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

Correlation

The correlation between DIOD and SNPS is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

DIOD vs. SNPS - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DIOD:

-0.69

SNPS:

-0.52

Sortino Ratio

DIOD:

-0.89

SNPS:

-0.54

Omega Ratio

DIOD:

0.90

SNPS:

0.93

Calmar Ratio

DIOD:

-0.55

SNPS:

-0.58

Martin Ratio

DIOD:

-1.15

SNPS:

-1.17

Ulcer Index

DIOD:

33.18%

SNPS:

19.30%

Daily Std Dev

DIOD:

52.79%

SNPS:

41.69%

Max Drawdown

DIOD:

-90.09%

SNPS:

-60.95%

Current Drawdown

DIOD:

-59.44%

SNPS:

-26.77%

Fundamentals

Market Cap

DIOD:

$2.16B

SNPS:

$79.13B

EPS

DIOD:

$0.54

SNPS:

$7.54

PE Ratio

DIOD:

84.43

SNPS:

61.33

PEG Ratio

DIOD:

0.88

SNPS:

8.22

PS Ratio

DIOD:

1.61

SNPS:

13.03

PB Ratio

DIOD:

1.17

SNPS:

8.50

Total Revenue (TTM)

DIOD:

$1.34B

SNPS:

$4.62B

Gross Profit (TTM)

DIOD:

$437.12M

SNPS:

$3.68B

EBITDA (TTM)

DIOD:

$179.80M

SNPS:

$1.12B

Returns By Period

In the year-to-date period, DIOD achieves a -26.06% return, which is significantly lower than SNPS's -6.26% return. Over the past 10 years, DIOD has underperformed SNPS with an annualized return of 5.59%, while SNPS has yielded a comparatively higher 24.73% annualized return.


DIOD

YTD

-26.06%

1M

19.50%

6M

-29.08%

1Y

-36.45%

3Y*

-16.16%

5Y*

-1.28%

10Y*

5.59%

SNPS

YTD

-6.26%

1M

-1.25%

6M

-16.93%

1Y

-21.58%

3Y*

12.10%

5Y*

20.26%

10Y*

24.73%

*Annualized

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Diodes Incorporated

Synopsys, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DIOD vs. SNPS — Risk-Adjusted Performance Rank

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

DIOD
The Risk-Adjusted Performance Rank of DIOD is 1616
Overall Rank
The Sharpe Ratio Rank of DIOD is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of DIOD is 1414
Sortino Ratio Rank
The Omega Ratio Rank of DIOD is 1616
Omega Ratio Rank
The Calmar Ratio Rank of DIOD is 1616
Calmar Ratio Rank
The Martin Ratio Rank of DIOD is 1919
Martin Ratio Rank

SNPS
The Risk-Adjusted Performance Rank of SNPS is 1919
Overall Rank
The Sharpe Ratio Rank of SNPS is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of SNPS is 2121
Sortino Ratio Rank
The Omega Ratio Rank of SNPS is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SNPS is 1414
Calmar Ratio Rank
The Martin Ratio Rank of SNPS is 1818
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.

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.


The current DIOD Sharpe Ratio is -0.69, which is lower than the SNPS Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of DIOD 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DIOD vs. SNPS - Dividend Comparison

Neither DIOD nor SNPS has paid dividends to shareholders.


Tickers have no history of dividend payments

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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DIOD vs. SNPS - Volatility Comparison

Diodes Incorporated (DIOD) has a higher volatility of 15.83% compared to Synopsys, Inc. (SNPS) at 12.92%. 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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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


500.00M1.00B1.50B20212022202320242025
332.11M
1.46B
(DIOD) Total Revenue
(SNPS) Total Revenue
Values in USD except per share items

DIOD vs. SNPS - Profitability Comparison

The chart below illustrates the profitability comparison between Diodes Incorporated and Synopsys, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%20212022202320242025
31.5%
81.5%
(DIOD) Gross Margin
(SNPS) Gross Margin
DIOD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Diodes Incorporated reported a gross profit of 104.69M and revenue of 332.11M. Therefore, the gross margin over that period was 31.5%.

SNPS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Synopsys, Inc. reported a gross profit of 1.19B and revenue of 1.46B. Therefore, the gross margin over that period was 81.5%.

DIOD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Diodes Incorporated reported an operating income of 1.30M and revenue of 332.11M, resulting in an operating margin of 0.4%.

SNPS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Synopsys, Inc. reported an operating income of 251.84M and revenue of 1.46B, resulting in an operating margin of 17.3%.

DIOD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Diodes Incorporated reported a net income of -4.44M and revenue of 332.11M, resulting in a net margin of -1.3%.

SNPS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Synopsys, Inc. reported a net income of 295.68M and revenue of 1.46B, resulting in a net margin of 20.3%.