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CSPI vs. SNPS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CSPI vs. SNPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CSP Inc. (CSPI) and Synopsys, Inc. (SNPS). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-13.63%
-8.77%
CSPI
SNPS

Returns By Period

In the year-to-date period, CSPI achieves a 31.41% return, which is significantly higher than SNPS's 1.76% return. Over the past 10 years, CSPI has underperformed SNPS with an annualized return of 15.95%, while SNPS has yielded a comparatively higher 28.65% annualized return.


CSPI

YTD

31.41%

1M

-3.34%

6M

-13.63%

1Y

6.93%

5Y (annualized)

17.36%

10Y (annualized)

15.95%

SNPS

YTD

1.76%

1M

3.34%

6M

-8.77%

1Y

-2.02%

5Y (annualized)

30.16%

10Y (annualized)

28.65%

Fundamentals


CSPISNPS
Market Cap$126.05M$85.02B
EPS$0.28$9.68
PE Ratio45.5057.18
PEG Ratio0.002.54
Total Revenue (TTM)$42.19M$4.63B
Gross Profit (TTM)$15.16M$3.62B
EBITDA (TTM)$1.62M$1.19B

Key characteristics


CSPISNPS
Sharpe Ratio0.13-0.05
Sortino Ratio0.870.17
Omega Ratio1.111.02
Calmar Ratio0.20-0.07
Martin Ratio0.28-0.16
Ulcer Index41.94%11.13%
Daily Std Dev90.66%34.98%
Max Drawdown-85.01%-60.95%
Current Drawdown-54.23%-15.66%

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Correlation

-0.50.00.51.00.0

The correlation between CSPI and SNPS is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

CSPI vs. SNPS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CSP Inc. (CSPI) and Synopsys, Inc. (SNPS). 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 CSPI, currently valued at 0.13, compared to the broader market-4.00-2.000.002.004.000.13-0.05
The chart of Sortino ratio for CSPI, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.870.17
The chart of Omega ratio for CSPI, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.02
The chart of Calmar ratio for CSPI, currently valued at 0.20, compared to the broader market0.002.004.006.000.20-0.07
The chart of Martin ratio for CSPI, currently valued at 0.28, compared to the broader market-10.000.0010.0020.0030.000.28-0.16
CSPI
SNPS

The current CSPI Sharpe Ratio is 0.13, which is higher than the SNPS Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of CSPI and SNPS, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.13
-0.05
CSPI
SNPS

Dividends

CSPI vs. SNPS - Dividend Comparison

CSPI's dividend yield for the trailing twelve months is around 0.82%, while SNPS has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CSPI
CSP Inc.
0.82%0.77%0.64%0.00%1.94%5.75%3.77%3.48%3.12%6.34%6.03%3.71%
SNPS
Synopsys, 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%

Drawdowns

CSPI vs. SNPS - Drawdown Comparison

The maximum CSPI drawdown since its inception was -85.01%, which is greater than SNPS's maximum drawdown of -60.95%. Use the drawdown chart below to compare losses from any high point for CSPI and SNPS. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-54.23%
-15.66%
CSPI
SNPS

Volatility

CSPI vs. SNPS - Volatility Comparison

The current volatility for CSP Inc. (CSPI) is 9.94%, while Synopsys, Inc. (SNPS) has a volatility of 12.72%. This indicates that CSPI experiences smaller price fluctuations and is considered to be less risky than SNPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
9.94%
12.72%
CSPI
SNPS

Financials

CSPI vs. SNPS - Financials Comparison

This section allows you to compare key financial metrics between CSP Inc. and Synopsys, Inc.. 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