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CDNS vs. AVUV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDNS vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cadence Design Systems, Inc. (CDNS) and Avantis US Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with CDNS having a 23.16% return and AVUV slightly lower at 22.73%.


CDNS

1D
0.32%
1M
9.10%
YTD
23.16%
6M
19.10%
1Y
28.32%
3Y*
17.22%
5Y*
24.39%
10Y*
31.77%

AVUV

1D
0.96%
1M
5.11%
YTD
22.73%
6M
19.51%
1Y
42.12%
3Y*
19.24%
5Y*
11.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDNS vs. AVUV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CDNS
Cadence Design Systems, Inc.
23.16%4.03%10.31%69.55%-13.80%36.59%96.70%4.88%
AVUV
Avantis US Small Cap Value ETF
22.73%7.44%9.28%22.82%-4.91%42.20%6.43%8.54%

Correlation

The correlation between CDNS and AVUV is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.38

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Return for Risk

CDNS vs. AVUV — Risk / Return Rank

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

CDNS
CDNS Risk / Return Rank: 6161
Overall Rank
CDNS Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CDNS Sortino Ratio Rank: 6161
Sortino Ratio Rank
CDNS Omega Ratio Rank: 6060
Omega Ratio Rank
CDNS Calmar Ratio Rank: 6161
Calmar Ratio Rank
CDNS Martin Ratio Rank: 6161
Martin Ratio Rank

AVUV
AVUV Risk / Return Rank: 8484
Overall Rank
AVUV Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AVUV Sortino Ratio Rank: 8484
Sortino Ratio Rank
AVUV Omega Ratio Rank: 7777
Omega Ratio Rank
AVUV Calmar Ratio Rank: 9191
Calmar Ratio Rank
AVUV Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CDNS vs. AVUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cadence Design Systems, Inc. (CDNS) and Avantis US Small Cap Value ETF (AVUV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CDNSAVUVDifference
Sharpe ratioReturn per unit of total volatility

-1.64

Sortino ratioReturn per unit of downside risk

-2.06

Omega ratioGain probability vs. loss probability

1.15

1.39

-0.24

Calmar ratioReturn relative to maximum drawdown

0.87

5.06

-4.19

Martin ratioReturn relative to average drawdown

1.84

15.09

-13.24

CDNS vs. AVUV - Sharpe Ratio Comparison

The current CDNS Sharpe Ratio is 0.65, which is lower than the AVUV Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of CDNS and AVUV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CDNS vs. AVUV - Drawdown Comparison

The maximum CDNS drawdown since its inception was -93.13%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for CDNS and AVUV.


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Drawdown Indicators


CDNSAVUVDifference

Max Drawdown

Largest peak-to-trough decline

-93.13%

-49.42%

-43.71%

Max Drawdown (1Y)

Largest decline over 1 year

-28.85%

-7.95%

-20.90%

Max Drawdown (3Y)

Largest decline over 3 years

-29.05%

-28.79%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-29.59%

-28.79%

-0.80%

Max Drawdown (10Y)

Largest decline over 10 years

-32.12%

Current Drawdown

Current decline from peak

-7.55%

0.00%

-7.55%

Average Drawdown

Average peak-to-trough decline

-39.62%

-7.91%

-31.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.63%

2.67%

+10.96%

Volatility

CDNS vs. AVUV - Volatility Comparison

Cadence Design Systems, Inc. (CDNS) has a higher volatility of 16.52% compared to Avantis US Small Cap Value ETF (AVUV) at 4.53%. This indicates that CDNS's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDNSAVUVDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.52%

4.53%

+11.99%

Volatility (6M)

Calculated over the trailing 6-month period

31.73%

11.34%

+20.39%

Volatility (1Y)

Calculated over the trailing 1-year period

38.94%

17.63%

+21.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.17%

22.75%

+13.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.12%

28.26%

+5.86%

Dividends

CDNS vs. AVUV - Dividend Comparison

CDNS has not paid dividends to shareholders, while AVUV's dividend yield for the trailing twelve months is around 1.61%.


PositionTTM2025202420232022202120202019
AVUV
Avantis US Small Cap Value ETF
1.61%1.58%1.61%1.65%1.74%1.28%1.21%0.38%
CDNS
Cadence Design Systems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CDNS and AVUV have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CDNS has higher volatility (16.52%) compared to AVUV (4.53%). In terms of maximum drawdown, CDNS dropped -93.13% vs AVUV's -49.42%.

AVUV currently has the higher Sharpe Ratio (2.28 vs 0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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