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AMBA vs. SNPS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMBA and SNPS is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

AMBA vs. SNPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ambarella, Inc. (AMBA) and Synopsys, Inc. (SNPS). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%JulyAugustSeptemberOctoberNovemberDecember
1,050.99%
1,439.80%
AMBA
SNPS

Key characteristics

Sharpe Ratio

AMBA:

0.23

SNPS:

-0.31

Sortino Ratio

AMBA:

0.72

SNPS:

-0.20

Omega Ratio

AMBA:

1.08

SNPS:

0.97

Calmar Ratio

AMBA:

0.14

SNPS:

-0.46

Martin Ratio

AMBA:

0.67

SNPS:

-0.99

Ulcer Index

AMBA:

17.36%

SNPS:

11.77%

Daily Std Dev

AMBA:

49.82%

SNPS:

37.28%

Max Drawdown

AMBA:

-81.65%

SNPS:

-60.95%

Current Drawdown

AMBA:

-67.83%

SNPS:

-20.42%

Fundamentals

Market Cap

AMBA:

$3.08B

SNPS:

$78.89B

EPS

AMBA:

-$3.87

SNPS:

$9.24

PEG Ratio

AMBA:

4.97

SNPS:

11.06

Total Revenue (TTM)

AMBA:

$252.47M

SNPS:

$6.27B

Gross Profit (TTM)

AMBA:

$152.26M

SNPS:

$4.92B

EBITDA (TTM)

AMBA:

-$130.08M

SNPS:

$1.63B

Returns By Period

In the year-to-date period, AMBA achieves a 13.80% return, which is significantly higher than SNPS's -3.98% return. Over the past 10 years, AMBA has underperformed SNPS with an annualized return of 3.85%, while SNPS has yielded a comparatively higher 27.45% annualized return.


AMBA

YTD

13.80%

1M

21.43%

6M

26.43%

1Y

10.45%

5Y*

3.78%

10Y*

3.85%

SNPS

YTD

-3.98%

1M

-5.64%

6M

-20.29%

1Y

-11.50%

5Y*

28.83%

10Y*

27.45%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

AMBA vs. SNPS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ambarella, Inc. (AMBA) and Synopsys, Inc. (SNPS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for AMBA, currently valued at 0.23, compared to the broader market-4.00-2.000.002.000.23-0.31
The chart of Sortino ratio for AMBA, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.000.72-0.20
The chart of Omega ratio for AMBA, currently valued at 1.08, compared to the broader market0.501.001.502.001.080.97
The chart of Calmar ratio for AMBA, currently valued at 0.14, compared to the broader market0.002.004.006.000.14-0.46
The chart of Martin ratio for AMBA, currently valued at 0.67, compared to the broader market0.0010.0020.000.67-0.99
AMBA
SNPS

The current AMBA Sharpe Ratio is 0.23, which is higher than the SNPS Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of AMBA and SNPS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.23
-0.31
AMBA
SNPS

Dividends

AMBA vs. SNPS - Dividend Comparison

Neither AMBA nor SNPS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AMBA vs. SNPS - Drawdown Comparison

The maximum AMBA drawdown since its inception was -81.65%, which is greater than SNPS's maximum drawdown of -60.95%. Use the drawdown chart below to compare losses from any high point for AMBA and SNPS. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-67.83%
-20.42%
AMBA
SNPS

Volatility

AMBA vs. SNPS - Volatility Comparison

The current volatility for Ambarella, Inc. (AMBA) is 14.88%, while Synopsys, Inc. (SNPS) has a volatility of 15.76%. This indicates that AMBA experiences smaller price fluctuations and is considered to be less risky than SNPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.88%
15.76%
AMBA
SNPS

Financials

AMBA vs. SNPS - Financials Comparison

This section allows you to compare key financial metrics between Ambarella, Inc. and Synopsys, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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