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

Correlation

The correlation between ON and NXPI is 0.68, 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.


-0.50.00.51.00.7

Performance

ON vs. NXPI - Performance Comparison

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

-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-29.06%
-24.20%
ON
NXPI

Key characteristics

Sharpe Ratio

ON:

-0.58

NXPI:

0.06

Sortino Ratio

ON:

-0.63

NXPI:

0.32

Omega Ratio

ON:

0.93

NXPI:

1.04

Calmar Ratio

ON:

-0.54

NXPI:

0.07

Martin Ratio

ON:

-1.84

NXPI:

0.14

Ulcer Index

ON:

14.95%

NXPI:

14.72%

Daily Std Dev

ON:

47.20%

NXPI:

35.10%

Max Drawdown

ON:

-96.36%

NXPI:

-59.98%

Current Drawdown

ON:

-50.49%

NXPI:

-27.20%

Fundamentals

Market Cap

ON:

$23.52B

NXPI:

$54.28B

EPS

ON:

$4.03

NXPI:

$10.61

PE Ratio

ON:

13.70

NXPI:

20.13

PEG Ratio

ON:

1.61

NXPI:

1.18

Total Revenue (TTM)

ON:

$5.36B

NXPI:

$9.50B

Gross Profit (TTM)

ON:

$2.41B

NXPI:

$5.33B

EBITDA (TTM)

ON:

$1.93B

NXPI:

$3.53B

Returns By Period

In the year-to-date period, ON achieves a -15.13% return, which is significantly lower than NXPI's 1.40% return. Over the past 10 years, ON has outperformed NXPI with an annualized return of 18.49%, while NXPI has yielded a comparatively lower 11.54% annualized return.


ON

YTD

-15.13%

1M

-21.01%

6M

-29.06%

1Y

-25.96%

5Y*

16.50%

10Y*

18.49%

NXPI

YTD

1.40%

1M

-3.77%

6M

-24.20%

1Y

3.84%

5Y*

11.25%

10Y*

11.54%

*Annualized

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. NXPI — 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 1414
Overall Rank
The Sharpe Ratio Rank of ON is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of ON is 1818
Sortino Ratio Rank
The Omega Ratio Rank of ON is 1919
Omega Ratio Rank
The Calmar Ratio Rank of ON is 1515
Calmar Ratio Rank
The Martin Ratio Rank of ON is 11
Martin Ratio Rank

NXPI
The Risk-Adjusted Performance Rank of NXPI is 4646
Overall Rank
The Sharpe Ratio Rank of NXPI is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of NXPI is 4242
Sortino Ratio Rank
The Omega Ratio Rank of NXPI is 4141
Omega Ratio Rank
The Calmar Ratio Rank of NXPI is 5050
Calmar Ratio Rank
The Martin Ratio Rank of NXPI is 4848
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. 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.


Sharpe ratio
The chart of Sharpe ratio for ON, currently valued at -0.58, compared to the broader market-2.000.002.00-0.580.06
The chart of Sortino ratio for ON, currently valued at -0.63, compared to the broader market-4.00-2.000.002.004.00-0.630.32
The chart of Omega ratio for ON, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.04
The chart of Calmar ratio for ON, currently valued at -0.54, compared to the broader market0.002.004.006.00-0.540.07
The chart of Martin ratio for ON, currently valued at -1.84, compared to the broader market-10.000.0010.0020.0030.00-1.840.14
ON
NXPI

The current ON Sharpe Ratio is -0.58, which is lower than the NXPI Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of ON and NXPI, 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-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.58
0.06
ON
NXPI

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 1.92%.


TTM2024202320222021202020192018
ON
ON Semiconductor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NXPI
NXP Semiconductors N.V.
1.92%1.95%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-50.49%
-27.20%
ON
NXPI

Volatility

ON vs. NXPI - Volatility Comparison

ON Semiconductor Corporation (ON) has a higher volatility of 14.22% compared to NXP Semiconductors N.V. (NXPI) at 7.37%. This indicates that ON's price experiences larger fluctuations and is considered to be riskier than NXPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
14.22%
7.37%
ON
NXPI

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.


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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