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

Correlation

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.


-0.50.00.51.00.5

Performance

ON vs. CRUS - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%700.00%800.00%AugustSeptemberOctoberNovemberDecember2025
149.03%
516.79%
ON
CRUS

Key characteristics

Sharpe Ratio

ON:

-0.52

CRUS:

0.80

Sortino Ratio

ON:

-0.51

CRUS:

1.39

Omega Ratio

ON:

0.94

CRUS:

1.17

Calmar Ratio

ON:

-0.48

CRUS:

0.98

Martin Ratio

ON:

-1.62

CRUS:

2.04

Ulcer Index

ON:

15.11%

CRUS:

15.24%

Daily Std Dev

ON:

47.21%

CRUS:

38.77%

Max Drawdown

ON:

-96.36%

CRUS:

-97.48%

Current Drawdown

ON:

-49.46%

CRUS:

-30.67%

Fundamentals

Market Cap

ON:

$23.26B

CRUS:

$5.37B

EPS

ON:

$4.11

CRUS:

$5.88

PE Ratio

ON:

13.29

CRUS:

17.18

PEG Ratio

ON:

1.59

CRUS:

8.09

Total Revenue (TTM)

ON:

$5.36B

CRUS:

$1.29B

Gross Profit (TTM)

ON:

$2.41B

CRUS:

$666.11M

EBITDA (TTM)

ON:

$1.93B

CRUS:

$276.40M

Returns By Period

In the year-to-date period, ON achieves a -13.35% return, which is significantly lower than CRUS's 1.43% return. Over the past 10 years, ON has outperformed CRUS with an annualized return of 18.59%, while CRUS has yielded a comparatively lower 15.09% annualized return.


ON

YTD

-13.35%

1M

-15.86%

6M

-24.68%

1Y

-25.39%

5Y*

16.97%

10Y*

18.59%

CRUS

YTD

1.43%

1M

0.84%

6M

-25.11%

1Y

25.19%

5Y*

3.74%

10Y*

15.09%

*Annualized

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Risk-Adjusted Performance

ON vs. CRUS — 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

CRUS
The Risk-Adjusted Performance Rank of CRUS is 7171
Overall Rank
The Sharpe Ratio Rank of CRUS is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of CRUS is 6969
Sortino Ratio Rank
The Omega Ratio Rank of CRUS is 6666
Omega Ratio Rank
The Calmar Ratio Rank of CRUS is 7878
Calmar Ratio Rank
The Martin Ratio Rank of CRUS is 6767
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. 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 ratio
The chart of Sharpe ratio for ON, currently valued at -0.52, compared to the broader market-2.000.002.004.00-0.520.80
The chart of Sortino ratio for ON, currently valued at -0.51, compared to the broader market-4.00-2.000.002.004.00-0.511.39
The chart of Omega ratio for ON, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.17
The chart of Calmar ratio for ON, currently valued at -0.48, compared to the broader market0.002.004.006.00-0.480.98
The chart of Martin ratio for ON, currently valued at -1.62, compared to the broader market-10.000.0010.0020.0030.00-1.622.04
ON
CRUS

The current ON Sharpe Ratio is -0.52, which is lower than the CRUS Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of ON and CRUS, 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-1.00-0.500.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
-0.52
0.80
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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-49.46%
-30.67%
ON
CRUS

Volatility

ON vs. CRUS - Volatility Comparison

ON Semiconductor Corporation (ON) has a higher volatility of 14.45% compared to Cirrus Logic, Inc. (CRUS) at 7.52%. 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%AugustSeptemberOctoberNovemberDecember2025
14.45%
7.52%
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
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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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