ON Semiconductor Corporation (ON) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ON Semiconductor Corporation (ON): 1Y return 66.2%, Sharpe ratio 1.11, volatility 61.8%, max drawdown -50.3%. A Stock in the Equity asset class. Compare ON with other assets and invest through your own broker with pfolio.
ON Semiconductor Corporation (ON) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
ON Performance
- MTD
- Return: -1.1%, Sharpe: -0.34, Volatility: 59.4%, Max Drawdown: -11.9%
- YTD
- Return: 40.4%, Sharpe: 0.98, Volatility: 65.7%, Max Drawdown: -50.3%
- 1Y
- Return: 66.2%, Sharpe: 1.11, Volatility: 61.8%, Max Drawdown: -50.3%
- 5Y
- Return: 79.5%, Sharpe: 0.48, Volatility: 54.8%, Max Drawdown: -70.4%
- 10Y
- Return: 552.4%, Sharpe: 0.61, Volatility: 51.5%, Max Drawdown: -70.4%
Frequently Asked Questions
- What is ON Semiconductor Corporation (ON)?
- ON Semiconductor Corporation (ON) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does ON compare to other assets?
- You can compare ON with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in ON through pfolio?
- pfolio helps you build diversified portfolios that may include ON. You invest through your own broker — pfolio provides the analytics.