CSPI vs. SNPS
Compare and contrast key facts about CSP Inc. (CSPI) and Synopsys, Inc. (SNPS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSPI or SNPS.
Performance
CSPI vs. SNPS - Performance Comparison
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
31.41%
-3.34%
-13.63%
6.93%
17.36%
15.95%
SNPS
1.76%
3.34%
-8.77%
-2.02%
30.16%
28.65%
Fundamentals
CSPI | SNPS | |
---|---|---|
Market Cap | $126.05M | $85.02B |
EPS | $0.28 | $9.68 |
PE Ratio | 45.50 | 57.18 |
PEG Ratio | 0.00 | 2.54 |
Total Revenue (TTM) | $42.19M | $4.63B |
Gross Profit (TTM) | $15.16M | $3.62B |
EBITDA (TTM) | $1.62M | $1.19B |
Key characteristics
CSPI | SNPS | |
---|---|---|
Sharpe Ratio | 0.13 | -0.05 |
Sortino Ratio | 0.87 | 0.17 |
Omega Ratio | 1.11 | 1.02 |
Calmar Ratio | 0.20 | -0.07 |
Martin Ratio | 0.28 | -0.16 |
Ulcer Index | 41.94% | 11.13% |
Daily Std Dev | 90.66% | 34.98% |
Max Drawdown | -85.01% | -60.95% |
Current Drawdown | -54.23% | -15.66% |
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Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities