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

Correlation

The correlation between APH and CDNS is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

APH vs. CDNS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amphenol Corporation (APH) and Cadence Design Systems, Inc. (CDNS). The values are adjusted to include any dividend payments, if applicable.

0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%NovemberDecember2025FebruaryMarchApril
46,722.50%
4,583.64%
APH
CDNS

Key characteristics

Sharpe Ratio

APH:

0.10

CDNS:

-0.66

Sortino Ratio

APH:

0.35

CDNS:

-0.77

Omega Ratio

APH:

1.05

CDNS:

0.90

Calmar Ratio

APH:

0.14

CDNS:

-0.87

Martin Ratio

APH:

0.39

CDNS:

-1.78

Ulcer Index

APH:

8.71%

CDNS:

14.03%

Daily Std Dev

APH:

34.55%

CDNS:

37.83%

Max Drawdown

APH:

-63.42%

CDNS:

-93.13%

Current Drawdown

APH:

-24.58%

CDNS:

-28.67%

Fundamentals

Market Cap

APH:

$71.56B

CDNS:

$63.88B

EPS

APH:

$1.92

CDNS:

$3.86

PE Ratio

APH:

30.78

CDNS:

60.33

PEG Ratio

APH:

2.23

CDNS:

2.62

Total Revenue (TTM)

APH:

$11.97B

CDNS:

$3.63B

Gross Profit (TTM)

APH:

$4.05B

CDNS:

$3.37B

EBITDA (TTM)

APH:

$2.99B

CDNS:

$1.28B

Returns By Period

In the year-to-date period, APH achieves a -14.70% return, which is significantly higher than CDNS's -22.49% return. Over the past 10 years, APH has underperformed CDNS with an annualized return of 16.07%, while CDNS has yielded a comparatively higher 28.78% annualized return.


APH

YTD

-14.70%

1M

-8.45%

6M

-4.85%

1Y

3.60%

5Y*

29.46%

10Y*

16.07%

CDNS

YTD

-22.49%

1M

-4.83%

6M

-13.31%

1Y

-24.01%

5Y*

29.58%

10Y*

28.78%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

APH vs. CDNS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

APH
The Risk-Adjusted Performance Rank of APH is 5757
Overall Rank
The Sharpe Ratio Rank of APH is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of APH is 5151
Sortino Ratio Rank
The Omega Ratio Rank of APH is 5252
Omega Ratio Rank
The Calmar Ratio Rank of APH is 6262
Calmar Ratio Rank
The Martin Ratio Rank of APH is 6060
Martin Ratio Rank

CDNS
The Risk-Adjusted Performance Rank of CDNS is 1414
Overall Rank
The Sharpe Ratio Rank of CDNS is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of CDNS is 2121
Sortino Ratio Rank
The Omega Ratio Rank of CDNS is 2222
Omega Ratio Rank
The Calmar Ratio Rank of CDNS is 55
Calmar Ratio Rank
The Martin Ratio Rank of CDNS is 55
Martin 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.

APH vs. CDNS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amphenol Corporation (APH) and Cadence Design Systems, Inc. (CDNS). 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 APH, currently valued at 0.10, compared to the broader market-2.00-1.000.001.002.00
APH: 0.10
CDNS: -0.66
The chart of Sortino ratio for APH, currently valued at 0.35, compared to the broader market-6.00-4.00-2.000.002.004.00
APH: 0.35
CDNS: -0.77
The chart of Omega ratio for APH, currently valued at 1.05, compared to the broader market0.501.001.502.00
APH: 1.05
CDNS: 0.90
The chart of Calmar ratio for APH, currently valued at 0.14, compared to the broader market0.001.002.003.004.00
APH: 0.14
CDNS: -0.87
The chart of Martin ratio for APH, currently valued at 0.39, compared to the broader market-10.000.0010.0020.00
APH: 0.39
CDNS: -1.78

The current APH Sharpe Ratio is 0.10, which is higher than the CDNS Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of APH and CDNS, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.10
-0.66
APH
CDNS

Dividends

APH vs. CDNS - Dividend Comparison

APH's dividend yield for the trailing twelve months is around 1.02%, while CDNS has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
APH
Amphenol Corporation
1.02%0.79%0.86%1.06%0.73%0.80%0.89%1.09%0.80%0.86%1.01%0.84%
CDNS
Cadence Design Systems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

APH vs. CDNS - Drawdown Comparison

The maximum APH drawdown since its inception was -63.42%, smaller than the maximum CDNS drawdown of -93.13%. Use the drawdown chart below to compare losses from any high point for APH and CDNS. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.58%
-28.67%
APH
CDNS

Volatility

APH vs. CDNS - Volatility Comparison

Amphenol Corporation (APH) has a higher volatility of 14.18% compared to Cadence Design Systems, Inc. (CDNS) at 12.42%. This indicates that APH's price experiences larger fluctuations and is considered to be riskier than CDNS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
14.18%
12.42%
APH
CDNS

Financials

APH vs. CDNS - Financials Comparison

This section allows you to compare key financial metrics between Amphenol Corporation and Cadence Design Systems, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab