DIOD vs. SNPS
DIOD (Diodes Incorporated) and SNPS (Synopsys, Inc.) are both stocks. Both are in the Technology sector — DIOD in Semiconductors, SNPS in Software - Infrastructure. Over the past 10 years, DIOD returned 19.48%/yr vs 25.34%/yr for SNPS. At a 0.31 correlation, their price movements are largely independent.
Performance
DIOD vs. SNPS - Performance Comparison
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Returns By Period
In the year-to-date period, DIOD achieves a 135.55% return, which is significantly higher than SNPS's 6.02% return. Over the past 10 years, DIOD has underperformed SNPS with an annualized return of 19.48%, while SNPS has yielded a comparatively higher 25.34% annualized return.
DIOD
- 1D
- 1.83%
- 1M
- 6.92%
- YTD
- 135.55%
- 6M
- 126.42%
- 1Y
- 149.40%
- 3Y*
- 8.49%
- 5Y*
- 8.66%
- 10Y*
- 19.48%
SNPS
- 1D
- -2.03%
- 1M
- 0.10%
- YTD
- 6.02%
- 6M
- 6.77%
- 1Y
- 6.81%
- 3Y*
- 3.49%
- 5Y*
- 14.25%
- 10Y*
- 25.34%
DIOD vs. SNPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIOD Diodes Incorporated | 135.55% | -19.99% | -23.41% | 5.75% | -30.66% | 55.76% | 25.07% | 74.74% | 12.52% | 11.69% |
SNPS Synopsys, Inc. | 6.02% | -3.22% | -5.74% | 61.27% | -13.35% | 42.15% | 86.24% | 65.24% | -1.17% | 44.82% |
Correlation
The correlation between DIOD and SNPS is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 1992 | 0.31 |
The correlation between DIOD and SNPS shifts across timeframes, from 0.31 (all time) to 0.52 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
DIOD:
$5.36B
SNPS:
$95.41B
DIOD:
$1.85
SNPS:
$4.57
DIOD:
62.94
SNPS:
109.01
DIOD:
3.46
SNPS:
9.71
DIOD:
2.75
SNPS:
3.13
DIOD:
$1.56B
SNPS:
$8.68B
DIOD:
$486.53M
SNPS:
$6.38B
DIOD:
$216.64M
SNPS:
$2.22B
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Return for Risk
DIOD vs. SNPS — Risk / Return Rank
DIOD
SNPS
DIOD vs. SNPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diodes Incorporated (DIOD) 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.
| DIOD | SNPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.56 | ||
| Sortino ratioReturn per unit of downside risk | +2.80 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.10 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 5.48 | 0.17 | +5.31 |
| Martin ratioReturn relative to average drawdown | 14.09 | 0.26 | +13.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DIOD | SNPS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.68 | 0.12 | +2.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.35 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.73 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.32 | +0.01 |
Drawdowns
DIOD vs. SNPS - Drawdown Comparison
The maximum DIOD drawdown since its inception was -90.09%, which is greater than SNPS's maximum drawdown of -60.95%. Use the drawdown chart below to compare losses from any high point for DIOD and SNPS.
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Drawdown Indicators
| DIOD | SNPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.09% | -60.95% | -29.14% |
Max Drawdown (1Y)Largest decline over 1 year | -27.44% | -41.04% | +13.60% |
Max Drawdown (3Y)Largest decline over 3 years | -64.19% | -41.04% | -23.15% |
Max Drawdown (5Y)Largest decline over 5 years | -69.52% | -41.04% | -28.48% |
Max Drawdown (10Y)Largest decline over 10 years | -69.52% | -41.04% | -28.48% |
Current DrawdownCurrent decline from peak | 0.00% | -22.83% | +22.83% |
Average DrawdownAverage peak-to-trough decline | -33.34% | -20.28% | -13.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.65% | 25.77% | -15.12% |
Volatility
DIOD vs. SNPS - Volatility Comparison
Diodes Incorporated (DIOD) has a higher volatility of 20.33% compared to Synopsys, Inc. (SNPS) at 12.28%. This indicates that DIOD'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.
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Volatility by Period
| DIOD | SNPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.33% | 12.28% | +8.05% |
Volatility (6M)Calculated over the trailing 6-month period | 43.59% | 30.56% | +13.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.29% | 56.36% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.48% | 40.73% | +5.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.25% | 35.02% | +8.23% |
Dividends
DIOD vs. SNPS - Dividend Comparison
Neither DIOD nor SNPS has paid dividends to shareholders.
Financials
DIOD vs. SNPS - Financials Comparison
This section allows you to compare key financial metrics between Diodes Incorporated 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
DIOD vs. SNPS - Profitability Comparison
DIOD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Diodes Incorporated reported a gross profit of 128.79M and revenue of 405.47M. Therefore, the gross margin over that period was 31.8%.
SNPS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Synopsys, Inc. reported a gross profit of 1.65B and revenue of 2.28B. Therefore, the gross margin over that period was 72.3%.
DIOD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Diodes Incorporated reported an operating income of 19.77M and revenue of 405.47M, resulting in an operating margin of 4.9%.
SNPS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Synopsys, Inc. reported an operating income of 120.43M and revenue of 2.28B, resulting in an operating margin of 5.3%.
DIOD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Diodes Incorporated reported a net income of 14.96M and revenue of 405.47M, resulting in a net margin of 3.7%.
SNPS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Synopsys, Inc. reported a net income of 16.87M and revenue of 2.28B, resulting in a net margin of 0.7%.
Frequently Asked Questions
DIOD and SNPS have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIOD has higher volatility (20.33%) compared to SNPS (12.28%). In terms of maximum drawdown, DIOD dropped -90.09% vs SNPS's -60.95%.
DIOD currently has the higher Sharpe Ratio (2.68 vs 0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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