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

Performance

ON vs. SMTOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ON Semiconductor Corporation (ON) and Sumitomo Electric Industries Ltd ADR (SMTOY). 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 123.27% return, which is significantly higher than SMTOY's 103.06% return. Over the past 10 years, ON has outperformed SMTOY with an annualized return of 28.56%, while SMTOY has yielded a comparatively lower 19.96% 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%

SMTOY

1D
7.33%
1M
9.92%
YTD
103.06%
6M
82.74%
1Y
290.27%
3Y*
90.90%
5Y*
39.64%
10Y*
19.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ON vs. SMTOY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ON
ON Semiconductor Corporation
123.27%-14.12%-24.52%33.93%-8.17%107.52%34.25%47.67%-21.16%64.11%
SMTOY
Sumitomo Electric Industries Ltd ADR
103.06%131.61%41.93%12.95%-13.35%-1.73%-11.45%14.66%-20.89%16.55%

Correlation

The correlation between ON and SMTOY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.28

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

0.28

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

0.21

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2007

0.16

The correlation between ON and SMTOY shifts across timeframes, from 0.16 (all time) to 0.28 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ON:

$47.65B

SMTOY:

$63.16B

EPS

ON:

$1.42

SMTOY:

$481.54

PE Ratio

ON:

85.31

SMTOY:

0.17

PS Ratio

ON:

8.07

SMTOY:

0.01

PB Ratio

ON:

6.53

SMTOY:

0.02

Total Revenue (TTM)

ON:

$6.06B

SMTOY:

$5.18T

Gross Profit (TTM)

ON:

$2.26B

SMTOY:

$1.05T

EBITDA (TTM)

ON:

$1.21B

SMTOY:

$657.37B

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Return for Risk

ON vs. SMTOY — Risk / Return Rank

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

ON
ON Risk / Return Rank: 9090
Overall Rank
ON Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ON Sortino Ratio Rank: 8989
Sortino Ratio Rank
ON Omega Ratio Rank: 8989
Omega Ratio Rank
ON Calmar Ratio Rank: 9292
Calmar Ratio Rank
ON Martin Ratio Rank: 8888
Martin Ratio Rank

SMTOY
SMTOY Risk / Return Rank: 9898
Overall Rank
SMTOY Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SMTOY Sortino Ratio Rank: 9696
Sortino Ratio Rank
SMTOY Omega Ratio Rank: 9595
Omega Ratio Rank
SMTOY Calmar Ratio Rank: 9898
Calmar Ratio Rank
SMTOY Martin Ratio Rank: 9999
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. SMTOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ON Semiconductor Corporation (ON) and Sumitomo Electric Industries Ltd ADR (SMTOY). 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.


ONSMTOYDifference
Sharpe ratioReturn per unit of total volatility

-2.47

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.40

1.58

-0.18

Calmar ratioReturn relative to maximum drawdown

5.05

12.42

-7.37

Martin ratioReturn relative to average drawdown

10.18

42.19

-32.01

ON vs. SMTOY - Sharpe Ratio Comparison

The current ON Sharpe Ratio is 2.64, which is lower than the SMTOY Sharpe Ratio of 5.10. The chart below compares the historical Sharpe Ratios of ON and SMTOY, 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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Sharpe Ratios by Period


ONSMTOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

5.10

-2.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

1.00

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.56

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

-0.08

+0.18

Drawdowns

ON vs. SMTOY - Drawdown Comparison

The maximum ON drawdown since its inception was -96.22%, roughly equal to the maximum SMTOY drawdown of -94.82%. Use the drawdown chart below to compare losses from any high point for ON and SMTOY.


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Drawdown Indicators


ONSMTOYDifference

Max Drawdown

Largest peak-to-trough decline

-96.22%

-94.82%

-1.40%

Max Drawdown (1Y)

Largest decline over 1 year

-28.10%

-23.54%

-4.56%

Max Drawdown (3Y)

Largest decline over 3 years

-70.44%

-38.52%

-31.92%

Max Drawdown (5Y)

Largest decline over 5 years

-70.44%

-38.52%

-31.92%

Max Drawdown (10Y)

Largest decline over 10 years

-70.44%

-52.67%

-17.77%

Current Drawdown

Current decline from peak

-9.73%

-46.99%

+37.26%

Average Drawdown

Average peak-to-trough decline

-53.21%

-64.88%

+11.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.90%

6.92%

+6.98%

Volatility

ON vs. SMTOY - Volatility Comparison

The current volatility for ON Semiconductor Corporation (ON) is 23.24%, while Sumitomo Electric Industries Ltd ADR (SMTOY) has a volatility of 26.18%. This indicates that ON experiences smaller price fluctuations and is considered to be less risky than SMTOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ONSMTOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.24%

26.18%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

39.22%

50.00%

-10.78%

Volatility (1Y)

Calculated over the trailing 1-year period

53.86%

57.40%

-3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.20%

39.85%

+13.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.05%

35.83%

+15.22%

Dividends

ON vs. SMTOY - Dividend Comparison

Neither ON nor SMTOY 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%
SMTOY
Sumitomo Electric Industries Ltd ADR
0.00%1.06%1.35%1.37%0.00%0.00%0.00%0.00%0.00%1.23%2.26%

Financials

ON vs. SMTOY - Financials Comparison

This section allows you to compare key financial metrics between ON Semiconductor Corporation and Sumitomo Electric Industries 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


0.00500.00B1.00T1.50T20222023202420252026
1.51B
1.45T
(ON) Total Revenue
(SMTOY) Total Revenue
Values in USD except per share items

ON vs. SMTOY - Profitability Comparison

The chart below illustrates the profitability comparison between ON Semiconductor Corporation and Sumitomo Electric Industries Ltd ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20222023202420252026
38.5%
22.0%
Portfolio components
ON - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ON Semiconductor Corporation reported a gross profit of 583.10M and revenue of 1.51B. Therefore, the gross margin over that period was 38.5%.

SMTOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sumitomo Electric Industries Ltd ADR reported a gross profit of 318.17B and revenue of 1.45T. Therefore, the gross margin over that period was 22.0%.

ON - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ON Semiconductor Corporation reported an operating income of -53.40M and revenue of 1.51B, resulting in an operating margin of -3.5%.

SMTOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sumitomo Electric Industries Ltd ADR reported an operating income of 149.83B and revenue of 1.45T, resulting in an operating margin of 10.3%.

ON - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ON Semiconductor Corporation reported a net income of -33.40M and revenue of 1.51B, resulting in a net margin of -2.2%.

SMTOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sumitomo Electric Industries Ltd ADR reported a net income of 195.83B and revenue of 1.45T, resulting in a net margin of 13.5%.


Frequently Asked Questions


ON and SMTOY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMTOY has higher volatility (26.18%) compared to ON (23.24%). In terms of maximum drawdown, ON dropped -96.22% vs SMTOY's -94.82%.

SMTOY currently has the higher Sharpe Ratio (5.10 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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