ON vs. CRUS
Compare and contrast key facts about ON Semiconductor Corporation (ON) and Cirrus Logic, Inc. (CRUS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ON or CRUS.
Key characteristics
| ON | CRUS | |
|---|---|---|
| YTD Return | -18.01% | 50.05% |
| 1Y Return | -21.28% | 83.12% |
| 3Y Return (Ann) | 15.11% | 15.49% |
| 5Y Return (Ann) | 29.51% | 17.40% |
| 10Y Return (Ann) | 24.34% | 19.46% |
| Sharpe Ratio | -0.46 | 2.11 |
| Sortino Ratio | -0.35 | 2.97 |
| Omega Ratio | 0.96 | 1.37 |
| Calmar Ratio | -0.54 | 2.01 |
| Martin Ratio | -1.41 | 11.26 |
| Ulcer Index | 16.69% | 7.08% |
| Daily Std Dev | 51.51% | 37.89% |
| Max Drawdown | -96.36% | -97.48% |
| Current Drawdown | -36.64% | -14.32% |
Fundamentals
| ON | CRUS | |
|---|---|---|
| Market Cap | $29.75B | $6.56B |
| EPS | $4.39 | $5.38 |
| PE Ratio | 15.77 | 22.84 |
| PEG Ratio | 1.64 | 8.09 |
| Total Revenue (TTM) | $5.62B | $1.36B |
| Gross Profit (TTM) | $2.55B | $700.99M |
| EBITDA (TTM) | $2.10B | $308.24M |
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.
Performance
ON vs. CRUS - Performance Comparison
In the year-to-date period, ON achieves a -18.01% return, which is significantly lower than CRUS's 50.05% return. Over the past 10 years, ON has outperformed CRUS with an annualized return of 24.34%, while CRUS has yielded a comparatively lower 19.46% annualized return. 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. 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.
Dividends
ON vs. CRUS - Dividend Comparison
Neither ON nor CRUS has paid dividends to shareholders.
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.
Volatility
ON vs. CRUS - Volatility Comparison
ON Semiconductor Corporation (ON) has a higher volatility of 10.89% compared to Cirrus Logic, Inc. (CRUS) at 8.43%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities