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SLAB vs. ON
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SLAB and ON 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.


-0.50.00.51.00.6

Performance

SLAB vs. ON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Silicon Laboratories Inc. (SLAB) and ON Semiconductor Corporation (ON). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.30%
-5.43%
SLAB
ON

Key characteristics

Sharpe Ratio

SLAB:

0.01

ON:

-0.51

Sortino Ratio

SLAB:

0.36

ON:

-0.51

Omega Ratio

SLAB:

1.04

ON:

0.94

Calmar Ratio

SLAB:

0.01

ON:

-0.54

Martin Ratio

SLAB:

0.03

ON:

-1.47

Ulcer Index

SLAB:

21.16%

ON:

16.00%

Daily Std Dev

SLAB:

47.03%

ON:

46.11%

Max Drawdown

SLAB:

-89.29%

ON:

-96.36%

Current Drawdown

SLAB:

-39.42%

ON:

-40.05%

Fundamentals

Market Cap

SLAB:

$4.18B

ON:

$28.84B

EPS

SLAB:

-$7.41

ON:

$4.03

PEG Ratio

SLAB:

3.03

ON:

1.86

Total Revenue (TTM)

SLAB:

$504.98M

ON:

$7.38B

Gross Profit (TTM)

SLAB:

$259.94M

ON:

$3.35B

EBITDA (TTM)

SLAB:

-$147.53M

ON:

$2.71B

Returns By Period

In the year-to-date period, SLAB achieves a -3.77% return, which is significantly higher than ON's -22.42% return. Over the past 10 years, SLAB has underperformed ON with an annualized return of 10.22%, while ON has yielded a comparatively higher 20.34% annualized return.


SLAB

YTD

-3.77%

1M

29.35%

6M

12.16%

1Y

0.57%

5Y*

1.95%

10Y*

10.22%

ON

YTD

-22.42%

1M

-2.78%

6M

-4.18%

1Y

-20.17%

5Y*

21.91%

10Y*

20.34%

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Risk-Adjusted Performance

SLAB vs. ON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Silicon Laboratories Inc. (SLAB) 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.


Sharpe ratio
The chart of Sharpe ratio for SLAB, currently valued at 0.01, compared to the broader market-4.00-2.000.002.000.01-0.44
The chart of Sortino ratio for SLAB, currently valued at 0.36, compared to the broader market-4.00-2.000.002.004.000.36-0.38
The chart of Omega ratio for SLAB, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.96
The chart of Calmar ratio for SLAB, currently valued at 0.01, compared to the broader market0.002.004.006.000.01-0.46
The chart of Martin ratio for SLAB, currently valued at 0.03, compared to the broader market0.0010.0020.000.03-1.25
SLAB
ON

The current SLAB Sharpe Ratio is 0.01, which is higher than the ON Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of SLAB and ON, 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-0.80-0.60-0.40-0.200.000.200.400.60JulyAugustSeptemberOctoberNovemberDecember
0.01
-0.44
SLAB
ON

Dividends

SLAB vs. ON - Dividend Comparison

Neither SLAB nor ON has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SLAB vs. ON - Drawdown Comparison

The maximum SLAB drawdown since its inception was -89.29%, smaller than the maximum ON drawdown of -96.36%. Use the drawdown chart below to compare losses from any high point for SLAB and ON. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-39.42%
-40.05%
SLAB
ON

Volatility

SLAB vs. ON - Volatility Comparison

Silicon Laboratories Inc. (SLAB) has a higher volatility of 14.56% compared to ON Semiconductor Corporation (ON) at 12.48%. This indicates that SLAB's price experiences larger fluctuations and is considered to be riskier than ON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
14.56%
12.48%
SLAB
ON

Financials

SLAB vs. ON - Financials Comparison

This section allows you to compare key financial metrics between Silicon Laboratories Inc. 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


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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