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

Key characteristics


ONMAR
YTD Return-26.16%6.29%
1Y Return-17.07%38.62%
3Y Return (Ann)13.21%18.04%
5Y Return (Ann)22.50%12.80%
10Y Return (Ann)20.68%16.56%
Sharpe Ratio-0.361.71
Daily Std Dev45.69%22.55%
Max Drawdown-96.36%-88.22%
Current Drawdown-42.94%-7.29%

Fundamentals


ONMAR
Market Cap$26.10B$68.03B
EPS$4.89$10.17
PE Ratio12.4223.21
PEG Ratio1.292.53
Revenue (TTM)$8.25B$6.30B
Gross Profit (TTM)$4.08B$4.28B
EBITDA (TTM)$3.22B$4.27B

Correlation

-0.50.00.51.00.4

The correlation between ON and MAR is 0.41, 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. MAR - Performance Comparison

In the year-to-date period, ON achieves a -26.16% return, which is significantly lower than MAR's 6.29% return. Over the past 10 years, ON has outperformed MAR with an annualized return of 20.68%, while MAR has yielded a comparatively lower 16.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
-24.00%
27.52%
ON
MAR

Compare stocks, funds, or ETFs

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ON Semiconductor Corporation

Marriott International, Inc.

Risk-Adjusted Performance

ON vs. MAR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ON Semiconductor Corporation (ON) and Marriott International, Inc. (MAR). 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 -0.36, compared to the broader market-2.00-1.000.001.002.003.00-0.36
Sortino ratio
The chart of Sortino ratio for ON, currently valued at -0.21, compared to the broader market-4.00-2.000.002.004.006.00-0.21
Omega ratio
The chart of Omega ratio for ON, currently valued at 0.97, compared to the broader market0.501.001.500.97
Calmar ratio
The chart of Calmar ratio for ON, currently valued at -0.37, compared to the broader market0.001.002.003.004.005.00-0.37
Martin ratio
The chart of Martin ratio for ON, currently valued at -0.71, compared to the broader market0.0010.0020.0030.00-0.71
MAR
Sharpe ratio
The chart of Sharpe ratio for MAR, currently valued at 1.71, compared to the broader market-2.00-1.000.001.002.003.001.71
Sortino ratio
The chart of Sortino ratio for MAR, currently valued at 2.35, compared to the broader market-4.00-2.000.002.004.006.002.35
Omega ratio
The chart of Omega ratio for MAR, currently valued at 1.30, compared to the broader market0.501.001.501.30
Calmar ratio
The chart of Calmar ratio for MAR, currently valued at 3.09, compared to the broader market0.001.002.003.004.005.003.09
Martin ratio
The chart of Martin ratio for MAR, currently valued at 10.39, compared to the broader market0.0010.0020.0030.0010.39

ON vs. MAR - Sharpe Ratio Comparison

The current ON Sharpe Ratio is -0.36, which is lower than the MAR Sharpe Ratio of 1.71. The chart below compares the 12-month rolling Sharpe Ratio of ON and MAR.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
-0.36
1.71
ON
MAR

Dividends

ON vs. MAR - Dividend Comparison

ON has not paid dividends to shareholders, while MAR's dividend yield for the trailing twelve months is around 0.87%.


TTM20232022202120202019201820172016201520142013
ON
ON Semiconductor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MAR
Marriott International, Inc.
0.87%0.87%0.67%0.00%0.36%1.22%1.44%0.95%1.39%1.42%0.99%1.30%

Drawdowns

ON vs. MAR - Drawdown Comparison

The maximum ON drawdown since its inception was -96.36%, which is greater than MAR's maximum drawdown of -88.22%. Use the drawdown chart below to compare losses from any high point for ON and MAR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-42.94%
-7.29%
ON
MAR

Volatility

ON vs. MAR - Volatility Comparison

ON Semiconductor Corporation (ON) has a higher volatility of 10.94% compared to Marriott International, Inc. (MAR) at 5.88%. This indicates that ON's price experiences larger fluctuations and is considered to be riskier than MAR 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%NovemberDecember2024FebruaryMarchApril
10.94%
5.88%
ON
MAR

Financials

ON vs. MAR - Financials Comparison

This section allows you to compare key financial metrics between ON Semiconductor Corporation and Marriott International, 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