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ON vs. ROHCY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ON vs. ROHCY - Performance Comparison

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

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Returns By Period

In the year-to-date period, ON achieves a 63.56% return, which is significantly lower than ROHCY's 132.08% return. Over the past 10 years, ON has outperformed ROHCY with an annualized return of 26.00%, while ROHCY has yielded a comparatively lower 13.45% annualized return.


ON

1D
-2.29%
1M
-26.57%
YTD
63.56%
6M
63.96%
1Y
67.33%
3Y*
-2.16%
5Y*
18.27%
10Y*
26.00%

ROHCY

1D
0.00%
1M
-3.05%
YTD
132.08%
6M
132.08%
1Y
159.70%
3Y*
12.97%
5Y*
8.13%
10Y*
13.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ON vs. ROHCY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ON
ON Semiconductor Corporation
63.56%-14.12%-24.52%33.93%-8.17%107.52%34.25%47.67%-21.16%64.11%
ROHCY
Rohm Co Ltd ADR
132.08%56.57%-49.11%3.36%-20.60%-9.16%25.79%22.73%-41.72%92.89%

Correlation

The correlation between ON and ROHCY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2008

0.28

The correlation between ON and ROHCY shifts across timeframes, from 0.22 (1 year) to 0.34 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ON:

$34.91B

ROHCY:

$12.76B

EPS

ON:

$1.42

ROHCY:

-¥375.34

PS Ratio

ON:

5.91

ROHCY:

4.75

PB Ratio

ON:

4.78

ROHCY:

2.72

Total Revenue (TTM)

ON:

$6.06B

ROHCY:

¥485.46B

Gross Profit (TTM)

ON:

$2.26B

ROHCY:

¥116.26B

EBITDA (TTM)

ON:

$1.21B

ROHCY:

¥57.21B

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Return for Risk

ON vs. ROHCY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ON
ON Risk / Return Rank: 7575
Overall Rank
ON Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ON Sortino Ratio Rank: 7070
Sortino Ratio Rank
ON Omega Ratio Rank: 7474
Omega Ratio Rank
ON Calmar Ratio Rank: 7777
Calmar Ratio Rank
ON Martin Ratio Rank: 7676
Martin Ratio Rank

ROHCY
ROHCY Risk / Return Rank: 9595
Overall Rank
ROHCY Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ROHCY Sortino Ratio Rank: 9393
Sortino Ratio Rank
ROHCY Omega Ratio Rank: 9595
Omega Ratio Rank
ROHCY Calmar Ratio Rank: 9696
Calmar Ratio Rank
ROHCY Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ON vs. ROHCY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ON Semiconductor Corporation (ON) and Rohm Co Ltd ADR (ROHCY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ONROHCYDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-1.75

Omega ratioGain probability vs. loss probability

1.24

1.50

-0.27

Calmar ratioReturn relative to maximum drawdown

2.00

6.97

-4.97

Martin ratioReturn relative to average drawdown

4.68

19.08

-14.40

ON vs. ROHCY - Sharpe Ratio Comparison

The current ON Sharpe Ratio is 1.09, which is lower than the ROHCY Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of ON and ROHCY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ON vs. ROHCY - Drawdown Comparison

The maximum ON drawdown since its inception was -96.34%, which is greater than ROHCY's maximum drawdown of -73.15%. Use the drawdown chart below to compare losses from any high point for ON and ROHCY.


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Drawdown Indicators


ONROHCYDifference

Max Drawdown

Largest peak-to-trough decline

-96.34%

-73.15%

-23.19%

Max Drawdown (1Y)

Largest decline over 1 year

-33.87%

-23.05%

-10.82%

Max Drawdown (3Y)

Largest decline over 3 years

-70.44%

-68.72%

-1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-70.44%

-70.45%

+0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-70.44%

-73.15%

+2.71%

Current Drawdown

Current decline from peak

-33.87%

-6.48%

-27.39%

Average Drawdown

Average peak-to-trough decline

-53.85%

-31.51%

-22.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.45%

8.41%

+6.04%

Volatility

ON vs. ROHCY - Volatility Comparison

ON Semiconductor Corporation (ON) has a higher volatility of 37.54% compared to Rohm Co Ltd ADR (ROHCY) at 23.76%. This indicates that ON's price experiences larger fluctuations and is considered to be riskier than ROHCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ONROHCYDifference

Volatility (1M)

Calculated over the trailing 1-month period

37.54%

23.76%

+13.78%

Volatility (6M)

Calculated over the trailing 6-month period

52.22%

50.89%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

61.95%

61.25%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.04%

44.56%

+10.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.84%

41.57%

+10.27%

Dividends

ON vs. ROHCY - Dividend Comparison

Neither ON nor ROHCY has paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
ROHCY
Rohm Co Ltd ADR
0.00%1.21%1.80%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.87%

Financials

ON vs. ROHCY - Financials Comparison

This section allows you to compare key financial metrics between ON Semiconductor Corporation and Rohm Co Ltd ADR. 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


0.0020.00B40.00B60.00B80.00B100.00B120.00B140.00B20222023202420252026
1.51B
113.68B
(ON) Total Revenue
(ROHCY) Total Revenue
Please note, different currencies. ON values in USD, ROHCY values in JPY

Frequently Asked Questions


ON and ROHCY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ON has higher volatility (37.54%) compared to ROHCY (23.76%). In terms of maximum drawdown, ON dropped -96.34% vs ROHCY's -73.15%.

ROHCY currently has the higher Sharpe Ratio (2.63 vs 1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ON and ROHCY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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