SMTOY vs. ON
SMTOY (Sumitomo Electric Industries Ltd ADR) and ON (ON Semiconductor Corporation) are both stocks. SMTOY operates in Auto Parts (Consumer Cyclical), while ON operates in Semiconductors (Technology). Over the past 10 years, SMTOY returned 19.96%/yr vs 28.56%/yr for ON. At a 0.16 correlation, their price movements are largely independent.
Performance
SMTOY vs. ON - Performance Comparison
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Returns By Period
In the year-to-date period, SMTOY achieves a 103.06% return, which is significantly lower than ON's 123.27% return. Over the past 10 years, SMTOY has underperformed ON with an annualized return of 19.96%, while ON has yielded a comparatively higher 28.56% annualized return.
SMTOY
- 1D
- 7.33%
- 1M
- 9.92%
- YTD
- 103.06%
- 6M
- 82.74%
- 1Y
- 290.27%
- 3Y*
- 90.90%
- 5Y*
- 39.64%
- 10Y*
- 19.96%
ON
- 1D
- 3.10%
- 1M
- 17.15%
- YTD
- 123.27%
- 6M
- 114.44%
- 1Y
- 140.98%
- 3Y*
- 10.74%
- 5Y*
- 26.56%
- 10Y*
- 28.56%
SMTOY vs. ON - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SMTOY Sumitomo Electric Industries Ltd ADR | 103.06% | 131.61% | 41.93% | 12.95% | -13.35% | -1.73% | -11.45% | 14.66% | -20.89% | 16.55% |
ON ON Semiconductor Corporation | 123.27% | -14.12% | -24.52% | 33.93% | -8.17% | 107.52% | 34.25% | 47.67% | -21.16% | 64.11% |
Correlation
The correlation between SMTOY and ON is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2007 | 0.16 |
The correlation between SMTOY and ON shifts across timeframes, from 0.16 (all time) to 0.28 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SMTOY:
$63.16B
ON:
$47.65B
SMTOY:
$481.54
ON:
$1.42
SMTOY:
0.17
ON:
85.31
SMTOY:
0.01
ON:
8.07
SMTOY:
0.02
ON:
6.53
SMTOY:
$5.18T
ON:
$6.06B
SMTOY:
$1.05T
ON:
$2.26B
SMTOY:
$657.37B
ON:
$1.21B
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Return for Risk
SMTOY vs. ON — Risk / Return Rank
SMTOY
ON
SMTOY vs. ON - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sumitomo Electric Industries Ltd ADR (SMTOY) 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.
| SMTOY | ON | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.47 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.40 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 12.42 | 5.05 | +7.37 |
| Martin ratioReturn relative to average drawdown | 42.19 | 10.18 | +32.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SMTOY | ON | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.10 | 2.64 | +2.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.50 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.56 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.11 | -0.18 |
Drawdowns
SMTOY vs. ON - Drawdown Comparison
The maximum SMTOY drawdown since its inception was -94.82%, roughly equal to the maximum ON drawdown of -96.22%. Use the drawdown chart below to compare losses from any high point for SMTOY and ON.
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Drawdown Indicators
| SMTOY | ON | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.82% | -96.22% | +1.40% |
Max Drawdown (1Y)Largest decline over 1 year | -23.54% | -28.10% | +4.56% |
Max Drawdown (3Y)Largest decline over 3 years | -38.52% | -70.44% | +31.92% |
Max Drawdown (5Y)Largest decline over 5 years | -38.52% | -70.44% | +31.92% |
Max Drawdown (10Y)Largest decline over 10 years | -52.67% | -70.44% | +17.77% |
Current DrawdownCurrent decline from peak | -46.99% | -9.73% | -37.26% |
Average DrawdownAverage peak-to-trough decline | -64.88% | -53.21% | -11.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.92% | 13.90% | -6.98% |
Volatility
SMTOY vs. ON - Volatility Comparison
Sumitomo Electric Industries Ltd ADR (SMTOY) has a higher volatility of 26.18% compared to ON Semiconductor Corporation (ON) at 23.24%. This indicates that SMTOY'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.
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Volatility by Period
| SMTOY | ON | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.18% | 23.24% | +2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 50.00% | 39.22% | +10.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.40% | 53.86% | +3.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.85% | 53.20% | -13.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.83% | 51.05% | -15.22% |
Dividends
SMTOY vs. ON - Dividend Comparison
Neither SMTOY nor ON has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SMTOY Sumitomo Electric Industries Ltd ADR | 0.00% | 1.06% | 1.35% | 1.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.23% | 2.26% |
Financials
SMTOY vs. ON - Financials Comparison
This section allows you to compare key financial metrics between Sumitomo Electric Industries 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.
Total Revenue: Total amount of money received from sales and other business activities
SMTOY vs. ON - Profitability Comparison
SMTOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sumitomo Electric Industries Ltd ADR reported a gross profit of 318.17B and revenue of 1.45T. Therefore, the gross margin over that period was 22.0%.
ON - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ON Semiconductor Corporation reported a gross profit of 583.10M and revenue of 1.51B. Therefore, the gross margin over that period was 38.5%.
SMTOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sumitomo Electric Industries Ltd ADR reported an operating income of 149.83B and revenue of 1.45T, resulting in an operating margin of 10.3%.
ON - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ON Semiconductor Corporation reported an operating income of -53.40M and revenue of 1.51B, resulting in an operating margin of -3.5%.
SMTOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sumitomo Electric Industries Ltd ADR reported a net income of 195.83B and revenue of 1.45T, resulting in a net margin of 13.5%.
ON - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ON Semiconductor Corporation reported a net income of -33.40M and revenue of 1.51B, resulting in a net margin of -2.2%.
Frequently Asked Questions
SMTOY and ON have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMTOY has higher volatility (26.18%) compared to ON (23.24%). In terms of maximum drawdown, SMTOY dropped -94.82% vs ON's -96.22%.
SMTOY currently has the higher Sharpe Ratio (5.10 vs 2.64), 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.
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