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

Correlation

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.


-0.50.00.51.00.3

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%40.00%JulyAugustSeptemberOctoberNovemberDecember
20.49%
-18.97%
EME
SNPS

Key characteristics

Sharpe Ratio

EME:

3.64

SNPS:

-0.31

Sortino Ratio

EME:

3.93

SNPS:

-0.20

Omega Ratio

EME:

1.58

SNPS:

0.97

Calmar Ratio

EME:

7.86

SNPS:

-0.46

Martin Ratio

EME:

23.57

SNPS:

-0.99

Ulcer Index

EME:

4.87%

SNPS:

11.77%

Daily Std Dev

EME:

31.58%

SNPS:

37.28%

Max Drawdown

EME:

-70.56%

SNPS:

-60.95%

Current Drawdown

EME:

-11.87%

SNPS:

-20.42%

Fundamentals

Market Cap

EME:

$21.94B

SNPS:

$78.89B

EPS

EME:

$19.67

SNPS:

$9.24

PE Ratio

EME:

24.25

SNPS:

55.40

PEG Ratio

EME:

1.32

SNPS:

11.06

Total Revenue (TTM)

EME:

$14.24B

SNPS:

$6.27B

Gross Profit (TTM)

EME:

$2.63B

SNPS:

$4.92B

EBITDA (TTM)

EME:

$1.38B

SNPS:

$1.63B

Returns By Period

In the year-to-date period, EME achieves a 116.17% return, which is significantly higher than SNPS's -3.98% return. Both investments have delivered pretty close results over the past 10 years, with EME having a 27.29% annualized return and SNPS not far ahead at 27.45%.


EME

YTD

116.17%

1M

-7.27%

6M

20.56%

1Y

113.43%

5Y*

39.94%

10Y*

27.29%

SNPS

YTD

-3.98%

1M

-5.64%

6M

-20.29%

1Y

-11.50%

5Y*

28.83%

10Y*

27.45%

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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 3.64, compared to the broader market-4.00-2.000.002.003.64-0.31
The chart of Sortino ratio for EME, currently valued at 3.93, compared to the broader market-4.00-2.000.002.004.003.93-0.20
The chart of Omega ratio for EME, currently valued at 1.58, compared to the broader market0.501.001.502.001.580.97
The chart of Calmar ratio for EME, currently valued at 7.86, compared to the broader market0.002.004.006.007.86-0.46
The chart of Martin ratio for EME, currently valued at 23.57, compared to the broader market0.0010.0020.0023.57-0.99
EME
SNPS

The current EME Sharpe Ratio is 3.64, which is higher than the SNPS Sharpe Ratio of -0.31. 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.64
-0.31
EME
SNPS

Dividends

EME vs. SNPS - Dividend Comparison

EME's dividend yield for the trailing twelve months is around 0.20%, while SNPS has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EME
EMCOR Group, Inc.
0.20%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%JulyAugustSeptemberOctoberNovemberDecember
-11.87%
-20.42%
EME
SNPS

Volatility

EME vs. SNPS - Volatility Comparison

The current volatility for EMCOR Group, Inc. (EME) is 9.51%, while Synopsys, Inc. (SNPS) has a volatility of 15.76%. 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%18.00%JulyAugustSeptemberOctoberNovemberDecember
9.51%
15.76%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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