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

Correlation

The correlation between WOLF 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.


Performance

WOLF vs. ON - Performance Comparison

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

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Key characteristics

Sharpe Ratio

WOLF:

-0.59

ON:

-0.72

Sortino Ratio

WOLF:

-1.34

ON:

-0.97

Omega Ratio

WOLF:

0.82

ON:

0.89

Calmar Ratio

WOLF:

-0.96

ON:

-0.61

Martin Ratio

WOLF:

-1.39

ON:

-1.52

Ulcer Index

WOLF:

68.96%

ON:

28.34%

Daily Std Dev

WOLF:

162.10%

ON:

57.95%

Max Drawdown

WOLF:

-99.16%

ON:

-96.36%

Current Drawdown

WOLF:

-99.16%

ON:

-61.12%

Fundamentals

Market Cap

WOLF:

$185.20M

ON:

$17.56B

EPS

WOLF:

-$8.26

ON:

$1.44

PS Ratio

WOLF:

0.24

ON:

2.63

PB Ratio

WOLF:

0.87

ON:

2.19

Total Revenue (TTM)

WOLF:

$761.30M

ON:

$6.67B

Gross Profit (TTM)

WOLF:

-$93.70M

ON:

$2.64B

EBITDA (TTM)

WOLF:

-$725.10M

ON:

$1.30B

Returns By Period

In the year-to-date period, WOLF achieves a -82.13% return, which is significantly lower than ON's -33.35% return. Over the past 10 years, WOLF has underperformed ON with an annualized return of -27.70%, while ON has yielded a comparatively higher 12.47% annualized return.


WOLF

YTD

-82.13%

1M

-66.94%

6M

-87.58%

1Y

-95.37%

3Y*

-74.90%

5Y*

-53.14%

10Y*

-27.70%

ON

YTD

-33.35%

1M

6.11%

6M

-40.92%

1Y

-42.47%

3Y*

-11.53%

5Y*

20.57%

10Y*

12.47%

*Annualized

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Wolfspeed, Inc.

ON Semiconductor Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

WOLF vs. ON — Risk-Adjusted Performance Rank

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

WOLF
The Risk-Adjusted Performance Rank of WOLF is 99
Overall Rank
The Sharpe Ratio Rank of WOLF is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of WOLF is 77
Sortino Ratio Rank
The Omega Ratio Rank of WOLF is 77
Omega Ratio Rank
The Calmar Ratio Rank of WOLF is 11
Calmar Ratio Rank
The Martin Ratio Rank of WOLF is 99
Martin Ratio Rank

ON
The Risk-Adjusted Performance Rank of ON is 1111
Overall Rank
The Sharpe Ratio Rank of ON is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of ON is 1212
Sortino Ratio Rank
The Omega Ratio Rank of ON is 1414
Omega Ratio Rank
The Calmar Ratio Rank of ON is 1212
Calmar Ratio Rank
The Martin Ratio Rank of ON is 55
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.

WOLF vs. ON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wolfspeed, Inc. (WOLF) 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.


The current WOLF Sharpe Ratio is -0.59, which is comparable to the ON Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of WOLF 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

WOLF vs. ON - Dividend Comparison

Neither WOLF nor ON has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WOLF vs. ON - Drawdown Comparison

The maximum WOLF drawdown since its inception was -99.16%, roughly equal to the maximum ON drawdown of -96.36%. Use the drawdown chart below to compare losses from any high point for WOLF and ON.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

WOLF vs. ON - Volatility Comparison

Wolfspeed, Inc. (WOLF) has a higher volatility of 106.08% compared to ON Semiconductor Corporation (ON) at 16.60%. This indicates that WOLF'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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Financials

WOLF vs. ON - Financials Comparison

This section allows you to compare key financial metrics between Wolfspeed, 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


0.00500.00M1.00B1.50B2.00B20212022202320242025
185.40M
1.45B
(WOLF) Total Revenue
(ON) Total Revenue
Values in USD except per share items