ON vs. STMPA.PA
ON (ON Semiconductor Corporation) and STMPA.PA (STMicroelectronics N.V.) are both stocks. Both operate in the Semiconductors industry within the Technology sector. Over the past 10 years, ON returned 28.16%/yr vs 31.99%/yr for STMPA.PA. At a 0.45 correlation, their price movements are largely independent.
Performance
ON vs. STMPA.PA - Performance Comparison
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Different Trading Currencies
ON is traded in USD, while STMPA.PA is traded in EUR. To make them comparable, the STMPA.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ON achieves a 115.68% return, which is significantly lower than STMPA.PA's 198.18% return. Over the past 10 years, ON has underperformed STMPA.PA with an annualized return of 28.16%, while STMPA.PA has yielded a comparatively higher 31.99% annualized return.
ON
- 1D
- 0.72%
- 1M
- 0.93%
- YTD
- 115.68%
- 6M
- 112.50%
- 1Y
- 120.44%
- 3Y*
- 8.02%
- 5Y*
- 25.32%
- 10Y*
- 28.16%
STMPA.PA
- 1D
- 4.36%
- 1M
- 27.82%
- YTD
- 198.18%
- 6M
- 200.28%
- 1Y
- 165.22%
- 3Y*
- 17.94%
- 5Y*
- 16.57%
- 10Y*
- 31.99%
ON vs. STMPA.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ON ON Semiconductor Corporation | 115.68% | -14.12% | -24.52% | 33.93% | -8.17% | 107.52% | 34.25% | 47.67% | -21.16% | 64.11% |
STMPA.PA STMicroelectronics N.V. | 198.18% | 6.23% | -49.12% | 42.20% | -28.03% | 34.31% | 38.63% | 90.85% | -33.63% | 95.69% |
Correlation
The correlation between ON and STMPA.PA is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2007 | 0.45 |
The correlation between ON and STMPA.PA shifts across timeframes, from 0.45 (all time) to 0.60 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ON vs. STMPA.PA — Risk / Return Rank
ON
STMPA.PA
ON vs. STMPA.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ON Semiconductor Corporation (ON) and STMicroelectronics N.V. (STMPA.PA). 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.
| ON | STMPA.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.50 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.31 | 4.69 | -0.38 |
| Martin ratioReturn relative to average drawdown | 8.63 | 10.39 | -1.76 |
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Drawdowns
ON vs. STMPA.PA - Drawdown Comparison
The maximum ON drawdown since its inception was -96.34%, which is greater than STMPA.PA's maximum drawdown of -79.51%. Use the drawdown chart below to compare losses from any high point for ON and STMPA.PA.
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Drawdown Indicators
| ON | STMPA.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.34% | -79.51% | -16.83% |
Max Drawdown (1Y)Largest decline over 1 year | -28.10% | -34.61% | +6.51% |
Max Drawdown (3Y)Largest decline over 3 years | -70.44% | -66.49% | -3.95% |
Max Drawdown (5Y)Largest decline over 5 years | -70.44% | -66.49% | -3.95% |
Max Drawdown (10Y)Largest decline over 10 years | -70.44% | -66.49% | -3.95% |
Current DrawdownCurrent decline from peak | -12.80% | -1.35% | -11.45% |
Average DrawdownAverage peak-to-trough decline | -53.91% | -34.11% | -19.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.01% | 15.70% | -1.69% |
Volatility
ON vs. STMPA.PA - Volatility Comparison
ON Semiconductor Corporation (ON) and STMicroelectronics N.V. (STMPA.PA) have volatilities of 22.04% and 21.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ON | STMPA.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.04% | 21.83% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 40.05% | 38.39% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.10% | 50.81% | +3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.32% | 41.73% | +11.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.10% | 41.41% | +9.69% |
Dividends
ON vs. STMPA.PA - Dividend Comparison
ON has not paid dividends to shareholders, while STMPA.PA's dividend yield for the trailing twelve months is around 0.45%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
STMPA.PA STMicroelectronics N.V. | 0.45% | 1.36% | 1.28% | 0.49% | 0.71% | 0.51% | 0.61% | 1.00% | 1.92% | 1.30% | 2.60% | 6.47% |
Financials
ON vs. STMPA.PA - Financials Comparison
This section allows you to compare key financial metrics between ON Semiconductor Corporation and STMicroelectronics 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
Frequently Asked Questions
ON and STMPA.PA have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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