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ANSS vs. AYX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ANSSAYX
YTD Return-9.94%2.33%
1Y Return2.07%-11.19%
3Y Return (Ann)-4.40%-17.93%
5Y Return (Ann)11.90%-9.99%
Sharpe Ratio0.10-0.29
Daily Std Dev30.65%53.92%
Max Drawdown-63.28%-84.53%
Current Drawdown-20.53%-73.48%

Fundamentals


ANSSAYX
Market Cap$30.21B$3.53B
EPS$5.73-$2.52
PE Ratio60.591.61K
PEG Ratio2.170.00
Revenue (TTM)$2.27B$970.00M
Gross Profit (TTM)$1.88B$737.57M
EBITDA (TTM)$758.64M-$110.00M

Correlation

-0.50.00.51.00.5

The correlation between ANSS and AYX is 0.53, 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.

Performance

ANSS vs. AYX - Performance Comparison

In the year-to-date period, ANSS achieves a -9.94% return, which is significantly lower than AYX's 2.33% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
9.78%
31.32%
ANSS
AYX

Compare stocks, funds, or ETFs

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ANSYS, Inc.

Alteryx, Inc.

Risk-Adjusted Performance

ANSS vs. AYX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ANSYS, Inc. (ANSS) and Alteryx, Inc. (AYX). 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.


ANSS
Sharpe ratio
The chart of Sharpe ratio for ANSS, currently valued at 0.10, compared to the broader market-2.00-1.000.001.002.003.000.10
Sortino ratio
The chart of Sortino ratio for ANSS, currently valued at 0.40, compared to the broader market-4.00-2.000.002.004.006.000.40
Omega ratio
The chart of Omega ratio for ANSS, currently valued at 1.05, compared to the broader market0.501.001.501.05
Calmar ratio
The chart of Calmar ratio for ANSS, currently valued at 0.08, compared to the broader market0.001.002.003.004.005.000.08
Martin ratio
The chart of Martin ratio for ANSS, currently valued at 0.28, compared to the broader market-10.000.0010.0020.0030.000.28
AYX
Sharpe ratio
The chart of Sharpe ratio for AYX, currently valued at -0.20, compared to the broader market-2.00-1.000.001.002.003.00-0.20
Sortino ratio
The chart of Sortino ratio for AYX, currently valued at 0.08, compared to the broader market-4.00-2.000.002.004.006.000.08
Omega ratio
The chart of Omega ratio for AYX, currently valued at 1.01, compared to the broader market0.501.001.501.01
Calmar ratio
The chart of Calmar ratio for AYX, currently valued at -0.12, compared to the broader market0.001.002.003.004.005.00-0.12
Martin ratio
The chart of Martin ratio for AYX, currently valued at -0.39, compared to the broader market-10.000.0010.0020.0030.00-0.39

ANSS vs. AYX - Sharpe Ratio Comparison

The current ANSS Sharpe Ratio is 0.10, which is higher than the AYX Sharpe Ratio of -0.29. The chart below compares the 12-month rolling Sharpe Ratio of ANSS and AYX.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2024FebruaryMarchApril
0.10
-0.20
ANSS
AYX

Dividends

ANSS vs. AYX - Dividend Comparison

Neither ANSS nor AYX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ANSS vs. AYX - Drawdown Comparison

The maximum ANSS drawdown since its inception was -63.28%, smaller than the maximum AYX drawdown of -84.53%. Use the drawdown chart below to compare losses from any high point for ANSS and AYX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%NovemberDecember2024FebruaryMarchApril
-20.53%
-73.48%
ANSS
AYX

Volatility

ANSS vs. AYX - Volatility Comparison

ANSYS, Inc. (ANSS) has a higher volatility of 5.09% compared to Alteryx, Inc. (AYX) at 0.02%. This indicates that ANSS's price experiences larger fluctuations and is considered to be riskier than AYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
5.09%
0.02%
ANSS
AYX