ON vs. NXPI
Compare and contrast key facts about ON Semiconductor Corporation (ON) and NXP Semiconductors N.V. (NXPI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ON or NXPI.
Performance
ON vs. NXPI - Performance Comparison
Returns By Period
In the year-to-date period, ON achieves a -22.47% return, which is significantly lower than NXPI's -4.33% return. Over the past 10 years, ON has outperformed NXPI with an annualized return of 22.54%, while NXPI has yielded a comparatively lower 12.36% annualized return.
ON
-22.47%
-6.19%
-11.49%
-6.77%
24.38%
22.54%
NXPI
-4.33%
-6.74%
-18.28%
9.93%
14.92%
12.36%
Fundamentals
| ON | NXPI | |
|---|---|---|
| Market Cap | $29.98B | $57.13B |
| EPS | $4.03 | $10.47 |
| PE Ratio | 17.47 | 21.47 |
| PEG Ratio | 1.92 | 1.69 |
| Total Revenue (TTM) | $7.38B | $12.92B |
| Gross Profit (TTM) | $3.35B | $7.23B |
| EBITDA (TTM) | $2.74B | $4.37B |
Key characteristics
| ON | NXPI | |
|---|---|---|
| Sharpe Ratio | -0.19 | 0.28 |
| Sortino Ratio | 0.04 | 0.61 |
| Omega Ratio | 1.00 | 1.08 |
| Calmar Ratio | -0.20 | 0.40 |
| Martin Ratio | -0.58 | 0.90 |
| Ulcer Index | 15.40% | 11.09% |
| Daily Std Dev | 46.02% | 35.21% |
| Max Drawdown | -96.36% | -59.98% |
| Current Drawdown | -40.09% | -25.03% |
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Correlation
The correlation between ON and NXPI is 0.67, 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.
Risk-Adjusted Performance
ON vs. NXPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ON Semiconductor Corporation (ON) and NXP Semiconductors N.V. (NXPI). 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. NXPI - Dividend Comparison
ON has not paid dividends to shareholders, while NXPI's dividend yield for the trailing twelve months is around 1.87%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
ON ON Semiconductor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NXPI NXP Semiconductors N.V. | 1.87% | 1.77% | 2.14% | 0.99% | 0.94% | 0.98% | 0.68% |
Drawdowns
ON vs. NXPI - Drawdown Comparison
The maximum ON drawdown since its inception was -96.36%, which is greater than NXPI's maximum drawdown of -59.98%. Use the drawdown chart below to compare losses from any high point for ON and NXPI. For additional features, visit the drawdowns tool.
Volatility
ON vs. NXPI - Volatility Comparison
The current volatility for ON Semiconductor Corporation (ON) is 10.13%, while NXP Semiconductors N.V. (NXPI) has a volatility of 11.43%. This indicates that ON experiences smaller price fluctuations and is considered to be less risky than NXPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ON vs. NXPI - Financials Comparison
This section allows you to compare key financial metrics between ON Semiconductor Corporation and NXP Semiconductors N.V.. 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