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

Performance

ROHCY vs. ON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rohm Co Ltd ADR (ROHCY) and ON Semiconductor Corporation (ON). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ROHCY having a 148.16% return and ON slightly lower at 142.94%. Over the past 10 years, ROHCY has underperformed ON with an annualized return of 13.96%, while ON has yielded a comparatively higher 30.63% annualized return.


ROHCY

1D
8.60%
1M
23.77%
YTD
148.16%
6M
159.16%
1Y
190.23%
3Y*
16.78%
5Y*
9.43%
10Y*
13.96%

ON

1D
8.16%
1M
13.21%
YTD
142.94%
6M
133.37%
1Y
149.05%
3Y*
14.55%
5Y*
28.95%
10Y*
30.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROHCY vs. ON - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ROHCY
Rohm Co Ltd ADR
148.16%56.57%-49.11%3.36%-20.60%-9.16%25.79%22.73%-41.72%92.89%
ON
ON Semiconductor Corporation
142.94%-14.12%-24.52%33.93%-8.17%107.52%34.25%47.67%-21.16%64.11%

Correlation

The correlation between ROHCY and ON is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.33

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

0.34

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

0.30

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2008

0.28

The correlation between ROHCY and ON shifts across timeframes, from 0.21 (1 year) to 0.34 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ROHCY:

$13.65B

ON:

$51.84B

EPS

ROHCY:

-¥370.50

ON:

$1.42

PS Ratio

ROHCY:

5.13

ON:

8.78

PB Ratio

ROHCY:

2.90

ON:

7.10

Total Revenue (TTM)

ROHCY:

¥485.46B

ON:

$6.06B

Gross Profit (TTM)

ROHCY:

¥116.26B

ON:

$2.26B

EBITDA (TTM)

ROHCY:

¥57.21B

ON:

$1.21B

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Return for Risk

ROHCY vs. ON — Risk / Return Rank

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

ROHCY
ROHCY Risk / Return Rank: 9696
Overall Rank
ROHCY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ROHCY Sortino Ratio Rank: 9494
Sortino Ratio Rank
ROHCY Omega Ratio Rank: 9595
Omega Ratio Rank
ROHCY Calmar Ratio Rank: 9696
Calmar Ratio Rank
ROHCY Martin Ratio Rank: 9797
Martin Ratio Rank

ON
ON Risk / Return Rank: 9191
Overall Rank
ON Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ON Sortino Ratio Rank: 9090
Sortino Ratio Rank
ON Omega Ratio Rank: 8989
Omega Ratio Rank
ON Calmar Ratio Rank: 9393
Calmar Ratio Rank
ON Martin Ratio Rank: 8989
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.

ROHCY vs. ON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rohm Co Ltd ADR (ROHCY) and ON Semiconductor Corporation (ON). 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.


ROHCYONDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.56

1.40

+0.16

Calmar ratioReturn relative to maximum drawdown

8.31

5.34

+2.97

Martin ratioReturn relative to average drawdown

22.84

10.63

+12.21

ROHCY vs. ON - Sharpe Ratio Comparison

The current ROHCY Sharpe Ratio is 3.14, which is comparable to the ON Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of ROHCY and ON, 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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Drawdowns

ROHCY vs. ON - Drawdown Comparison

The maximum ROHCY drawdown since its inception was -73.15%, smaller than the maximum ON drawdown of -96.34%. Use the drawdown chart below to compare losses from any high point for ROHCY and ON.


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Drawdown Indicators


ROHCYONDifference

Max Drawdown

Largest peak-to-trough decline

-73.15%

-96.34%

+23.19%

Max Drawdown (1Y)

Largest decline over 1 year

-23.05%

-28.10%

+5.05%

Max Drawdown (3Y)

Largest decline over 3 years

-68.72%

-70.44%

+1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-70.45%

-70.44%

-0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-73.15%

-70.44%

-2.71%

Current Drawdown

Current decline from peak

0.00%

-1.78%

+1.78%

Average Drawdown

Average peak-to-trough decline

-31.54%

-53.88%

+22.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.36%

14.08%

-5.72%

Volatility

ROHCY vs. ON - Volatility Comparison

Rohm Co Ltd ADR (ROHCY) and ON Semiconductor Corporation (ON) have volatilities of 26.59% and 25.51%, 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


ROHCYONDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.59%

25.51%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

50.41%

42.52%

+7.89%

Volatility (1Y)

Calculated over the trailing 1-year period

61.01%

55.85%

+5.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.50%

53.76%

-9.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.60%

51.34%

-9.74%

Dividends

ROHCY vs. ON - Dividend Comparison

Neither ROHCY nor ON 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%
ROHCY
Rohm Co Ltd ADR
0.00%1.21%1.80%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.87%

Financials

ROHCY vs. ON - Financials Comparison

This section allows you to compare key financial metrics between Rohm Co Ltd ADR and ON Semiconductor 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


0.0020.00B40.00B60.00B80.00B100.00B120.00B140.00B20222023202420252026
113.68B
1.51B
(ROHCY) Total Revenue
(ON) Total Revenue
Please note, different currencies. ROHCY values in JPY, ON values in USD

Frequently Asked Questions


ROHCY and ON have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ROHCY has higher volatility (26.59%) compared to ON (25.51%). In terms of maximum drawdown, ROHCY dropped -73.15% vs ON's -96.34%.

ROHCY currently has the higher Sharpe Ratio (3.14 vs 2.69), 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.

Portfolio Optimizer

Find the right allocation for ROHCY and ON

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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