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

Key characteristics


ONCRUS
YTD Return-11.95%11.26%
1Y Return-7.91%-14.76%
3Y Return (Ann)23.48%3.57%
5Y Return (Ann)29.08%17.11%
10Y Return (Ann)22.88%16.66%
Sharpe Ratio-0.09-0.34
Daily Std Dev45.46%33.76%
Max Drawdown-96.36%-97.48%
Current Drawdown-31.95%-15.52%

Fundamentals


ONCRUS
Market Cap$31.91B$4.90B
EPS$4.89$3.16
PE Ratio15.2728.76
PEG Ratio1.458.31
Revenue (TTM)$8.25B$1.79B
Gross Profit (TTM)$4.08B$923.64M
EBITDA (TTM)$3.22B$381.73M

Correlation

0.47
-1.001.00

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 -11.95% return, which is significantly lower than CRUS's 11.26% return. Over the past 10 years, ON has outperformed CRUS with an annualized return of 22.88%, while CRUS has yielded a comparatively lower 16.66% 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%250.00%300.00%350.00%400.00%450.00%OctoberNovemberDecember2024FebruaryMarch
235.27%
465.25%
ON
CRUS

Compare stocks, funds, or ETFs


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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ON
ON Semiconductor Corporation
-0.09
CRUS
Cirrus Logic, Inc.
-0.34

ON vs. CRUS - Sharpe Ratio Comparison

The current ON Sharpe Ratio is -0.09, which is higher than the CRUS Sharpe Ratio of -0.34. The chart below compares the 12-month rolling Sharpe Ratio of ON and CRUS.


Rolling 12-month Sharpe Ratio-0.500.000.501.00OctoberNovemberDecember2024FebruaryMarch
-0.09
-0.34
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%. The drawdown chart below compares losses from any high point along the way for ON and CRUS


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%OctoberNovemberDecember2024FebruaryMarch
-31.95%
-15.52%
ON
CRUS

Volatility

ON vs. CRUS - Volatility Comparison

ON Semiconductor Corporation (ON) has a higher volatility of 13.74% compared to Cirrus Logic, Inc. (CRUS) at 8.05%. 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.


5.00%10.00%15.00%20.00%25.00%OctoberNovemberDecember2024FebruaryMarch
13.74%
8.05%
ON
CRUS