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

Key characteristics


ONCRUS
YTD Return-13.17%62.12%
1Y Return-25.46%74.84%
3Y Return (Ann)26.96%17.62%
5Y Return (Ann)29.16%24.38%
10Y Return (Ann)22.40%18.57%
Sharpe Ratio-0.642.07
Daily Std Dev45.36%33.75%
Max Drawdown-96.36%-97.48%
Current Drawdown-32.90%-5.45%

Fundamentals


ONCRUS
Market Cap$33.50B$7.62B
EPS$4.90$4.89
PE Ratio15.8929.17
PEG Ratio1.298.09
Total Revenue (TTM)$6.06B$1.47B
Gross Profit (TTM)$2.81B$758.66M
EBITDA (TTM)$2.36B$372.67M

Correlation

-0.50.00.51.00.5

The correlation between ON and CRUS is 0.47, 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. CRUS - Performance Comparison

In the year-to-date period, ON achieves a -13.17% return, which is significantly lower than CRUS's 62.12% return. Over the past 10 years, ON has outperformed CRUS with an annualized return of 22.40%, while CRUS has yielded a comparatively lower 18.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%300.00%400.00%500.00%600.00%700.00%800.00%FebruaryMarchAprilMayJuneJuly
230.62%
723.63%
ON
CRUS

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ON Semiconductor Corporation

Cirrus Logic, Inc.

Risk-Adjusted Performance

ON vs. CRUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ON Semiconductor Corporation (ON) and Cirrus Logic, Inc. (CRUS). 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 -0.64, compared to the broader market-2.00-1.000.001.002.003.00-0.64
Sortino ratio
The chart of Sortino ratio for ON, currently valued at -0.67, compared to the broader market-4.00-2.000.002.004.00-0.67
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 -0.66, compared to the broader market0.002.004.006.00-0.66
Martin ratio
The chart of Martin ratio for ON, currently valued at -1.02, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.02
CRUS
Sharpe ratio
The chart of Sharpe ratio for CRUS, currently valued at 2.07, compared to the broader market-2.00-1.000.001.002.003.002.07
Sortino ratio
The chart of Sortino ratio for CRUS, currently valued at 3.15, compared to the broader market-4.00-2.000.002.004.003.15
Omega ratio
The chart of Omega ratio for CRUS, currently valued at 1.37, compared to the broader market0.501.001.502.001.37
Calmar ratio
The chart of Calmar ratio for CRUS, currently valued at 1.76, compared to the broader market0.002.004.006.001.76
Martin ratio
The chart of Martin ratio for CRUS, currently valued at 8.06, compared to the broader market-30.00-20.00-10.000.0010.0020.008.06

ON vs. CRUS - Sharpe Ratio Comparison

The current ON Sharpe Ratio is -0.64, which is lower than the CRUS Sharpe Ratio of 2.07. The chart below compares the 12-month rolling Sharpe Ratio of ON and CRUS.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50FebruaryMarchAprilMayJuneJuly
-0.64
2.07
ON
CRUS

Dividends

ON vs. CRUS - Dividend Comparison

Neither ON nor CRUS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ON vs. CRUS - Drawdown Comparison

The maximum ON drawdown since its inception was -96.36%, roughly equal to the maximum CRUS drawdown of -97.48%. Use the drawdown chart below to compare losses from any high point for ON and CRUS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-32.90%
-5.45%
ON
CRUS

Volatility

ON vs. CRUS - Volatility Comparison

ON Semiconductor Corporation (ON) has a higher volatility of 12.34% compared to Cirrus Logic, Inc. (CRUS) at 8.18%. This indicates that ON's price experiences larger fluctuations and is considered to be riskier than CRUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%FebruaryMarchAprilMayJuneJuly
12.34%
8.18%
ON
CRUS

Financials

ON vs. CRUS - Financials Comparison

This section allows you to compare key financial metrics between ON Semiconductor Corporation and Cirrus Logic, Inc.. 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