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

Performance

KEYS vs. SNPS - Performance Comparison

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

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-5.93%
-9.34%
KEYS
SNPS

Returns By Period

In the year-to-date period, KEYS achieves a -5.54% return, which is significantly lower than SNPS's 1.13% return. Over the past 10 years, KEYS has underperformed SNPS with an annualized return of 16.99%, while SNPS has yielded a comparatively higher 28.67% annualized return.


KEYS

YTD

-5.54%

1M

-6.05%

6M

-4.46%

1Y

12.84%

5Y (annualized)

6.82%

10Y (annualized)

16.99%

SNPS

YTD

1.13%

1M

3.87%

6M

-8.11%

1Y

-2.38%

5Y (annualized)

30.16%

10Y (annualized)

28.67%

Fundamentals


KEYSSNPS
Market Cap$27.98B$85.02B
EPS$5.21$9.68
PE Ratio30.9457.18
PEG Ratio3.352.54
Total Revenue (TTM)$3.69B$4.63B
Gross Profit (TTM)$2.36B$3.62B
EBITDA (TTM)$851.00M$1.19B

Key characteristics


KEYSSNPS
Sharpe Ratio0.44-0.05
Sortino Ratio0.840.18
Omega Ratio1.111.02
Calmar Ratio0.31-0.06
Martin Ratio1.44-0.15
Ulcer Index9.13%11.09%
Daily Std Dev30.08%34.91%
Max Drawdown-45.54%-60.95%
Current Drawdown-27.73%-16.18%

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Correlation

-0.50.00.51.00.6

The correlation between KEYS and SNPS is 0.59, 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.

Risk-Adjusted Performance

KEYS vs. SNPS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Keysight Technologies, Inc. (KEYS) 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 KEYS, currently valued at 0.44, compared to the broader market-4.00-2.000.002.004.000.44-0.07
The chart of Sortino ratio for KEYS, currently valued at 0.84, compared to the broader market-4.00-2.000.002.004.000.840.15
The chart of Omega ratio for KEYS, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.02
The chart of Calmar ratio for KEYS, currently valued at 0.31, compared to the broader market0.002.004.006.000.31-0.09
The chart of Martin ratio for KEYS, currently valued at 1.44, compared to the broader market0.0010.0020.0030.001.44-0.21
KEYS
SNPS

The current KEYS Sharpe Ratio is 0.44, which is higher than the SNPS Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of KEYS 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
0.44
-0.07
KEYS
SNPS

Dividends

KEYS vs. SNPS - Dividend Comparison

Neither KEYS nor SNPS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KEYS vs. SNPS - Drawdown Comparison

The maximum KEYS drawdown since its inception was -45.54%, smaller than the maximum SNPS drawdown of -60.95%. Use the drawdown chart below to compare losses from any high point for KEYS and SNPS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-27.73%
-16.18%
KEYS
SNPS

Volatility

KEYS vs. SNPS - Volatility Comparison

The current volatility for Keysight Technologies, Inc. (KEYS) is 8.39%, while Synopsys, Inc. (SNPS) has a volatility of 12.71%. This indicates that KEYS 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.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.39%
12.71%
KEYS
SNPS

Financials

KEYS vs. SNPS - Financials Comparison

This section allows you to compare key financial metrics between Keysight Technologies, 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