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

Performance

CDNS vs. LSCC - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.94%
-31.93%
CDNS
LSCC

Returns By Period

In the year-to-date period, CDNS achieves a 6.37% return, which is significantly higher than LSCC's -27.57% return. Over the past 10 years, CDNS has outperformed LSCC with an annualized return of 31.90%, while LSCC has yielded a comparatively lower 22.67% annualized return.


CDNS

YTD

6.37%

1M

12.06%

6M

0.31%

1Y

7.99%

5Y (annualized)

33.56%

10Y (annualized)

31.90%

LSCC

YTD

-27.57%

1M

-6.27%

6M

-31.51%

1Y

-13.95%

5Y (annualized)

21.46%

10Y (annualized)

22.67%

Fundamentals


CDNSLSCC
Market Cap$81.67B$7.29B
EPS$3.79$1.02
PE Ratio78.5751.77
PEG Ratio2.993.18
Total Revenue (TTM)$4.35B$562.58M
Gross Profit (TTM)$4.10B$360.06M
EBITDA (TTM)$1.19B$127.67M

Key characteristics


CDNSLSCC
Sharpe Ratio0.26-0.29
Sortino Ratio0.64-0.07
Omega Ratio1.080.99
Calmar Ratio0.37-0.27
Martin Ratio0.79-0.58
Ulcer Index11.40%26.35%
Daily Std Dev33.98%52.23%
Max Drawdown-93.13%-97.34%
Current Drawdown-11.27%-48.62%

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Correlation

-0.50.00.51.00.4

The correlation between CDNS and LSCC is 0.40, 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. LSCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cadence Design Systems, Inc. (CDNS) and Lattice Semiconductor Corporation (LSCC). 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 0.25, compared to the broader market-4.00-2.000.002.004.000.25-0.29
The chart of Sortino ratio for CDNS, currently valued at 0.62, compared to the broader market-4.00-2.000.002.004.000.62-0.07
The chart of Omega ratio for CDNS, currently valued at 1.07, compared to the broader market0.501.001.502.001.070.99
The chart of Calmar ratio for CDNS, currently valued at 0.35, compared to the broader market0.002.004.006.000.35-0.27
The chart of Martin ratio for CDNS, currently valued at 0.74, compared to the broader market0.0010.0020.0030.000.75-0.58
CDNS
LSCC

The current CDNS Sharpe Ratio is 0.26, which is higher than the LSCC Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of CDNS and LSCC, 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-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.25
-0.29
CDNS
LSCC

Dividends

CDNS vs. LSCC - Dividend Comparison

Neither CDNS nor LSCC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CDNS vs. LSCC - Drawdown Comparison

The maximum CDNS drawdown since its inception was -93.13%, roughly equal to the maximum LSCC drawdown of -97.34%. Use the drawdown chart below to compare losses from any high point for CDNS and LSCC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.27%
-48.62%
CDNS
LSCC

Volatility

CDNS vs. LSCC - Volatility Comparison

Cadence Design Systems, Inc. (CDNS) has a higher volatility of 15.37% compared to Lattice Semiconductor Corporation (LSCC) at 12.25%. This indicates that CDNS's price experiences larger fluctuations and is considered to be riskier than LSCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
15.37%
12.25%
CDNS
LSCC

Financials

CDNS vs. LSCC - Financials Comparison

This section allows you to compare key financial metrics between Cadence Design Systems, Inc. and Lattice Semiconductor 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