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ONON vs. CROX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ONON and CROX is 0.55, 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.


-0.50.00.51.00.5

Performance

ONON vs. CROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in On Holding AG (ONON) and Crocs, Inc. (CROX). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
63.26%
-27.21%
ONON
CROX

Key characteristics

Sharpe Ratio

ONON:

2.13

CROX:

0.23

Sortino Ratio

ONON:

3.04

CROX:

0.70

Omega Ratio

ONON:

1.35

CROX:

1.09

Calmar Ratio

ONON:

1.91

CROX:

0.21

Martin Ratio

ONON:

14.15

CROX:

0.66

Ulcer Index

ONON:

6.66%

CROX:

16.42%

Daily Std Dev

ONON:

44.27%

CROX:

47.18%

Max Drawdown

ONON:

-68.90%

CROX:

-98.74%

Current Drawdown

ONON:

-4.03%

CROX:

-38.05%

Fundamentals

Market Cap

ONON:

$18.31B

CROX:

$6.50B

EPS

ONON:

$0.44

CROX:

$13.77

PE Ratio

ONON:

128.73

CROX:

8.10

Total Revenue (TTM)

ONON:

$2.15B

CROX:

$4.07B

Gross Profit (TTM)

ONON:

$1.30B

CROX:

$2.37B

EBITDA (TTM)

ONON:

$239.80M

CROX:

$1.10B

Returns By Period

In the year-to-date period, ONON achieves a 111.87% return, which is significantly higher than CROX's 19.75% return.


ONON

YTD

111.87%

1M

6.33%

6M

43.86%

1Y

96.29%

5Y*

N/A

10Y*

N/A

CROX

YTD

19.75%

1M

13.46%

6M

-27.71%

1Y

9.31%

5Y*

22.69%

10Y*

24.73%

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Risk-Adjusted Performance

ONON vs. CROX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for On Holding AG (ONON) and Crocs, Inc. (CROX). 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 ONON, currently valued at 2.13, compared to the broader market-4.00-2.000.002.002.130.23
The chart of Sortino ratio for ONON, currently valued at 3.04, compared to the broader market-4.00-2.000.002.004.003.040.70
The chart of Omega ratio for ONON, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.09
The chart of Calmar ratio for ONON, currently valued at 1.91, compared to the broader market0.002.004.006.001.910.21
The chart of Martin ratio for ONON, currently valued at 14.15, compared to the broader market-5.000.005.0010.0015.0020.0025.0014.150.66
ONON
CROX

The current ONON Sharpe Ratio is 2.13, which is higher than the CROX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of ONON and CROX, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
2.13
0.23
ONON
CROX

Dividends

ONON vs. CROX - Dividend Comparison

Neither ONON nor CROX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ONON vs. CROX - Drawdown Comparison

The maximum ONON drawdown since its inception was -68.90%, smaller than the maximum CROX drawdown of -98.74%. Use the drawdown chart below to compare losses from any high point for ONON and CROX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.03%
-38.05%
ONON
CROX

Volatility

ONON vs. CROX - Volatility Comparison

The current volatility for On Holding AG (ONON) is 11.50%, while Crocs, Inc. (CROX) has a volatility of 12.24%. This indicates that ONON experiences smaller price fluctuations and is considered to be less risky than CROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.50%
12.24%
ONON
CROX

Financials

ONON vs. CROX - Financials Comparison

This section allows you to compare key financial metrics between On Holding AG and Crocs, Inc.. 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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