PortfoliosLab logoPortfoliosLab logo
CDNS vs. SLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDNS vs. SLV - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, CDNS achieves a 23.16% return, which is significantly higher than SLV's -4.86% return. Over the past 10 years, CDNS has outperformed SLV with an annualized return of 31.77%, while SLV has yielded a comparatively lower 13.99% 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%

SLV

1D
0.77%
1M
-22.76%
YTD
-4.86%
6M
9.25%
1Y
85.39%
3Y*
41.27%
5Y*
18.83%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDNS vs. SLV - 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%
SLV
iShares Silver Trust
-4.86%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Correlation

The correlation between CDNS and SLV is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.14

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

0.15

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

0.14

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2006

0.14

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CDNS vs. SLV — 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

SLV
SLV Risk / Return Rank: 4242
Overall Rank
SLV Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 3838
Sortino Ratio Rank
SLV Omega Ratio Rank: 5353
Omega Ratio Rank
SLV Calmar Ratio Rank: 4343
Calmar Ratio Rank
SLV Martin Ratio Rank: 3232
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. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cadence Design Systems, Inc. (CDNS) and iShares Silver Trust (SLV). 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.


CDNSSLVDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.15

1.29

-0.14

Calmar ratioReturn relative to maximum drawdown

0.87

1.89

-1.02

Martin ratioReturn relative to average drawdown

1.84

4.10

-2.26

CDNS vs. SLV - Sharpe Ratio Comparison

The current CDNS Sharpe Ratio is 0.65, which is lower than the SLV Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of CDNS and SLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CDNS vs. SLV - Drawdown Comparison

The maximum CDNS drawdown since its inception was -93.13%, which is greater than SLV's maximum drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for CDNS and SLV.


Loading charts...

Drawdown Indicators


CDNSSLVDifference

Max Drawdown

Largest peak-to-trough decline

-93.13%

-76.28%

-16.85%

Max Drawdown (1Y)

Largest decline over 1 year

-28.85%

-45.40%

+16.55%

Max Drawdown (3Y)

Largest decline over 3 years

-29.05%

-45.40%

+16.35%

Max Drawdown (5Y)

Largest decline over 5 years

-29.59%

-45.40%

+15.81%

Max Drawdown (10Y)

Largest decline over 10 years

-32.12%

-45.40%

+13.28%

Current Drawdown

Current decline from peak

-7.55%

-41.96%

+34.41%

Average Drawdown

Average peak-to-trough decline

-39.62%

-44.66%

+5.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.63%

20.88%

-7.25%

Volatility

CDNS vs. SLV - Volatility Comparison

Cadence Design Systems, Inc. (CDNS) and iShares Silver Trust (SLV) have volatilities of 16.52% and 16.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CDNSSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.52%

16.34%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

31.73%

59.10%

-27.37%

Volatility (1Y)

Calculated over the trailing 1-year period

38.94%

59.82%

-20.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.17%

36.46%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.12%

32.00%

+2.12%

Dividends

CDNS vs. SLV - Dividend Comparison

Neither CDNS nor SLV has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CDNS and SLV have a correlation of 0.12, 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 SLV (16.34%). In terms of maximum drawdown, CDNS dropped -93.13% vs SLV's -76.28%.

SLV currently has the higher Sharpe Ratio (1.44 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

Find the right allocation for CDNS and SLV

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

Open Portfolio Optimizer