PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ANSS vs. PTC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ANSS vs. PTC - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
1.15%
3.50%
ANSS
PTC

Returns By Period

In the year-to-date period, ANSS achieves a -8.40% return, which is significantly lower than PTC's 8.85% return. Over the past 10 years, ANSS has underperformed PTC with an annualized return of 15.38%, while PTC has yielded a comparatively higher 17.43% annualized return.


ANSS

YTD

-8.40%

1M

1.52%

6M

1.43%

1Y

10.99%

5Y (annualized)

6.54%

10Y (annualized)

15.38%

PTC

YTD

8.85%

1M

3.28%

6M

3.50%

1Y

23.71%

5Y (annualized)

20.58%

10Y (annualized)

17.43%

Fundamentals


ANSSPTC
Market Cap$30.12B$23.18B
EPS$6.48$3.12
PE Ratio53.1661.83
PEG Ratio1.961.58
Total Revenue (TTM)$2.47B$2.30B
Gross Profit (TTM)$2.18B$1.83B
EBITDA (TTM)$827.03M$694.40M

Key characteristics


ANSSPTC
Sharpe Ratio0.391.16
Sortino Ratio0.911.60
Omega Ratio1.111.21
Calmar Ratio0.351.84
Martin Ratio1.184.48
Ulcer Index9.56%5.50%
Daily Std Dev29.10%21.21%
Max Drawdown-63.28%-95.28%
Current Drawdown-19.17%-3.84%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.4

The correlation between ANSS and PTC is 0.42, 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.

Risk-Adjusted Performance

ANSS vs. PTC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ANSYS, Inc. (ANSS) and PTC Inc. (PTC). 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 ANSS, currently valued at 0.35, compared to the broader market-4.00-2.000.002.004.000.351.16
The chart of Sortino ratio for ANSS, currently valued at 0.84, compared to the broader market-4.00-2.000.002.004.000.841.60
The chart of Omega ratio for ANSS, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.21
The chart of Calmar ratio for ANSS, currently valued at 0.32, compared to the broader market0.002.004.006.000.321.84
The chart of Martin ratio for ANSS, currently valued at 1.06, compared to the broader market0.0010.0020.0030.001.064.48
ANSS
PTC

The current ANSS Sharpe Ratio is 0.39, which is lower than the PTC Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of ANSS and PTC, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.35
1.16
ANSS
PTC

Dividends

ANSS vs. PTC - Dividend Comparison

Neither ANSS nor PTC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ANSS vs. PTC - Drawdown Comparison

The maximum ANSS drawdown since its inception was -63.28%, smaller than the maximum PTC drawdown of -95.28%. Use the drawdown chart below to compare losses from any high point for ANSS and PTC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-19.17%
-3.84%
ANSS
PTC

Volatility

ANSS vs. PTC - Volatility Comparison

ANSYS, Inc. (ANSS) has a higher volatility of 9.51% compared to PTC Inc. (PTC) at 7.65%. This indicates that ANSS's price experiences larger fluctuations and is considered to be riskier than PTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.51%
7.65%
ANSS
PTC

Financials

ANSS vs. PTC - Financials Comparison

This section allows you to compare key financial metrics between ANSYS, Inc. and PTC 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