ON vs. ROHCY
ON (ON Semiconductor Corporation) and ROHCY (Rohm Co Ltd ADR) are both stocks. Both operate in the Semiconductors industry within the Technology sector. Over the past 10 years, ON returned 28.56%/yr vs 12.17%/yr for ROHCY. At a 0.28 correlation, their price movements are largely independent.
Performance
ON vs. ROHCY - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ON having a 123.27% return and ROHCY slightly higher at 125.34%. Over the past 10 years, ON has outperformed ROHCY with an annualized return of 28.56%, while ROHCY has yielded a comparatively lower 12.17% annualized return.
ON
- 1D
- 3.10%
- 1M
- 17.15%
- YTD
- 123.27%
- 6M
- 114.44%
- 1Y
- 140.98%
- 3Y*
- 10.74%
- 5Y*
- 26.56%
- 10Y*
- 28.56%
ROHCY
- 1D
- 1.26%
- 1M
- 27.94%
- YTD
- 125.34%
- 6M
- 127.50%
- 1Y
- 182.32%
- 3Y*
- 13.45%
- 5Y*
- 6.81%
- 10Y*
- 12.17%
ON vs. ROHCY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ON ON Semiconductor Corporation | 123.27% | -14.12% | -24.52% | 33.93% | -8.17% | 107.52% | 34.25% | 47.67% | -21.16% | 64.11% |
ROHCY Rohm Co Ltd ADR | 125.34% | 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 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2008 | 0.28 |
The correlation between ON and ROHCY shifts across timeframes, from 0.17 (1 year) to 0.33 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ON:
$47.65B
ROHCY:
$12.39B
ON:
$1.42
ROHCY:
-$370.50
ON:
8.07
ROHCY:
0.03
ON:
6.53
ROHCY:
0.02
ON:
$6.06B
ROHCY:
$485.46B
ON:
$2.26B
ROHCY:
$116.26B
ON:
$1.21B
ROHCY:
$57.21B
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Return for Risk
ON vs. ROHCY — Risk / Return Rank
ON
ROHCY
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.
| ON | ROHCY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.57 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 5.05 | 7.96 | -2.91 |
| Martin ratioReturn relative to average drawdown | 10.18 | 22.36 | -12.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ON | ROHCY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.64 | 3.11 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.16 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.30 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.16 | -0.06 |
Drawdowns
ON vs. ROHCY - Drawdown Comparison
The maximum ON drawdown since its inception was -96.22%, 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
| ON | ROHCY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.22% | -73.15% | -23.07% |
Max Drawdown (1Y)Largest decline over 1 year | -28.10% | -23.05% | -5.05% |
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 DrawdownCurrent decline from peak | -9.73% | -6.41% | -3.32% |
Average DrawdownAverage peak-to-trough decline | -53.21% | -31.60% | -21.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.90% | 8.19% | +5.71% |
Volatility
ON vs. ROHCY - Volatility Comparison
The current volatility for ON Semiconductor Corporation (ON) is 23.24%, while Rohm Co Ltd ADR (ROHCY) has a volatility of 30.41%. This indicates that ON experiences smaller price fluctuations and is considered to be less risky 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
| ON | ROHCY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.24% | 30.41% | -7.17% |
Volatility (6M)Calculated over the trailing 6-month period | 39.22% | 47.63% | -8.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.86% | 59.06% | -5.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.20% | 43.78% | +9.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.05% | 41.23% | +9.82% |
Dividends
ON vs. ROHCY - Dividend Comparison
Neither ON nor ROHCY has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ON and ROHCY have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROHCY has higher volatility (30.41%) compared to ON (23.24%). In terms of maximum drawdown, ON dropped -96.22% vs ROHCY's -73.15%.
ROHCY currently has the higher Sharpe Ratio (3.11 vs 2.64), 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.
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