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

Performance

EME vs. SNPS - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
32.93%
-5.51%
EME
SNPS

Returns By Period

In the year-to-date period, EME achieves a 140.10% return, which is significantly higher than SNPS's 5.18% return. Both investments have delivered pretty close results over the past 10 years, with EME having a 28.37% annualized return and SNPS not far ahead at 29.05%.


EME

YTD

140.10%

1M

13.34%

6M

32.93%

1Y

141.86%

5Y (annualized)

43.23%

10Y (annualized)

28.37%

SNPS

YTD

5.18%

1M

7.11%

6M

-5.51%

1Y

0.22%

5Y (annualized)

32.07%

10Y (annualized)

29.05%

Fundamentals


EMESNPS
Market Cap$23.73B$83.19B
EPS$19.69$9.72
PE Ratio26.2055.72
PEG Ratio1.322.44
Total Revenue (TTM)$14.24B$4.63B
Gross Profit (TTM)$2.63B$3.62B
EBITDA (TTM)$1.38B$1.32B

Key characteristics


EMESNPS
Sharpe Ratio4.640.00
Sortino Ratio4.770.25
Omega Ratio1.731.03
Calmar Ratio9.730.00
Martin Ratio31.070.00
Ulcer Index4.57%11.20%
Daily Std Dev30.60%34.97%
Max Drawdown-70.56%-60.95%
Current Drawdown-0.89%-12.83%

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Correlation

-0.50.00.51.00.3

The correlation between EME and SNPS is 0.34, 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

EME vs. SNPS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EMCOR Group, Inc. (EME) 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 EME, currently valued at 4.64, compared to the broader market-4.00-2.000.002.004.004.640.00
The chart of Sortino ratio for EME, currently valued at 4.77, compared to the broader market-4.00-2.000.002.004.004.770.25
The chart of Omega ratio for EME, currently valued at 1.73, compared to the broader market0.501.001.502.001.731.03
The chart of Calmar ratio for EME, currently valued at 9.73, compared to the broader market0.002.004.006.009.730.00
The chart of Martin ratio for EME, currently valued at 31.07, compared to the broader market-10.000.0010.0020.0030.0031.070.00
EME
SNPS

The current EME Sharpe Ratio is 4.64, which is higher than the SNPS Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of EME 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 Ratio0.001.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
4.64
0.00
EME
SNPS

Dividends

EME vs. SNPS - Dividend Comparison

EME's dividend yield for the trailing twelve months is around 0.18%, while SNPS has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EME
EMCOR Group, Inc.
0.18%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%0.42%
SNPS
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

EME vs. SNPS - Drawdown Comparison

The maximum EME drawdown since its inception was -70.56%, which is greater than SNPS's maximum drawdown of -60.95%. Use the drawdown chart below to compare losses from any high point for EME and SNPS. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.89%
-12.83%
EME
SNPS

Volatility

EME vs. SNPS - Volatility Comparison

The current volatility for EMCOR Group, Inc. (EME) is 9.49%, while Synopsys, Inc. (SNPS) has a volatility of 12.84%. This indicates that EME 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
9.49%
12.84%
EME
SNPS

Financials

EME vs. SNPS - Financials Comparison

This section allows you to compare key financial metrics between EMCOR Group, 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.


Quarterly
Annual

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


Values in USD except per share items