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JBL vs. CDNS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

JBL vs. CDNS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jabil Inc. (JBL) and Cadence Design Systems, Inc. (CDNS). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.51%
-0.94%
JBL
CDNS

Returns By Period

In the year-to-date period, JBL achieves a 1.30% return, which is significantly lower than CDNS's 6.37% return. Over the past 10 years, JBL has underperformed CDNS with an annualized return of 21.31%, while CDNS has yielded a comparatively higher 31.90% annualized return.


JBL

YTD

1.30%

1M

1.97%

6M

12.06%

1Y

-1.78%

5Y (annualized)

27.91%

10Y (annualized)

21.31%

CDNS

YTD

6.37%

1M

12.06%

6M

0.31%

1Y

7.99%

5Y (annualized)

33.56%

10Y (annualized)

31.90%

Fundamentals


JBLCDNS
Market Cap$15.00B$81.67B
EPS$11.16$3.79
PE Ratio11.9178.57
PEG Ratio0.912.99
Total Revenue (TTM)$28.88B$4.35B
Gross Profit (TTM)$2.67B$4.10B
EBITDA (TTM)$2.21B$1.19B

Key characteristics


JBLCDNS
Sharpe Ratio-0.030.26
Sortino Ratio0.230.64
Omega Ratio1.041.08
Calmar Ratio-0.040.37
Martin Ratio-0.060.79
Ulcer Index20.49%11.40%
Daily Std Dev40.93%33.98%
Max Drawdown-94.92%-93.13%
Current Drawdown-16.54%-11.27%

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Correlation

-0.50.00.51.00.4

The correlation between JBL and CDNS is 0.39, 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

JBL vs. CDNS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jabil Inc. (JBL) and Cadence Design Systems, Inc. (CDNS). 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 JBL, currently valued at -0.03, compared to the broader market-4.00-2.000.002.004.00-0.030.25
The chart of Sortino ratio for JBL, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.230.62
The chart of Omega ratio for JBL, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.07
The chart of Calmar ratio for JBL, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.040.35
The chart of Martin ratio for JBL, currently valued at -0.06, compared to the broader market0.0010.0020.0030.00-0.060.75
JBL
CDNS

The current JBL Sharpe Ratio is -0.03, which is lower than the CDNS Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of JBL and CDNS, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.03
0.25
JBL
CDNS

Dividends

JBL vs. CDNS - Dividend Comparison

JBL's dividend yield for the trailing twelve months is around 0.25%, while CDNS has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
JBL
Jabil Inc.
0.25%0.25%0.47%0.45%0.75%0.77%1.29%1.22%1.35%1.37%1.47%1.83%
CDNS
Cadence Design Systems, 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

JBL vs. CDNS - Drawdown Comparison

The maximum JBL drawdown since its inception was -94.92%, roughly equal to the maximum CDNS drawdown of -93.13%. Use the drawdown chart below to compare losses from any high point for JBL and CDNS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.54%
-11.27%
JBL
CDNS

Volatility

JBL vs. CDNS - Volatility Comparison

The current volatility for Jabil Inc. (JBL) is 9.11%, while Cadence Design Systems, Inc. (CDNS) has a volatility of 15.37%. This indicates that JBL experiences smaller price fluctuations and is considered to be less risky than CDNS 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%JuneJulyAugustSeptemberOctoberNovember
9.11%
15.37%
JBL
CDNS

Financials

JBL vs. CDNS - Financials Comparison

This section allows you to compare key financial metrics between Jabil Inc. and Cadence Design Systems, 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