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

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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.94%
6.20%
CDNS
APH

Returns By Period

In the year-to-date period, CDNS achieves a 6.37% return, which is significantly lower than APH's 43.17% return. Over the past 10 years, CDNS has outperformed APH with an annualized return of 31.90%, while APH has yielded a comparatively lower 19.79% annualized return.


CDNS

YTD

6.37%

1M

12.06%

6M

0.31%

1Y

7.99%

5Y (annualized)

33.56%

10Y (annualized)

31.90%

APH

YTD

43.17%

1M

4.54%

6M

7.37%

1Y

58.57%

5Y (annualized)

23.57%

10Y (annualized)

19.79%

Fundamentals


CDNSAPH
Market Cap$81.67B$86.79B
EPS$3.79$1.75
PE Ratio78.5741.14
PEG Ratio2.992.29
Total Revenue (TTM)$4.35B$14.23B
Gross Profit (TTM)$4.10B$4.76B
EBITDA (TTM)$1.19B$3.33B

Key characteristics


CDNSAPH
Sharpe Ratio0.262.35
Sortino Ratio0.642.69
Omega Ratio1.081.43
Calmar Ratio0.373.50
Martin Ratio0.7911.62
Ulcer Index11.40%5.14%
Daily Std Dev33.98%25.46%
Max Drawdown-93.13%-63.41%
Current Drawdown-11.27%-4.64%

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Correlation

-0.50.00.51.00.4

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.

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 0.26, compared to the broader market-4.00-2.000.002.004.000.262.35
The chart of Sortino ratio for CDNS, currently valued at 0.64, compared to the broader market-4.00-2.000.002.004.000.642.69
The chart of Omega ratio for CDNS, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.43
The chart of Calmar ratio for CDNS, currently valued at 0.37, compared to the broader market0.002.004.006.000.373.50
The chart of Martin ratio for CDNS, currently valued at 0.79, compared to the broader market0.0010.0020.0030.000.7911.62
CDNS
APH

The current CDNS Sharpe Ratio is 0.26, which is lower than the APH Sharpe Ratio of 2.35. 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 Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
0.26
2.35
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 0.70%.


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
0.70%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%JuneJulyAugustSeptemberOctoberNovember
-11.27%
-4.64%
CDNS
APH

Volatility

CDNS vs. APH - Volatility Comparison

Cadence Design Systems, Inc. (CDNS) has a higher volatility of 15.53% compared to Amphenol Corporation (APH) at 7.42%. 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%JuneJulyAugustSeptemberOctoberNovember
15.53%
7.42%
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