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 sector. Data as of 2026-09-13.
| Last close price | $76.14 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | -7.75% |
| Total return over period | -21.37% |
| Annualized volatility | 57.08% |
| Period volatility | 98.54% |
| Sharpe ratio | -0.20 |
| Sortino ratio | -0.29 |
| Max drawdown | -66.88% |
| CVaR 95% (avg. loss, worst 5% of days) | -8.09% |
| Correlation with the S&P 500 | 0.56 |
| Period range | $31.95 – $133.93 |
| Trading days analyzed | 751 |
Over the last 3.0 years, ON Semiconductor (ON) has posted an annualized return of -7.75% with annual volatility of 57.08%, 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 -66.88%. Its correlation with the S&P 500 is 0.56, 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.
Optimize a portfolio with ON →
Other Information Technology stocks
Is it part of the S&P 500?
Yes, ON Semiconductor (ON) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio