Integrative analyses that summarize and link molecular data to treatment sensitivity are crucial to capture the biological complexity which is essential to further precision medicine. We introduce Weighted Orthogonal Nonnegative parallel factor analysis (WON-PARAFAC), a data integration method that identifies sparse and interpretable factors. WON-PARAFAC summarizes the GDSC1000 cell line compendium in 130 factors. We interpret the factors based on their association with recurrent molecular alterations, pathway enrichment, cancer type, and drug-response. Crucially, the cell line derived factors capture the majority of the relevant biological variation in Patient-Derived Xenograft (PDX) models, strongly suggesting our factors capture invariant and generalizable aspects of cancer biology. Furthermore, drug response in cell lines is better and more consistently translated to PDXs using factor-based predictors as compared to raw feature-based predictors. WON-PARAFAC efficiently summarizes and integrates multiway high-dimensional genomic data and enhances translatability of drug response prediction from cell lines to patient-derived xenografts.