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

Correlation

The correlation between CSPI and SNPS is 0.05, 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.


-0.50.00.51.00.0

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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
9.63%
-4.26%
CSPI
SNPS

Key characteristics

Sharpe Ratio

CSPI:

0.62

SNPS:

0.19

Sortino Ratio

CSPI:

1.50

SNPS:

0.52

Omega Ratio

CSPI:

1.19

SNPS:

1.07

Calmar Ratio

CSPI:

0.97

SNPS:

0.28

Martin Ratio

CSPI:

1.32

SNPS:

0.56

Ulcer Index

CSPI:

43.94%

SNPS:

12.75%

Daily Std Dev

CSPI:

93.42%

SNPS:

36.59%

Max Drawdown

CSPI:

-85.01%

SNPS:

-60.95%

Current Drawdown

CSPI:

-39.32%

SNPS:

-14.74%

Fundamentals

Market Cap

CSPI:

$166.62M

SNPS:

$81.89B

EPS

CSPI:

-$0.04

SNPS:

$9.27

PEG Ratio

CSPI:

0.00

SNPS:

11.16

Total Revenue (TTM)

CSPI:

$39.84M

SNPS:

$6.27B

Gross Profit (TTM)

CSPI:

$14.76M

SNPS:

$4.92B

EBITDA (TTM)

CSPI:

-$114.00K

SNPS:

$1.63B

Returns By Period

In the year-to-date period, CSPI achieves a 4.92% return, which is significantly lower than SNPS's 9.15% return. Over the past 10 years, CSPI has underperformed SNPS with an annualized return of 20.37%, while SNPS has yielded a comparatively higher 28.48% annualized return.


CSPI

YTD

4.92%

1M

13.21%

6M

8.64%

1Y

45.17%

5Y*

19.21%

10Y*

20.37%

SNPS

YTD

9.15%

1M

7.63%

6M

-9.96%

1Y

-2.21%

5Y*

28.00%

10Y*

28.48%

*Annualized

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Risk-Adjusted Performance

CSPI vs. SNPS — Risk-Adjusted Performance Rank

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

CSPI
The Risk-Adjusted Performance Rank of CSPI is 6969
Overall Rank
The Sharpe Ratio Rank of CSPI is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of CSPI is 7171
Sortino Ratio Rank
The Omega Ratio Rank of CSPI is 7070
Omega Ratio Rank
The Calmar Ratio Rank of CSPI is 7878
Calmar Ratio Rank
The Martin Ratio Rank of CSPI is 6060
Martin Ratio Rank

SNPS
The Risk-Adjusted Performance Rank of SNPS is 5151
Overall Rank
The Sharpe Ratio Rank of SNPS is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of SNPS is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SNPS is 4646
Omega Ratio Rank
The Calmar Ratio Rank of SNPS is 5959
Calmar Ratio Rank
The Martin Ratio Rank of SNPS is 5353
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.

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 0.62, compared to the broader market-2.000.002.004.000.620.19
The chart of Sortino ratio for CSPI, currently valued at 1.50, compared to the broader market-4.00-2.000.002.004.006.001.500.52
The chart of Omega ratio for CSPI, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.07
The chart of Calmar ratio for CSPI, currently valued at 0.97, compared to the broader market0.002.004.006.000.970.28
The chart of Martin ratio for CSPI, currently valued at 1.32, compared to the broader market0.0010.0020.0030.001.320.56
CSPI
SNPS

The current CSPI Sharpe Ratio is 0.62, which is higher than the SNPS Sharpe Ratio of 0.19. 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 Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.62
0.19
CSPI
SNPS

Dividends

CSPI vs. SNPS - Dividend Comparison

CSPI's dividend yield for the trailing twelve months is around 0.68%, while SNPS has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CSPI
CSP Inc.
0.68%0.72%0.77%0.64%0.00%1.94%5.75%3.77%3.48%3.12%6.34%6.03%
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%AugustSeptemberOctoberNovemberDecember2025
-39.32%
-14.74%
CSPI
SNPS

Volatility

CSPI vs. SNPS - Volatility Comparison

CSP Inc. (CSPI) has a higher volatility of 22.64% compared to Synopsys, Inc. (SNPS) at 8.18%. This indicates that CSPI's price experiences larger fluctuations and is considered to be riskier than SNPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%AugustSeptemberOctoberNovemberDecember2025
22.64%
8.18%
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
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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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