ON Semiconductor (ON): analysis and statistics
Return, volatility, Sharpe ratio and risk for ON Semiconductor, a component of the S&P 500 in the Information Technology. Data as of 2026-10-29.
| Last close price | $75.63 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | -3.27% |
| Total return over period | -9.45% |
| Annualized volatility | 57.70% |
| Period volatility | 99.67% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.22 |
| Sortino ratio | -0.31 |
| Max drawdown | -62.94% |
| CVaR 95% (avg. loss, worst 5% of days) | -8.22% |
| Correlation with the S&P 500 | 0.55 |
| Period range | $31.95 – $133.93 |
| Trading days analyzed | 752 |
Over the last 3.0 years, ON Semiconductor (ON) has posted an annualized return of -3.27% with annual volatility of 57.70%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -62.94%. Its correlation with the S&P 500 is 0.55, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how ON would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, ON Semiconductor (ON) is of the S&P 500.
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