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

Correlation

The correlation between ON and DIOD 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.


-0.50.00.51.00.5

Performance

ON vs. DIOD - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-4.18%
-13.50%
ON
DIOD

Key characteristics

Sharpe Ratio

ON:

-0.51

DIOD:

-0.48

Sortino Ratio

ON:

-0.51

DIOD:

-0.45

Omega Ratio

ON:

0.94

DIOD:

0.95

Calmar Ratio

ON:

-0.54

DIOD:

-0.40

Martin Ratio

ON:

-1.47

DIOD:

-1.06

Ulcer Index

ON:

16.00%

DIOD:

19.84%

Daily Std Dev

ON:

46.11%

DIOD:

43.66%

Max Drawdown

ON:

-96.36%

DIOD:

-90.09%

Current Drawdown

ON:

-40.05%

DIOD:

-44.58%

Fundamentals

Market Cap

ON:

$28.84B

DIOD:

$2.94B

EPS

ON:

$4.03

DIOD:

$1.32

PE Ratio

ON:

16.81

DIOD:

48.07

PEG Ratio

ON:

1.86

DIOD:

0.88

Total Revenue (TTM)

ON:

$7.38B

DIOD:

$1.29B

Gross Profit (TTM)

ON:

$3.35B

DIOD:

$429.79M

EBITDA (TTM)

ON:

$2.71B

DIOD:

$204.47M

Returns By Period

The year-to-date returns for both stocks are quite close, with ON having a -22.42% return and DIOD slightly lower at -22.63%. Over the past 10 years, ON has outperformed DIOD with an annualized return of 20.34%, while DIOD has yielded a comparatively lower 8.59% annualized return.


ON

YTD

-22.42%

1M

-2.78%

6M

-4.18%

1Y

-20.17%

5Y*

21.91%

10Y*

20.34%

DIOD

YTD

-22.63%

1M

13.89%

6M

-13.50%

1Y

-20.43%

5Y*

3.41%

10Y*

8.59%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ON vs. DIOD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ON Semiconductor Corporation (ON) and Diodes Incorporated (DIOD). 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 -0.51, compared to the broader market-4.00-2.000.002.00-0.51-0.48
The chart of Sortino ratio for ON, currently valued at -0.51, compared to the broader market-4.00-2.000.002.004.00-0.51-0.45
The chart of Omega ratio for ON, currently valued at 0.94, compared to the broader market0.501.001.502.000.940.95
The chart of Calmar ratio for ON, currently valued at -0.54, compared to the broader market0.002.004.006.00-0.54-0.40
The chart of Martin ratio for ON, currently valued at -1.47, compared to the broader market0.0010.0020.00-1.47-1.06
ON
DIOD

The current ON Sharpe Ratio is -0.51, which is comparable to the DIOD Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of ON and DIOD, 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-0.80-0.60-0.40-0.200.000.20JulyAugustSeptemberOctoberNovemberDecember
-0.51
-0.48
ON
DIOD

Dividends

ON vs. DIOD - Dividend Comparison

Neither ON nor DIOD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ON vs. DIOD - Drawdown Comparison

The maximum ON drawdown since its inception was -96.36%, which is greater than DIOD's maximum drawdown of -90.09%. Use the drawdown chart below to compare losses from any high point for ON and DIOD. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-40.05%
-44.58%
ON
DIOD

Volatility

ON vs. DIOD - Volatility Comparison

The current volatility for ON Semiconductor Corporation (ON) is 12.54%, while Diodes Incorporated (DIOD) has a volatility of 14.86%. This indicates that ON experiences smaller price fluctuations and is considered to be less risky than DIOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.54%
14.86%
ON
DIOD

Financials

ON vs. DIOD - Financials Comparison

This section allows you to compare key financial metrics between ON Semiconductor Corporation and Diodes Incorporated. 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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