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

Correlation

The correlation between CDNS and APH 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.


-0.50.00.51.00.4

Performance

CDNS vs. APH - Performance Comparison

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

-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-5.86%
2.79%
CDNS
APH

Key characteristics

Sharpe Ratio

CDNS:

0.27

APH:

1.64

Sortino Ratio

CDNS:

0.64

APH:

2.01

Omega Ratio

CDNS:

1.08

APH:

1.31

Calmar Ratio

CDNS:

0.38

APH:

2.54

Martin Ratio

CDNS:

0.81

APH:

8.31

Ulcer Index

CDNS:

11.51%

APH:

5.21%

Daily Std Dev

CDNS:

34.86%

APH:

26.41%

Max Drawdown

CDNS:

-93.13%

APH:

-63.41%

Current Drawdown

CDNS:

-8.16%

APH:

-6.88%

Fundamentals

Market Cap

CDNS:

$85.39B

APH:

$89.53B

EPS

CDNS:

$3.79

APH:

$1.75

PE Ratio

CDNS:

82.15

APH:

42.43

PEG Ratio

CDNS:

3.29

APH:

2.32

Total Revenue (TTM)

CDNS:

$4.35B

APH:

$14.23B

Gross Profit (TTM)

CDNS:

$3.91B

APH:

$4.76B

EBITDA (TTM)

CDNS:

$1.49B

APH:

$3.50B

Returns By Period

In the year-to-date period, CDNS achieves a 10.10% return, which is significantly lower than APH's 42.44% return. Over the past 10 years, CDNS has outperformed APH with an annualized return of 31.87%, while APH has yielded a comparatively lower 18.80% annualized return.


CDNS

YTD

10.10%

1M

0.08%

6M

-5.86%

1Y

10.74%

5Y*

33.83%

10Y*

31.87%

APH

YTD

42.44%

1M

-1.15%

6M

2.79%

1Y

45.15%

5Y*

22.43%

10Y*

18.80%

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

CDNS vs. APH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cadence Design Systems, Inc. (CDNS) and Amphenol Corporation (APH). 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 CDNS, currently valued at 0.27, compared to the broader market-4.00-2.000.002.000.271.64
The chart of Sortino ratio for CDNS, currently valued at 0.64, compared to the broader market-4.00-2.000.002.004.000.642.01
The chart of Omega ratio for CDNS, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.31
The chart of Calmar ratio for CDNS, currently valued at 0.38, compared to the broader market0.002.004.006.000.382.54
The chart of Martin ratio for CDNS, currently valued at 0.81, compared to the broader market0.0010.0020.000.818.31
CDNS
APH

The current CDNS Sharpe Ratio is 0.27, which is lower than the APH Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of CDNS and APH, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.27
1.64
CDNS
APH

Dividends

CDNS vs. APH - Dividend Comparison

CDNS has not paid dividends to shareholders, while APH's dividend yield for the trailing twelve months is around 0.79%.


TTM20232022202120202019201820172016201520142013
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%
APH
Amphenol Corporation
0.79%0.86%1.06%0.73%0.80%0.89%1.09%0.80%0.86%1.01%0.84%0.68%

Drawdowns

CDNS vs. APH - Drawdown Comparison

The maximum CDNS drawdown since its inception was -93.13%, which is greater than APH's maximum drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for CDNS and APH. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.16%
-6.88%
CDNS
APH

Volatility

CDNS vs. APH - Volatility Comparison

Cadence Design Systems, Inc. (CDNS) has a higher volatility of 10.02% compared to Amphenol Corporation (APH) at 8.11%. This indicates that CDNS's price experiences larger fluctuations and is considered to be riskier than APH 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%JulyAugustSeptemberOctoberNovemberDecember
10.02%
8.11%
CDNS
APH

Financials

CDNS vs. APH - Financials Comparison

This section allows you to compare key financial metrics between Cadence Design Systems, Inc. and Amphenol Corporation. 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 © 2024 PortfoliosLab