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

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.


-0.50.00.51.00.4

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.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
6.77%
-37.75%
CDNS
STM

Key characteristics

Sharpe Ratio

CDNS:

0.22

STM:

-1.09

Sortino Ratio

CDNS:

0.58

STM:

-1.55

Omega Ratio

CDNS:

1.07

STM:

0.82

Calmar Ratio

CDNS:

0.32

STM:

-0.77

Martin Ratio

CDNS:

0.66

STM:

-1.38

Ulcer Index

CDNS:

11.64%

STM:

30.90%

Daily Std Dev

CDNS:

34.55%

STM:

39.18%

Max Drawdown

CDNS:

-93.13%

STM:

-94.40%

Current Drawdown

CDNS:

-8.45%

STM:

-53.88%

Fundamentals

Market Cap

CDNS:

$82.48B

STM:

$22.13B

EPS

CDNS:

$3.79

STM:

$2.43

PE Ratio

CDNS:

79.35

STM:

10.14

PEG Ratio

CDNS:

3.11

STM:

19.08

Total Revenue (TTM)

CDNS:

$3.29B

STM:

$9.95B

Gross Profit (TTM)

CDNS:

$2.96B

STM:

$3.97B

EBITDA (TTM)

CDNS:

$1.12B

STM:

$2.63B

Returns By Period

In the year-to-date period, CDNS achieves a -0.52% return, which is significantly higher than STM's -1.12% return. Over the past 10 years, CDNS has outperformed STM with an annualized return of 32.27%, while STM has yielded a comparatively lower 13.92% annualized return.


CDNS

YTD

-0.52%

1M

-4.00%

6M

7.58%

1Y

8.54%

5Y*

32.42%

10Y*

32.27%

STM

YTD

-1.12%

1M

-4.56%

6M

-40.25%

1Y

-41.39%

5Y*

-1.71%

10Y*

13.92%

*Annualized

Compare stocks, funds, or ETFs

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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 5454
Overall Rank
The Sharpe Ratio Rank of CDNS is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of CDNS is 5050
Sortino Ratio Rank
The Omega Ratio Rank of CDNS is 4848
Omega Ratio Rank
The Calmar Ratio Rank of CDNS is 6262
Calmar Ratio Rank
The Martin Ratio Rank of CDNS is 5555
Martin Ratio Rank

STM
The Risk-Adjusted Performance Rank of STM is 66
Overall Rank
The Sharpe Ratio Rank of STM is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of STM is 55
Sortino Ratio Rank
The Omega Ratio Rank of STM is 66
Omega Ratio Rank
The Calmar Ratio Rank of STM is 66
Calmar Ratio Rank
The Martin Ratio Rank of STM is 99
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.


Sharpe ratio
The chart of Sharpe ratio for CDNS, currently valued at 0.22, compared to the broader market-2.000.002.004.000.22-1.09
The chart of Sortino ratio for CDNS, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.000.58-1.55
The chart of Omega ratio for CDNS, currently valued at 1.07, compared to the broader market0.501.001.502.001.070.82
The chart of Calmar ratio for CDNS, currently valued at 0.32, compared to the broader market0.002.004.006.000.32-0.77
The chart of Martin ratio for CDNS, currently valued at 0.66, compared to the broader market-10.000.0010.0020.0030.000.66-1.38
CDNS
STM

The current CDNS Sharpe Ratio is 0.22, which is higher than the STM Sharpe Ratio of -1.09. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.22
-1.09
CDNS
STM

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 1.34%.


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.
1.34%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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.45%
-53.88%
CDNS
STM

Volatility

CDNS vs. STM - Volatility Comparison

The current volatility for Cadence Design Systems, Inc. (CDNS) is 6.90%, while STMicroelectronics N.V. (STM) has a volatility of 11.67%. 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.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
6.90%
11.67%
CDNS
STM

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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