PortfoliosLab logo
CDNS vs. STM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CDNS and STM is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CDNS vs. STM - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

CDNS:

0.21

STM:

-0.74

Sortino Ratio

CDNS:

0.71

STM:

-0.79

Omega Ratio

CDNS:

1.09

STM:

0.90

Calmar Ratio

CDNS:

0.42

STM:

-0.53

Martin Ratio

CDNS:

0.83

STM:

-0.92

Ulcer Index

CDNS:

14.61%

STM:

38.31%

Daily Std Dev

CDNS:

41.74%

STM:

52.47%

Max Drawdown

CDNS:

-93.13%

STM:

-94.40%

Current Drawdown

CDNS:

-2.37%

STM:

-51.35%

Fundamentals

Market Cap

CDNS:

$87.21B

STM:

$23.26B

EPS

CDNS:

$3.95

STM:

$1.18

PE Ratio

CDNS:

80.86

STM:

22.09

PEG Ratio

CDNS:

3.36

STM:

2.74

PS Ratio

CDNS:

17.89

STM:

1.89

PB Ratio

CDNS:

18.22

STM:

1.31

Total Revenue (TTM)

CDNS:

$4.87B

STM:

$12.32B

Gross Profit (TTM)

CDNS:

$4.56B

STM:

$4.62B

EBITDA (TTM)

CDNS:

$1.64B

STM:

$2.88B

Returns By Period

In the year-to-date period, CDNS achieves a 6.09% return, which is significantly higher than STM's 4.31% return. Over the past 10 years, CDNS has outperformed STM with an annualized return of 32.34%, while STM has yielded a comparatively lower 13.94% annualized return.


CDNS

YTD

6.09%

1M

20.60%

6M

5.19%

1Y

8.76%

5Y*

31.29%

10Y*

32.34%

STM

YTD

4.31%

1M

26.40%

6M

0.14%

1Y

-38.67%

5Y*

2.64%

10Y*

13.94%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

CDNS vs. STM — Risk-Adjusted Performance Rank

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

CDNS
The Risk-Adjusted Performance Rank of CDNS is 6161
Overall Rank
The Sharpe Ratio Rank of CDNS is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of CDNS is 5757
Sortino Ratio Rank
The Omega Ratio Rank of CDNS is 5757
Omega Ratio Rank
The Calmar Ratio Rank of CDNS is 7070
Calmar Ratio Rank
The Martin Ratio Rank of CDNS is 6262
Martin Ratio Rank

STM
The Risk-Adjusted Performance Rank of STM is 1818
Overall Rank
The Sharpe Ratio Rank of STM is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of STM is 1616
Sortino Ratio Rank
The Omega Ratio Rank of STM is 1717
Omega Ratio Rank
The Calmar Ratio Rank of STM is 1717
Calmar Ratio Rank
The Martin Ratio Rank of STM is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CDNS vs. STM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cadence Design Systems, Inc. (CDNS) and STMicroelectronics N.V. (STM). 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.


The current CDNS Sharpe Ratio is 0.21, which is higher than the STM Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of CDNS and STM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

CDNS vs. STM - Dividend Comparison

CDNS has not paid dividends to shareholders, while STM's dividend yield for the trailing twelve months is around 1.39%.


TTM20242023202220212020201920182017201620152014
CDNS
Cadence Design Systems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STM
STMicroelectronics N.V.
1.39%1.32%0.48%0.82%0.45%0.50%0.86%1.47%0.93%2.10%5.11%4.55%

Drawdowns

CDNS vs. STM - Drawdown Comparison

The maximum CDNS drawdown since its inception was -93.13%, roughly equal to the maximum STM drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for CDNS and STM. For additional features, visit the drawdowns tool.


Loading data...

Volatility

CDNS vs. STM - Volatility Comparison

The current volatility for Cadence Design Systems, Inc. (CDNS) is 10.79%, while STMicroelectronics N.V. (STM) has a volatility of 12.27%. This indicates that CDNS experiences smaller price fluctuations and is considered to be less risky than STM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

CDNS vs. STM - Financials Comparison

This section allows you to compare key financial metrics between Cadence Design Systems, Inc. and STMicroelectronics N.V.. 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


1.00B2.00B3.00B4.00B20212022202320242025
1.24B
2.52B
(CDNS) Total Revenue
(STM) Total Revenue
Values in USD except per share items

CDNS vs. STM - Profitability Comparison

The chart below illustrates the profitability comparison between Cadence Design Systems, Inc. and STMicroelectronics N.V. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%100.0%20212022202320242025
95.9%
33.4%
(CDNS) Gross Margin
(STM) Gross Margin
CDNS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Cadence Design Systems, Inc. reported a gross profit of 1.19B and revenue of 1.24B. Therefore, the gross margin over that period was 95.9%.

STM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, STMicroelectronics N.V. reported a gross profit of 841.00M and revenue of 2.52B. Therefore, the gross margin over that period was 33.4%.

CDNS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Cadence Design Systems, Inc. reported an operating income of 361.52M and revenue of 1.24B, resulting in an operating margin of 29.1%.

STM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, STMicroelectronics N.V. reported an operating income of 3.00M and revenue of 2.52B, resulting in an operating margin of 0.1%.

CDNS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Cadence Design Systems, Inc. reported a net income of 273.58M and revenue of 1.24B, resulting in a net margin of 22.0%.

STM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, STMicroelectronics N.V. reported a net income of 56.00M and revenue of 2.52B, resulting in a net margin of 2.2%.