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CDNS vs. PHSP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDNS vs. PHSP.L - Performance Comparison

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

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Different Trading Currencies

CDNS is traded in USD, while PHSP.L is traded in GBp. To make them comparable, the PHSP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CDNS achieves a 23.16% return, which is significantly higher than PHSP.L's -5.94% return. Over the past 10 years, CDNS has outperformed PHSP.L with an annualized return of 31.77%, while PHSP.L has yielded a comparatively lower 13.98% annualized return.


CDNS

1D
0.32%
1M
8.58%
YTD
23.16%
6M
19.10%
1Y
25.05%
3Y*
17.22%
5Y*
24.39%
10Y*
31.77%

PHSP.L

1D
4.98%
1M
-23.79%
YTD
-5.94%
6M
9.23%
1Y
84.71%
3Y*
40.82%
5Y*
18.64%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDNS vs. PHSP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDNS
Cadence Design Systems, Inc.
23.16%4.03%10.31%69.55%-13.80%36.59%96.70%59.52%3.97%65.82%
PHSP.L
WisdomTree Physical Silver
-5.94%147.01%20.80%-1.58%3.15%-12.90%45.17%17.09%-9.01%3.31%

Correlation

The correlation between CDNS and PHSP.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.10

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

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.11

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Return for Risk

CDNS vs. PHSP.L — 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

PHSP.L
PHSP.L Risk / Return Rank: 4747
Overall Rank
PHSP.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
PHSP.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
PHSP.L Omega Ratio Rank: 5555
Omega Ratio Rank
PHSP.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
PHSP.L Martin Ratio Rank: 3535
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. PHSP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cadence Design Systems, Inc. (CDNS) and WisdomTree Physical Silver (PHSP.L). 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.


CDNSPHSP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.15

1.29

-0.14

Calmar ratioReturn relative to maximum drawdown

0.87

1.92

-1.05

Martin ratioReturn relative to average drawdown

1.84

4.25

-2.41

CDNS vs. PHSP.L - Sharpe Ratio Comparison

The current CDNS Sharpe Ratio is 0.65, which is lower than the PHSP.L Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of CDNS and PHSP.L, 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. PHSP.L - Drawdown Comparison

The maximum CDNS drawdown since its inception was -93.13%, which is greater than PHSP.L's maximum drawdown of -77.00%. Use the drawdown chart below to compare losses from any high point for CDNS and PHSP.L.


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Drawdown Indicators


CDNSPHSP.LDifference

Max Drawdown

Largest peak-to-trough decline

-93.13%

-77.00%

-16.13%

Max Drawdown (1Y)

Largest decline over 1 year

-28.85%

-43.79%

+14.94%

Max Drawdown (3Y)

Largest decline over 3 years

-29.05%

-43.79%

+14.74%

Max Drawdown (5Y)

Largest decline over 5 years

-29.59%

-43.79%

+14.20%

Max Drawdown (10Y)

Largest decline over 10 years

-32.12%

-43.79%

+11.67%

Current Drawdown

Current decline from peak

-7.55%

-40.99%

+33.44%

Average Drawdown

Average peak-to-trough decline

-39.62%

-52.73%

+13.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.63%

19.87%

-6.24%

Volatility

CDNS vs. PHSP.L - Volatility Comparison

Cadence Design Systems, Inc. (CDNS) has a higher volatility of 16.52% compared to WisdomTree Physical Silver (PHSP.L) at 15.36%. This indicates that CDNS's price experiences larger fluctuations and is considered to be riskier than PHSP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDNSPHSP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.52%

15.36%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

31.73%

53.31%

-21.58%

Volatility (1Y)

Calculated over the trailing 1-year period

38.94%

56.19%

-17.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.17%

38.04%

-1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.12%

32.28%

+1.84%

Dividends

CDNS vs. PHSP.L - Dividend Comparison

Neither CDNS nor PHSP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CDNS and PHSP.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for CDNS and PHSP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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