DIOD vs. SNPS
Compare and contrast key facts about Diodes Incorporated (DIOD) and Synopsys, Inc. (SNPS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIOD or SNPS.
Performance
DIOD vs. SNPS - Performance Comparison
Returns By Period
In the year-to-date period, DIOD achieves a -34.17% return, which is significantly lower than SNPS's 1.13% return. Over the past 10 years, DIOD has underperformed SNPS with an annualized return of 7.36%, while SNPS has yielded a comparatively higher 28.67% annualized return.
DIOD
-34.17%
-17.15%
-27.65%
-22.92%
3.15%
7.36%
SNPS
1.13%
3.87%
-8.11%
-2.38%
30.16%
28.67%
Fundamentals
DIOD | SNPS | |
---|---|---|
Market Cap | $2.72B | $85.02B |
EPS | $1.32 | $9.68 |
PE Ratio | 44.52 | 57.18 |
PEG Ratio | 0.88 | 2.54 |
Total Revenue (TTM) | $1.29B | $4.63B |
Gross Profit (TTM) | $429.79M | $3.62B |
EBITDA (TTM) | $149.21M | $1.19B |
Key characteristics
DIOD | SNPS | |
---|---|---|
Sharpe Ratio | -0.58 | -0.05 |
Sortino Ratio | -0.62 | 0.18 |
Omega Ratio | 0.93 | 1.02 |
Calmar Ratio | -0.47 | -0.06 |
Martin Ratio | -1.37 | -0.15 |
Ulcer Index | 17.98% | 11.09% |
Daily Std Dev | 42.42% | 34.91% |
Max Drawdown | -90.09% | -60.95% |
Current Drawdown | -52.85% | -16.18% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between DIOD and SNPS is 0.31, 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
DIOD vs. SNPS - Risk-Adjusted Performance 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.
Dividends
DIOD vs. SNPS - Dividend Comparison
Neither DIOD nor SNPS has paid dividends to shareholders.
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. For additional features, visit the drawdowns tool.
Volatility
DIOD vs. SNPS - Volatility Comparison
Diodes Incorporated (DIOD) has a higher volatility of 13.40% compared to Synopsys, Inc. (SNPS) at 12.71%. 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.
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