ON vs. ASML
Compare and contrast key facts about ON Semiconductor Corporation (ON) and ASML Holding N.V. (ASML).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ON or ASML.
Key characteristics
| ON | ASML | |
|---|---|---|
| YTD Return | -18.01% | -3.90% |
| 1Y Return | -21.28% | 24.08% |
| 3Y Return (Ann) | 15.11% | -2.35% |
| 5Y Return (Ann) | 29.51% | 24.45% |
| 10Y Return (Ann) | 24.34% | 23.94% |
| Sharpe Ratio | -0.46 | 0.56 |
| Sortino Ratio | -0.35 | 0.98 |
| Omega Ratio | 0.96 | 1.14 |
| Calmar Ratio | -0.54 | 0.66 |
| Martin Ratio | -1.41 | 1.88 |
| Ulcer Index | 16.69% | 13.34% |
| Daily Std Dev | 51.51% | 44.86% |
| Max Drawdown | -96.36% | -90.00% |
| Current Drawdown | -36.64% | -34.06% |
Fundamentals
| ON | ASML | |
|---|---|---|
| Market Cap | $29.75B | $278.05B |
| EPS | $4.39 | $19.14 |
| PE Ratio | 15.77 | 36.60 |
| PEG Ratio | 1.64 | 1.25 |
| Total Revenue (TTM) | $5.62B | $26.24B |
| Gross Profit (TTM) | $2.55B | $13.42B |
| EBITDA (TTM) | $2.10B | $9.14B |
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.
Performance
ON vs. ASML - Performance Comparison
In the year-to-date period, ON achieves a -18.01% return, which is significantly lower than ASML's -3.90% return. Both investments have delivered pretty close results over the past 10 years, with ON having a 24.34% annualized return and ASML not far behind at 23.94%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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 0.91%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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. | 0.91% | 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.
Volatility
ON vs. ASML - Volatility Comparison
The current volatility for ON Semiconductor Corporation (ON) is 10.89%, while ASML Holding N.V. (ASML) has a volatility of 21.39%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities