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

Correlation

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.


-0.50.00.51.00.5

Performance

ON vs. ASML - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-24.68%
-15.18%
ON
ASML

Key characteristics

Sharpe Ratio

ON:

-0.52

ASML:

0.15

Sortino Ratio

ON:

-0.51

ASML:

0.51

Omega Ratio

ON:

0.94

ASML:

1.07

Calmar Ratio

ON:

-0.48

ASML:

0.18

Martin Ratio

ON:

-1.62

ASML:

0.32

Ulcer Index

ON:

15.11%

ASML:

22.06%

Daily Std Dev

ON:

47.21%

ASML:

45.47%

Max Drawdown

ON:

-96.36%

ASML:

-90.00%

Current Drawdown

ON:

-49.46%

ASML:

-30.89%

Fundamentals

Market Cap

ON:

$23.26B

ASML:

$301.72B

EPS

ON:

$4.11

ASML:

$18.15

PE Ratio

ON:

13.29

ASML:

41.67

PEG Ratio

ON:

1.59

ASML:

1.97

Total Revenue (TTM)

ON:

$5.36B

ASML:

$19.00B

Gross Profit (TTM)

ON:

$2.41B

ASML:

$9.70B

EBITDA (TTM)

ON:

$1.93B

ASML:

$6.34B

Returns By Period

In the year-to-date period, ON achieves a -13.35% return, which is significantly lower than ASML's 9.13% return. Over the past 10 years, ON has underperformed ASML with an annualized return of 18.59%, while ASML has yielded a comparatively higher 22.92% annualized return.


ON

YTD

-13.35%

1M

-15.86%

6M

-24.68%

1Y

-25.39%

5Y*

16.97%

10Y*

18.59%

ASML

YTD

9.13%

1M

6.49%

6M

-15.18%

1Y

0.60%

5Y*

21.46%

10Y*

22.92%

*Annualized

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

ON vs. ASML — Risk-Adjusted Performance Rank

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

ON
The Risk-Adjusted Performance Rank of ON is 1616
Overall Rank
The Sharpe Ratio Rank of ON is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of ON is 1919
Sortino Ratio Rank
The Omega Ratio Rank of ON is 2121
Omega Ratio Rank
The Calmar Ratio Rank of ON is 1818
Calmar Ratio Rank
The Martin Ratio Rank of ON is 33
Martin Ratio Rank

ASML
The Risk-Adjusted Performance Rank of ASML is 5050
Overall Rank
The Sharpe Ratio Rank of ASML is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ASML is 4646
Sortino Ratio Rank
The Omega Ratio Rank of ASML is 4747
Omega Ratio Rank
The Calmar Ratio Rank of ASML is 5454
Calmar Ratio Rank
The Martin Ratio Rank of ASML is 4949
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.

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.


Sharpe ratio
The chart of Sharpe ratio for ON, currently valued at -0.52, compared to the broader market-2.000.002.004.00-0.520.15
The chart of Sortino ratio for ON, currently valued at -0.51, compared to the broader market-4.00-2.000.002.004.00-0.510.51
The chart of Omega ratio for ON, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.07
The chart of Calmar ratio for ON, currently valued at -0.48, compared to the broader market0.002.004.006.00-0.480.18
The chart of Martin ratio for ON, currently valued at -1.62, compared to the broader market-10.000.0010.0020.0030.00-1.620.32
ON
ASML

The current ON Sharpe Ratio is -0.52, which is lower than the ASML Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of ON and ASML, 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-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.52
0.15
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 0.89%.


TTM20242023202220212020201920182017201620152014
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.
0.89%0.97%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%

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.


-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-49.46%
-30.89%
ON
ASML

Volatility

ON vs. ASML - Volatility Comparison

ON Semiconductor Corporation (ON) has a higher volatility of 14.45% compared to ASML Holding N.V. (ASML) at 10.32%. This indicates that ON's price experiences larger fluctuations and is considered to be riskier than ASML 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%AugustSeptemberOctoberNovemberDecember2025
14.45%
10.32%
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
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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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