PortfoliosLab logo
ONON vs. DECK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ONON and DECK 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.


-0.50.00.51.0
Correlation: 0.5

Performance

ONON vs. DECK - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
28.66%
50.18%
ONON
DECK

Key characteristics

Sharpe Ratio

ONON:

0.75

DECK:

-0.43

Sortino Ratio

ONON:

1.41

DECK:

-0.32

Omega Ratio

ONON:

1.17

DECK:

0.96

Calmar Ratio

ONON:

0.94

DECK:

-0.38

Martin Ratio

ONON:

2.75

DECK:

-0.91

Ulcer Index

ONON:

13.91%

DECK:

23.00%

Daily Std Dev

ONON:

50.86%

DECK:

48.98%

Max Drawdown

ONON:

-68.90%

DECK:

-94.36%

Current Drawdown

ONON:

-29.22%

DECK:

-51.06%

Fundamentals

Market Cap

ONON:

$14.50B

DECK:

$16.79B

EPS

ONON:

$0.89

DECK:

$6.16

PE Ratio

ONON:

50.60

DECK:

17.73

PS Ratio

ONON:

6.25

DECK:

3.41

PB Ratio

ONON:

8.70

DECK:

6.30

Total Revenue (TTM)

ONON:

$1.81B

DECK:

$3.96B

Gross Profit (TTM)

ONON:

$1.10B

DECK:

$2.29B

EBITDA (TTM)

ONON:

$255.60M

DECK:

$1.11B

Returns By Period

In the year-to-date period, ONON achieves a -17.78% return, which is significantly higher than DECK's -46.24% return.


ONON

YTD

-17.78%

1M

1.99%

6M

-11.10%

1Y

37.33%

5Y*

N/A

10Y*

N/A

DECK

YTD

-46.24%

1M

-2.12%

6M

-35.05%

1Y

-21.40%

5Y*

34.83%

10Y*

24.45%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ONON vs. DECK — Risk-Adjusted Performance Rank

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

ONON
The Risk-Adjusted Performance Rank of ONON is 7878
Overall Rank
The Sharpe Ratio Rank of ONON is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of ONON is 7777
Sortino Ratio Rank
The Omega Ratio Rank of ONON is 7373
Omega Ratio Rank
The Calmar Ratio Rank of ONON is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ONON is 7878
Martin Ratio Rank

DECK
The Risk-Adjusted Performance Rank of DECK is 2929
Overall Rank
The Sharpe Ratio Rank of DECK is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of DECK is 2929
Sortino Ratio Rank
The Omega Ratio Rank of DECK is 2929
Omega Ratio Rank
The Calmar Ratio Rank of DECK is 2828
Calmar Ratio Rank
The Martin Ratio Rank of DECK is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ONON vs. DECK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for On Holding AG (ONON) and Deckers Outdoor Corporation (DECK). 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.


The chart of Sharpe ratio for ONON, currently valued at 0.75, compared to the broader market-2.00-1.000.001.002.003.00
ONON: 0.75
DECK: -0.43
The chart of Sortino ratio for ONON, currently valued at 1.41, compared to the broader market-6.00-4.00-2.000.002.004.00
ONON: 1.41
DECK: -0.32
The chart of Omega ratio for ONON, currently valued at 1.17, compared to the broader market0.501.001.502.00
ONON: 1.17
DECK: 0.96
The chart of Calmar ratio for ONON, currently valued at 0.94, compared to the broader market0.001.002.003.004.005.00
ONON: 0.94
DECK: -0.38
The chart of Martin ratio for ONON, currently valued at 2.75, compared to the broader market-5.000.005.0010.0015.0020.00
ONON: 2.75
DECK: -0.91

The current ONON Sharpe Ratio is 0.75, which is higher than the DECK Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of ONON and DECK, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.75
-0.43
ONON
DECK

Dividends

ONON vs. DECK - Dividend Comparison

Neither ONON nor DECK has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ONON vs. DECK - Drawdown Comparison

The maximum ONON drawdown since its inception was -68.90%, smaller than the maximum DECK drawdown of -94.36%. Use the drawdown chart below to compare losses from any high point for ONON and DECK. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.22%
-51.06%
ONON
DECK

Volatility

ONON vs. DECK - Volatility Comparison

On Holding AG (ONON) has a higher volatility of 27.12% compared to Deckers Outdoor Corporation (DECK) at 24.53%. This indicates that ONON's price experiences larger fluctuations and is considered to be riskier than DECK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
27.12%
24.53%
ONON
DECK

Financials

ONON vs. DECK - Financials Comparison

This section allows you to compare key financial metrics between On Holding AG and Deckers Outdoor Corporation. 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