total Revenue (TTM)$6.06B$19.20B
Gross Profit (TTM)$2.81B$9.88B
EBITDA (TTM)$2.36B$6.76B

Correlation

-0.50.00.51.00.5

The correlation between ON and ASML is 0.52, 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

ON vs. ASML - Performance Comparison

In the year-to-date period, ON achieves a -9.66% return, which is significantly lower than ASML's 23.61% return. Over the past 10 years, ON has underperformed ASML with an annualized return of 23.29%, while ASML has yielded a comparatively higher 28.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%FebruaryMarchAprilMayJuneJuly
243.98%
2,258.62%
ON
ASML

Compare stocks, funds, or ETFs

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


ON Semiconductor Corporation

ASML Holding N.V.

Risk-Adjusted Performance

ON vs. ASML - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ON Semiconductor Corporation (ON) and ASML Holding N.V. (ASML). 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.


ON
Sharpe ratio
The chart of Sharpe ratio for ON, currently valued at -0.61, compared to the broader market-2.00-1.000.001.002.003.00-0.61
Sortino ratio
The chart of Sortino ratio for ON, currently valued at -0.63, compared to the broader market-4.00-2.000.002.004.00-0.63
Omega ratio
The chart of Omega ratio for ON, currently valued at 0.92, compared to the broader market0.501.001.502.000.92
Calmar ratio
The chart of Calmar ratio for ON, currently valued at -0.63, compared to the broader market0.002.004.006.00-0.63
Martin ratio
The chart of Martin ratio for ON, currently valued at -0.98, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.98
ASML
Sharpe ratio
The chart of Sharpe ratio for ASML, currently valued at 0.67, compared to the broader market-2.00-1.000.001.002.003.000.67
Sortino ratio
The chart of Sortino ratio for ASML, currently valued at 1.10, compared to the broader market-4.00-2.000.002.004.001.10
Omega ratio
The chart of Omega ratio for ASML, currently valued at 1.15, compared to the broader market0.501.001.502.001.15
Calmar ratio
The chart of Calmar ratio for ASML, currently valued at 0.72, compared to the broader market0.002.004.006.000.72
Martin ratio
The chart of Martin ratio for ASML, currently valued at 2.14, compared to the broader market-5.000.005.0010.0015.0020.0025.002.14

ON vs. ASML - Sharpe Ratio Comparison

The current ON Sharpe Ratio is -0.61, which is lower than the ASML Sharpe Ratio of 0.67. The chart below compares the 12-month rolling Sharpe Ratio of ON and ASML.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50FebruaryMarchAprilMayJuneJuly
-0.61
0.67
ON
ASML

Dividends

ON vs. ASML - Dividend Comparison

ON has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 0.70%.


TTM20232022202120202019201820172016201520142013
ON
ON Semiconductor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ASML
ASML Holding N.V.
0.70%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.78%0.75%

Drawdowns

ON vs. ASML - Drawdown Comparison

The maximum ON drawdown since its inception was -96.36%, which is greater than ASML's maximum drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for ON and ASML. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-30.19%
-15.19%
ON
ASML

Volatility

ON vs. ASML - Volatility Comparison

The current volatility for ON Semiconductor Corporation (ON) is 11.77%, while ASML Holding N.V. (ASML) has a volatility of 16.27%. This indicates that ON experiences smaller price fluctuations and is considered to be less risky than ASML 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%FebruaryMarchAprilMayJuneJuly
11.77%
16.27%
ON
ASML

Financials

ON vs. ASML - Financials Comparison

This section allows you to compare key financial metrics between ON Semiconductor Corporation and ASML Holding N.V.. 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