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CDNS vs. RISR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDNS vs. RISR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cadence Design Systems, Inc. (CDNS) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CDNS achieves a 23.16% return, which is significantly higher than RISR's 3.07% return.


CDNS

1D
0.32%
1M
10.86%
YTD
23.16%
6M
19.10%
1Y
28.32%
3Y*
17.22%
5Y*
24.39%
10Y*
31.77%

RISR

1D
-0.18%
1M
-0.33%
YTD
3.07%
6M
3.20%
1Y
5.26%
3Y*
10.98%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDNS vs. RISR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CDNS
Cadence Design Systems, Inc.
23.16%4.03%10.31%69.55%-13.80%23.05%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
3.07%4.63%24.20%7.02%31.98%-0.04%

Correlation

The correlation between CDNS and RISR is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

-0.12

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2021

-0.09

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Return for Risk

CDNS vs. RISR — 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

RISR
RISR Risk / Return Rank: 3131
Overall Rank
RISR Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
RISR Sortino Ratio Rank: 2626
Sortino Ratio Rank
RISR Omega Ratio Rank: 2525
Omega Ratio Rank
RISR Calmar Ratio Rank: 4242
Calmar Ratio Rank
RISR Martin Ratio Rank: 3333
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. RISR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cadence Design Systems, Inc. (CDNS) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). 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.


CDNSRISRDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.15

1.15

-0.01

Calmar ratioReturn relative to maximum drawdown

0.87

1.83

-0.95

Martin ratioReturn relative to average drawdown

1.84

4.33

-2.48

CDNS vs. RISR - Sharpe Ratio Comparison

The current CDNS Sharpe Ratio is 0.65, which is comparable to the RISR Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of CDNS and RISR, 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. RISR - Drawdown Comparison

The maximum CDNS drawdown since its inception was -93.13%, which is greater than RISR's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for CDNS and RISR.


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Drawdown Indicators


CDNSRISRDifference

Max Drawdown

Largest peak-to-trough decline

-93.13%

-14.31%

-78.82%

Max Drawdown (1Y)

Largest decline over 1 year

-28.85%

-2.61%

-26.24%

Max Drawdown (3Y)

Largest decline over 3 years

-29.05%

-8.07%

-20.98%

Max Drawdown (5Y)

Largest decline over 5 years

-29.59%

Max Drawdown (10Y)

Largest decline over 10 years

-32.12%

Current Drawdown

Current decline from peak

-7.55%

-0.44%

-7.11%

Average Drawdown

Average peak-to-trough decline

-39.62%

-2.17%

-37.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.63%

1.10%

+12.53%

Volatility

CDNS vs. RISR - Volatility Comparison

Cadence Design Systems, Inc. (CDNS) has a higher volatility of 16.52% compared to FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) at 1.30%. This indicates that CDNS's price experiences larger fluctuations and is considered to be riskier than RISR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDNSRISRDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.52%

1.30%

+15.22%

Volatility (6M)

Calculated over the trailing 6-month period

31.73%

3.98%

+27.75%

Volatility (1Y)

Calculated over the trailing 1-year period

38.94%

5.45%

+33.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.17%

11.82%

+24.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.12%

11.82%

+22.30%

Dividends

CDNS vs. RISR - Dividend Comparison

CDNS has not paid dividends to shareholders, while RISR's dividend yield for the trailing twelve months is around 5.91%.


PositionTTM20252024202320222021
CDNS
Cadence Design Systems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
5.91%5.95%5.67%7.96%4.26%0.30%

Frequently Asked Questions


CDNS and RISR have a correlation of -0.05, 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 RISR (1.30%). In terms of maximum drawdown, CDNS dropped -93.13% vs RISR's -14.31%.

RISR currently has the higher Sharpe Ratio (0.87 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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