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

Correlation

The correlation between BSY and SMCI is 0.28, 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.


-0.50.00.51.00.3

Performance

BSY vs. SMCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bentley Systems, Incorporated (BSY) and Super Micro Computer, Inc. (SMCI). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.49%
-0.38%
BSY
SMCI

Key characteristics

Sharpe Ratio

BSY:

-0.43

SMCI:

-0.34

Sortino Ratio

BSY:

-0.42

SMCI:

0.23

Omega Ratio

BSY:

0.95

SMCI:

1.03

Calmar Ratio

BSY:

-0.33

SMCI:

-0.47

Martin Ratio

BSY:

-0.95

SMCI:

-0.76

Ulcer Index

BSY:

12.71%

SMCI:

52.48%

Daily Std Dev

BSY:

28.11%

SMCI:

116.26%

Max Drawdown

BSY:

-61.00%

SMCI:

-84.84%

Current Drawdown

BSY:

-33.77%

SMCI:

-49.29%

Fundamentals

Market Cap

BSY:

$14.34B

SMCI:

$35.28B

EPS

BSY:

$1.11

SMCI:

$2.01

PE Ratio

BSY:

42.74

SMCI:

29.98

PEG Ratio

BSY:

4.36

SMCI:

0.76

Total Revenue (TTM)

BSY:

$1.00B

SMCI:

$9.16B

Gross Profit (TTM)

BSY:

$797.18M

SMCI:

$1.19B

EBITDA (TTM)

BSY:

$292.39M

SMCI:

$746.07M

Returns By Period

In the year-to-date period, BSY achieves a -0.36% return, which is significantly lower than SMCI's 97.67% return.


BSY

YTD

-0.36%

1M

0.76%

6M

-6.49%

1Y

-9.26%

5Y*

N/A

10Y*

N/A

SMCI

YTD

97.67%

1M

95.49%

6M

-3.41%

1Y

-23.50%

5Y*

85.54%

10Y*

31.49%

*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

BSY vs. SMCI — Risk-Adjusted Performance Rank

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

BSY
The Risk-Adjusted Performance Rank of BSY is 2424
Overall Rank
The Sharpe Ratio Rank of BSY is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of BSY is 2222
Sortino Ratio Rank
The Omega Ratio Rank of BSY is 2323
Omega Ratio Rank
The Calmar Ratio Rank of BSY is 2727
Calmar Ratio Rank
The Martin Ratio Rank of BSY is 2424
Martin Ratio Rank

SMCI
The Risk-Adjusted Performance Rank of SMCI is 3030
Overall Rank
The Sharpe Ratio Rank of SMCI is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of SMCI is 3838
Sortino Ratio Rank
The Omega Ratio Rank of SMCI is 3838
Omega Ratio Rank
The Calmar Ratio Rank of SMCI is 1818
Calmar Ratio Rank
The Martin Ratio Rank of SMCI is 2929
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.

BSY vs. SMCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bentley Systems, Incorporated (BSY) and Super Micro Computer, Inc. (SMCI). 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 BSY, currently valued at -0.43, compared to the broader market-2.000.002.00-0.43-0.22
The chart of Sortino ratio for BSY, currently valued at -0.42, compared to the broader market-4.00-2.000.002.004.006.00-0.420.50
The chart of Omega ratio for BSY, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.06
The chart of Calmar ratio for BSY, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.33-0.29
The chart of Martin ratio for BSY, currently valued at -0.95, compared to the broader market-10.000.0010.0020.0030.00-0.95-0.48
BSY
SMCI

The current BSY Sharpe Ratio is -0.43, which is comparable to the SMCI Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of BSY and SMCI, 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-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
-0.43
-0.22
BSY
SMCI

Dividends

BSY vs. SMCI - Dividend Comparison

BSY's dividend yield for the trailing twelve months is around 0.52%, while SMCI has not paid dividends to shareholders.


TTM20242023202220212020
BSY
Bentley Systems, Incorporated
0.52%0.51%0.38%0.32%0.25%0.07%
SMCI
Super Micro Computer, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BSY vs. SMCI - Drawdown Comparison

The maximum BSY drawdown since its inception was -61.00%, smaller than the maximum SMCI drawdown of -84.84%. Use the drawdown chart below to compare losses from any high point for BSY and SMCI. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%SeptemberOctoberNovemberDecember2025February
-33.77%
-49.29%
BSY
SMCI

Volatility

BSY vs. SMCI - Volatility Comparison

The current volatility for Bentley Systems, Incorporated (BSY) is 6.33%, while Super Micro Computer, Inc. (SMCI) has a volatility of 34.90%. This indicates that BSY experiences smaller price fluctuations and is considered to be less risky than SMCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%SeptemberOctoberNovemberDecember2025February
6.33%
34.90%
BSY
SMCI

Financials

BSY vs. SMCI - Financials Comparison

This section allows you to compare key financial metrics between Bentley Systems, Incorporated and Super Micro Computer, 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