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CDNS vs. STM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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CDNS vs. STM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDNS
Cadence Design Systems, Inc.
-11.10%4.03%10.31%69.55%-13.80%36.59%96.70%59.52%3.97%65.82%
STM
STMicroelectronics N.V.
33.57%5.28%-49.67%41.66%-26.76%32.39%38.91%96.34%-35.65%94.77%

Fundamentals

Market Cap

CDNS:

$75.84B

STM:

$30.75B

EPS

CDNS:

$4.06

STM:

$0.28

PE Ratio

CDNS:

68.49

STM:

123.52

PS Ratio

CDNS:

14.34

STM:

2.63

PB Ratio

CDNS:

10.67

STM:

1.72

Total Revenue (TTM)

CDNS:

$5.30B

STM:

$11.84B

Gross Profit (TTM)

CDNS:

$5.09B

STM:

$4.01B

EBITDA (TTM)

CDNS:

$1.74B

STM:

$2.41B

Returns By Period

In the year-to-date period, CDNS achieves a -11.10% return, which is significantly lower than STM's 33.57% return. Over the past 10 years, CDNS has outperformed STM with an annualized return of 27.94%, while STM has yielded a comparatively lower 21.41% annualized return.


CDNS

1D
2.58%
1M
-7.81%
YTD
-11.10%
6M
-20.89%
1Y
9.26%
3Y*
9.77%
5Y*
14.45%
10Y*
27.94%

STM

1D
10.31%
1M
3.09%
YTD
33.57%
6M
23.02%
1Y
59.31%
3Y*
-12.68%
5Y*
-1.74%
10Y*
21.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CDNS vs. STM — Risk / Return Rank

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

CDNS
CDNS Risk / Return Rank: 4949
Overall Rank
CDNS Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CDNS Sortino Ratio Rank: 4747
Sortino Ratio Rank
CDNS Omega Ratio Rank: 4646
Omega Ratio Rank
CDNS Calmar Ratio Rank: 5050
Calmar Ratio Rank
CDNS Martin Ratio Rank: 5050
Martin Ratio Rank

STM
STM Risk / Return Rank: 7474
Overall Rank
STM Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
STM Sortino Ratio Rank: 7474
Sortino Ratio Rank
STM Omega Ratio Rank: 7575
Omega Ratio Rank
STM Calmar Ratio Rank: 7373
Calmar Ratio Rank
STM Martin Ratio Rank: 7272
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. STM - Risk-Adjusted Trends 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.


CDNSSTMDifference

Sharpe ratio

Return per unit of total volatility

0.23

1.08

-0.84

Sortino ratio

Return per unit of downside risk

0.63

1.73

-1.10

Omega ratio

Gain probability vs. loss probability

1.08

1.24

-0.16

Calmar ratio

Return relative to maximum drawdown

0.29

1.59

-1.30

Martin ratio

Return relative to average drawdown

0.65

3.60

-2.95

CDNS vs. STM - Sharpe Ratio Comparison

The current CDNS Sharpe Ratio is 0.23, which is lower than the STM Sharpe Ratio of 1.08. 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.


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Sharpe Ratios by Period


CDNSSTMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

1.08

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

-0.04

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.49

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.20

+0.03

Correlation

The correlation between CDNS and STM is 0.45, 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.


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 1.04%.


TTM20252024202320222021202020192018201720162015
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.
1.04%1.39%1.32%0.48%0.67%0.45%0.50%0.89%1.73%0.98%2.10%5.11%

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.


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Drawdown Indicators


CDNSSTMDifference

Max Drawdown

Largest peak-to-trough decline

-93.13%

-94.40%

+1.27%

Max Drawdown (1Y)

Largest decline over 1 year

-28.09%

-36.35%

+8.26%

Max Drawdown (5Y)

Largest decline over 5 years

-29.59%

-66.66%

+37.07%

Max Drawdown (10Y)

Largest decline over 10 years

-32.12%

-66.66%

+34.54%

Current Drawdown

Current decline from peak

-25.58%

-34.41%

+8.83%

Average Drawdown

Average peak-to-trough decline

-39.79%

-55.49%

+15.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.61%

16.08%

-3.47%

Volatility

CDNS vs. STM - Volatility Comparison

The current volatility for Cadence Design Systems, Inc. (CDNS) is 7.46%, while STMicroelectronics N.V. (STM) has a volatility of 18.64%. 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.


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Volatility by Period


CDNSSTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

18.64%

-11.18%

Volatility (6M)

Calculated over the trailing 6-month period

25.41%

35.35%

-9.94%

Volatility (1Y)

Calculated over the trailing 1-year period

39.60%

55.35%

-15.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.27%

43.15%

-7.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.43%

43.64%

-10.21%

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
1.44B
3.38B
(CDNS) Total Revenue
(STM) Total Revenue
Values in USD except per share items