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

Correlation

The correlation between ON and NVDA is 0.55, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

ON vs. NVDA - Performance Comparison

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

0.00%20,000.00%40,000.00%60,000.00%80,000.00%NovemberDecember2025FebruaryMarchApril
82.15%
62,395.60%
ON
NVDA

Key characteristics

Sharpe Ratio

ON:

-0.60

NVDA:

0.56

Sortino Ratio

ON:

-0.65

NVDA:

1.14

Omega Ratio

ON:

0.92

NVDA:

1.14

Calmar Ratio

ON:

-0.48

NVDA:

0.92

Martin Ratio

ON:

-1.41

NVDA:

2.42

Ulcer Index

ON:

24.22%

NVDA:

13.98%

Daily Std Dev

ON:

57.05%

NVDA:

60.06%

Max Drawdown

ON:

-96.36%

NVDA:

-89.73%

Current Drawdown

ON:

-63.03%

NVDA:

-28.77%

Fundamentals

Market Cap

ON:

$15.46B

NVDA:

$2.51T

EPS

ON:

$3.75

NVDA:

$2.94

PE Ratio

ON:

9.77

NVDA:

34.94

PEG Ratio

ON:

1.33

NVDA:

1.45

PS Ratio

ON:

2.18

NVDA:

19.20

PB Ratio

ON:

1.76

NVDA:

31.59

Total Revenue (TTM)

ON:

$5.22B

NVDA:

$130.50B

Gross Profit (TTM)

ON:

$2.35B

NVDA:

$97.86B

EBITDA (TTM)

ON:

$1.88B

NVDA:

$86.14B

Returns By Period

In the year-to-date period, ON achieves a -36.62% return, which is significantly lower than NVDA's -20.74% return. Over the past 10 years, ON has underperformed NVDA with an annualized return of 13.21%, while NVDA has yielded a comparatively higher 69.99% annualized return.


ON

YTD

-36.62%

1M

-11.81%

6M

-42.98%

1Y

-39.02%

5Y*

22.29%

10Y*

13.21%

NVDA

YTD

-20.74%

1M

-11.82%

6M

-24.19%

1Y

33.61%

5Y*

71.60%

10Y*

69.99%

*Annualized

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Risk-Adjusted Performance

ON vs. NVDA — 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 1919
Overall Rank
The Sharpe Ratio Rank of ON is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of ON is 2121
Sortino Ratio Rank
The Omega Ratio Rank of ON is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ON is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ON is 1212
Martin Ratio Rank

NVDA
The Risk-Adjusted Performance Rank of NVDA is 7474
Overall Rank
The Sharpe Ratio Rank of NVDA is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDA is 7070
Sortino Ratio Rank
The Omega Ratio Rank of NVDA is 6868
Omega Ratio Rank
The Calmar Ratio Rank of NVDA is 8383
Calmar Ratio Rank
The Martin Ratio Rank of NVDA is 7676
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. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ON Semiconductor Corporation (ON) and NVIDIA Corporation (NVDA). 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.


The chart of Sharpe ratio for ON, currently valued at -0.60, compared to the broader market-2.00-1.000.001.002.003.00
ON: -0.60
NVDA: 0.56
The chart of Sortino ratio for ON, currently valued at -0.65, compared to the broader market-6.00-4.00-2.000.002.004.00
ON: -0.65
NVDA: 1.14
The chart of Omega ratio for ON, currently valued at 0.92, compared to the broader market0.501.001.502.00
ON: 0.92
NVDA: 1.14
The chart of Calmar ratio for ON, currently valued at -0.48, compared to the broader market0.001.002.003.004.005.00
ON: -0.48
NVDA: 0.92
The chart of Martin ratio for ON, currently valued at -1.41, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ON: -1.41
NVDA: 2.42

The current ON Sharpe Ratio is -0.60, which is lower than the NVDA Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ON and NVDA, 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-1.000.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
-0.60
0.56
ON
NVDA

Dividends

ON vs. NVDA - Dividend Comparison

ON has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.03%.


TTM20242023202220212020201920182017201620152014
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%
NVDA
NVIDIA Corporation
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%

Drawdowns

ON vs. NVDA - Drawdown Comparison

The maximum ON drawdown since its inception was -96.36%, which is greater than NVDA's maximum drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for ON and NVDA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-63.03%
-28.77%
ON
NVDA

Volatility

ON vs. NVDA - Volatility Comparison

ON Semiconductor Corporation (ON) has a higher volatility of 33.02% compared to NVIDIA Corporation (NVDA) at 25.75%. This indicates that ON's price experiences larger fluctuations and is considered to be riskier than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
33.02%
25.75%
ON
NVDA

Financials

ON vs. NVDA - Financials Comparison

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