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APH vs. CDNS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.24%
0.63%
APH
CDNS

Returns By Period

In the year-to-date period, APH achieves a 41.87% return, which is significantly higher than CDNS's 8.06% return. Over the past 10 years, APH has underperformed CDNS with an annualized return of 19.52%, while CDNS has yielded a comparatively higher 32.02% annualized return.


APH

YTD

41.87%

1M

3.59%

6M

5.24%

1Y

57.13%

5Y (annualized)

23.59%

10Y (annualized)

19.52%

CDNS

YTD

8.06%

1M

13.85%

6M

0.63%

1Y

9.71%

5Y (annualized)

34.29%

10Y (annualized)

32.02%

Fundamentals


APHCDNS
Market Cap$86.79B$81.67B
EPS$1.75$3.79
PE Ratio41.1478.57
PEG Ratio2.292.99
Total Revenue (TTM)$14.23B$4.35B
Gross Profit (TTM)$4.76B$4.10B
EBITDA (TTM)$3.33B$1.19B

Key characteristics


APHCDNS
Sharpe Ratio2.250.30
Sortino Ratio2.600.70
Omega Ratio1.411.08
Calmar Ratio3.360.42
Martin Ratio11.140.90
Ulcer Index5.15%11.42%
Daily Std Dev25.53%34.08%
Max Drawdown-63.41%-93.13%
Current Drawdown-5.50%-9.85%

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Correlation

-0.50.00.51.00.4

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.

Risk-Adjusted Performance

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 2.25, compared to the broader market-4.00-2.000.002.004.002.250.30
The chart of Sortino ratio for APH, currently valued at 2.60, compared to the broader market-4.00-2.000.002.004.002.600.70
The chart of Omega ratio for APH, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.08
The chart of Calmar ratio for APH, currently valued at 3.36, compared to the broader market0.002.004.006.003.360.42
The chart of Martin ratio for APH, currently valued at 11.14, compared to the broader market-10.000.0010.0020.0030.0011.140.90
APH
CDNS

The current APH Sharpe Ratio is 2.25, which is higher than the CDNS Sharpe Ratio of 0.30. 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 Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
2.25
0.30
APH
CDNS

Dividends

APH vs. CDNS - Dividend Comparison

APH's dividend yield for the trailing twelve months is around 0.71%, while CDNS has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
APH
Amphenol Corporation
0.71%0.86%1.06%0.73%0.80%0.89%1.09%0.80%0.86%1.01%0.84%0.68%
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 -63.41%, 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.50%
-9.85%
APH
CDNS

Volatility

APH vs. CDNS - Volatility Comparison

The current volatility for Amphenol Corporation (APH) is 7.50%, while Cadence Design Systems, Inc. (CDNS) has a volatility of 15.39%. This indicates that APH experiences smaller price fluctuations and is considered to be less risky than CDNS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
7.50%
15.39%
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