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

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.

5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%JuneJulyAugustSeptemberOctoberNovember
15,234.10%
6,260.31%
DIOD
SNPS

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

YTD

-34.17%

1M

-17.15%

6M

-27.65%

1Y

-22.92%

5Y (annualized)

3.15%

10Y (annualized)

7.36%

SNPS

YTD

1.13%

1M

3.87%

6M

-8.11%

1Y

-2.38%

5Y (annualized)

30.16%

10Y (annualized)

28.67%

Fundamentals


DIODSNPS
Market Cap$2.72B$85.02B
EPS$1.32$9.68
PE Ratio44.5257.18
PEG Ratio0.882.54
Total Revenue (TTM)$1.29B$4.63B
Gross Profit (TTM)$429.79M$3.62B
EBITDA (TTM)$149.21M$1.19B

Key characteristics


DIODSNPS
Sharpe Ratio-0.58-0.05
Sortino Ratio-0.620.18
Omega Ratio0.931.02
Calmar Ratio-0.47-0.06
Martin Ratio-1.37-0.15
Ulcer Index17.98%11.09%
Daily Std Dev42.42%34.91%
Max Drawdown-90.09%-60.95%
Current Drawdown-52.85%-16.18%

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Correlation

-0.50.00.51.00.3

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.


Sharpe ratio
The chart of Sharpe ratio for DIOD, currently valued at -0.58, compared to the broader market-4.00-2.000.002.00-0.58-0.05
The chart of Sortino ratio for DIOD, currently valued at -0.62, compared to the broader market-4.00-2.000.002.004.00-0.620.18
The chart of Omega ratio for DIOD, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.02
The chart of Calmar ratio for DIOD, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.47-0.06
The chart of Martin ratio for DIOD, currently valued at -1.37, compared to the broader market0.0010.0020.0030.00-1.37-0.15
DIOD
SNPS

The current DIOD Sharpe Ratio is -0.58, which is lower than the SNPS Sharpe Ratio of -0.05. 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.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.58
-0.05
DIOD
SNPS

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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-52.85%
-16.18%
DIOD
SNPS

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.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
13.40%
12.71%
DIOD
SNPS

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


Values in USD except per share items