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Stratasys Ltd. (SSYS)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
IL0011267213
CUSIP
001126721
IPO Date
Oct 20, 1994

Highlights

Market Cap
$669.09M
Enterprise Value
$607.66M
EPS (TTM)
-$1.23
Total Revenue (TTM)
$551.10M
Gross Profit (TTM)
$240.19M
EBITDA (TTM)
-$61.43M
Year Range
$7.34 - $12.81
Target Price
$13.50
ROA (TTM)
-9.71%
ROE (TTM)
-12.37%

Share Price Chart


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Stratasys Ltd.

Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

Stratasys Ltd. (SSYS) has returned -10.02% so far this year and -20.22% over the past 12 months. Over the last ten years, SSYS has returned -11.12% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Stratasys Ltd.

1D
5.26%
1M
-18.90%
YTD
-10.02%
6M
-30.27%
1Y
-20.22%
3Y*
-22.11%
5Y*
-20.92%
10Y*
-11.12%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 21, 1994, SSYS's average daily return is +0.10%, while the average monthly return is +1.80%. At this rate, your investment would double in approximately 3.2 years.

Historically, 49% of months were positive and 51% were negative. The best month was Jan 2021 with a return of +100.3%, while the worst month was Oct 1996 at -37.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 16 months.

On a daily basis, SSYS closed higher 47% of trading days. The best single day was Oct 26, 1999 with a return of +64.5%, while the worst single day was Feb 3, 2015 at -28.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202623.27%-10.00%-18.90%-10.02%
20254.72%13.53%-7.38%-3.58%9.43%11.04%-5.58%-1.66%5.16%-5.18%-17.23%-1.25%-2.36%
2024-7.42%-6.58%-5.91%-16.35%-10.91%-3.12%2.03%-19.74%20.96%-13.96%34.55%-7.59%-37.75%
202320.83%-9.63%27.64%-13.13%1.32%22.06%2.08%-18.92%-7.41%-25.28%8.55%29.35%20.40%
2022-2.65%5.20%1.24%-23.63%2.84%-6.02%9.87%-16.17%-16.51%0.42%-3.04%-15.47%-51.57%
2021100.34%-16.91%-24.91%-13.47%3.03%12.00%-23.67%6.69%2.18%46.56%-14.43%-9.26%18.19%

Benchmark Metrics

Stratasys Ltd. has an annualized alpha of 14.43%, beta of 1.05, and R² of 0.10 versus S&P 500 Index. Calculated based on daily prices since October 24, 1994.

  • This stock participated in 115.83% of S&P 500 Index downside but only 99.98% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.10 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
14.43%
Beta
1.05
0.10
Upside Capture
99.98%
Downside Capture
115.83%

Return for Risk

Risk / Return Rank

SSYS ranks 22 for risk / return — below 22% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


SSYS Risk / Return Rank: 2222
Overall Rank
SSYS Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SSYS Sortino Ratio Rank: 2424
Sortino Ratio Rank
SSYS Omega Ratio Rank: 2424
Omega Ratio Rank
SSYS Calmar Ratio Rank: 2222
Calmar Ratio Rank
SSYS Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Stratasys Ltd. (SSYS) and compare them to a chosen benchmark (S&P 500 Index).


SSYSBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.37

0.90

-1.27

Sortino ratio

Return per unit of downside risk

-0.24

1.39

-1.63

Omega ratio

Gain probability vs. loss probability

0.97

1.21

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.56

1.40

-1.96

Martin ratio

Return relative to average drawdown

-1.32

6.61

-7.93

Explore SSYS risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Stratasys Ltd. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Stratasys Ltd.. 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 Stratasys Ltd. was 95.49%, occurring on Sep 6, 2024. The portfolio has not yet recovered.

The current Stratasys Ltd. drawdown is 94.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-95.49%Jan 6, 20142686Sep 6, 2024
-91.58%Jun 11, 1997893Dec 21, 2000596May 13, 20031489
-74.33%Oct 29, 2007342Mar 9, 2009413Oct 26, 2010755
-67.53%Apr 28, 2011110Oct 3, 2011199Jul 18, 2012309
-55.3%Oct 15, 2003111Mar 24, 2004731Feb 20, 2007842

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

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


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Stratasys Ltd. is priced in the market compared to other companies in the Computer Hardware industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for SSYS relative to other companies in the Computer Hardware industry. Currently, SSYS has a P/S ratio of 1.2. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for SSYS in comparison with other companies in the Computer Hardware industry. Currently, SSYS has a P/B value of 0.8. This P/B ratio is low compared to industry peers. It might indicate the stock is undervalued or that the company’s assets are not expected to generate strong returns.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items