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Synopsys, Inc. (SNPS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS8716071076
CUSIP871607107
SectorTechnology
IndustrySoftware—Infrastructure

Highlights

Market Cap$77.91B
EPS$9.04
PE Ratio56.49
PEG Ratio2.60
Revenue (TTM)$6.13B
Gross Profit (TTM)$4.08B
EBITDA (TTM)$1.58B
Year Range$360.37 - $629.38
Target Price$642.05
Short %2.26%
Short Ratio3.41

Share Price Chart


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Synopsys, Inc.

Popular comparisons: SNPS vs. KLAC, SNPS vs. ALTR, SNPS vs. CCSI, SNPS vs. ACIW, SNPS vs. ARBE, SNPS vs. EME, SNPS vs. AMBA, SNPS vs. TER, SNPS vs. SYNA, SNPS vs. NDAQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Synopsys, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
16.31%
22.59%
SNPS (Synopsys, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Synopsys, Inc. had a return of 2.45% year-to-date (YTD) and 44.71% in the last 12 months. Over the past 10 years, Synopsys, Inc. had an annualized return of 30.38%, outperforming the S&P 500 benchmark which had an annualized return of 10.46%.


PeriodReturnBenchmark
Year-To-Date2.45%5.84%
1 month-9.72%-2.98%
6 months15.87%22.02%
1 year44.71%24.47%
5 years (annualized)34.53%11.44%
10 years (annualized)30.38%10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.58%7.57%-0.39%
20230.02%2.28%15.72%-5.21%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SNPS is 86, placing it in the top 14% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of SNPS is 8686
Synopsys, Inc.(SNPS)
The Sharpe Ratio Rank of SNPS is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of SNPS is 8383Sortino Ratio Rank
The Omega Ratio Rank of SNPS is 8080Omega Ratio Rank
The Calmar Ratio Rank of SNPS is 9595Calmar Ratio Rank
The Martin Ratio Rank of SNPS is 8888Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Synopsys, Inc. (SNPS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SNPS
Sharpe ratio
The chart of Sharpe ratio for SNPS, currently valued at 1.35, compared to the broader market-2.00-1.000.001.002.003.004.001.35
Sortino ratio
The chart of Sortino ratio for SNPS, currently valued at 2.13, compared to the broader market-4.00-2.000.002.004.006.002.13
Omega ratio
The chart of Omega ratio for SNPS, currently valued at 1.25, compared to the broader market0.501.001.501.25
Calmar ratio
The chart of Calmar ratio for SNPS, currently valued at 2.67, compared to the broader market0.002.004.006.002.67
Martin ratio
The chart of Martin ratio for SNPS, currently valued at 7.51, compared to the broader market0.0010.0020.0030.007.51
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-2.00-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.006.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.008.05

Sharpe Ratio

The current Synopsys, Inc. Sharpe ratio is 1.35. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.35
1.91
SNPS (Synopsys, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Synopsys, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-12.37%
-3.48%
SNPS (Synopsys, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Synopsys, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Synopsys, Inc. was 60.95%, occurring on Nov 20, 2008. Recovery took 1166 trading sessions.

The current Synopsys, Inc. drawdown is 12.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.95%Jan 27, 20041216Nov 20, 20081166Jul 12, 20132382
-60.67%Dec 7, 1999174Aug 14, 2000864Jan 26, 20041038
-49.74%Nov 20, 199697Apr 10, 1997407Nov 18, 1998504
-35.36%Mar 24, 199287Jul 27, 1992113Jan 6, 1993200
-34.3%Oct 29, 1993120Apr 20, 1994222Mar 8, 1995342

Volatility

Volatility Chart

The current Synopsys, Inc. volatility is 6.33%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
6.33%
3.59%
SNPS (Synopsys, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Synopsys, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

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Income Statement


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Operating Expenses

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Income

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EBIT

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Earnings From Continuing Operations

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Net Income

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Income Tax Expense

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Interest Expense

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Other Non-Operating Income (Expenses)

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Extraordinary Items

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Discontinued Operations

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Non Recurring

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Minority Interest

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Other Items

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Values in undefined except per share items