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

Correlation

The correlation between ONON and S is 0.58, 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: 0.6

Performance

ONON vs. S - Performance Comparison

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

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
28.66%
-72.72%
ONON
S

Key characteristics

Sharpe Ratio

ONON:

0.75

S:

-0.27

Sortino Ratio

ONON:

1.41

S:

-0.06

Omega Ratio

ONON:

1.17

S:

0.99

Calmar Ratio

ONON:

0.94

S:

-0.17

Martin Ratio

ONON:

2.75

S:

-0.70

Ulcer Index

ONON:

13.91%

S:

18.54%

Daily Std Dev

ONON:

50.86%

S:

48.97%

Max Drawdown

ONON:

-68.90%

S:

-83.26%

Current Drawdown

ONON:

-29.22%

S:

-75.86%

Fundamentals

Market Cap

ONON:

$14.50B

S:

$5.93B

EPS

ONON:

$0.90

S:

-$0.92

PS Ratio

ONON:

6.25

S:

7.22

PB Ratio

ONON:

8.61

S:

3.55

Total Revenue (TTM)

ONON:

$1.81B

S:

$821.46M

Gross Profit (TTM)

ONON:

$1.10B

S:

$610.36M

EBITDA (TTM)

ONON:

$255.60M

S:

-$238.67M

Returns By Period

The year-to-date returns for both investments are quite close, with ONON having a -17.78% return and S slightly higher at -17.03%.


ONON

YTD

-17.78%

1M

-2.21%

6M

-11.10%

1Y

40.98%

5Y*

N/A

10Y*

N/A

S

YTD

-17.03%

1M

-7.16%

6M

-29.86%

1Y

-13.11%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ONON vs. S — 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 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ONON is 7676
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

S
The Risk-Adjusted Performance Rank of S is 3737
Overall Rank
The Sharpe Ratio Rank of S is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of S is 3535
Sortino Ratio Rank
The Omega Ratio Rank of S is 3535
Omega Ratio Rank
The Calmar Ratio Rank of S is 4242
Calmar Ratio Rank
The Martin Ratio Rank of S is 3737
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. S - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for On Holding AG (ONON) and SentinelOne, Inc. (S). 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
S: -0.27
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
S: -0.06
The chart of Omega ratio for ONON, currently valued at 1.17, compared to the broader market0.501.001.502.00
ONON: 1.17
S: 0.99
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
S: -0.17
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
S: -0.70

The current ONON Sharpe Ratio is 0.75, which is higher than the S Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of ONON and S, 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
-0.27
ONON
S

Dividends

ONON vs. S - Dividend Comparison

Neither ONON nor S has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ONON vs. S - Drawdown Comparison

The maximum ONON drawdown since its inception was -68.90%, smaller than the maximum S drawdown of -83.26%. Use the drawdown chart below to compare losses from any high point for ONON and S. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.22%
-75.86%
ONON
S

Volatility

ONON vs. S - Volatility Comparison

On Holding AG (ONON) has a higher volatility of 27.12% compared to SentinelOne, Inc. (S) at 21.64%. This indicates that ONON's price experiences larger fluctuations and is considered to be riskier than S 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%
21.64%
ONON
S

Financials

ONON vs. S - Financials Comparison

This section allows you to compare key financial metrics between On Holding AG and SentinelOne, 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