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

Correlation

The correlation between KEYS and SNPS is 0.65, 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.


-0.50.00.51.0
Correlation: 0.7

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.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
362.31%
985.08%
KEYS
SNPS

Key characteristics

Sharpe Ratio

KEYS:

-0.05

SNPS:

-0.38

Sortino Ratio

KEYS:

0.19

SNPS:

-0.29

Omega Ratio

KEYS:

1.03

SNPS:

0.96

Calmar Ratio

KEYS:

-0.04

SNPS:

-0.40

Martin Ratio

KEYS:

-0.16

SNPS:

-0.84

Ulcer Index

KEYS:

11.90%

SNPS:

18.15%

Daily Std Dev

KEYS:

37.24%

SNPS:

40.32%

Max Drawdown

KEYS:

-45.54%

SNPS:

-60.95%

Current Drawdown

KEYS:

-30.74%

SNPS:

-28.12%

Fundamentals

Market Cap

KEYS:

$24.85B

SNPS:

$69.06B

EPS

KEYS:

$3.49

SNPS:

$8.34

PE Ratio

KEYS:

41.20

SNPS:

53.55

PEG Ratio

KEYS:

0.99

SNPS:

7.05

PS Ratio

KEYS:

4.95

SNPS:

11.37

PB Ratio

KEYS:

4.79

SNPS:

7.29

Total Revenue (TTM)

KEYS:

$5.02B

SNPS:

$6.07B

Gross Profit (TTM)

KEYS:

$3.14B

SNPS:

$4.79B

EBITDA (TTM)

KEYS:

$1.12B

SNPS:

$1.45B

Returns By Period

In the year-to-date period, KEYS achieves a -10.35% return, which is significantly lower than SNPS's -7.98% return. Over the past 10 years, KEYS has underperformed SNPS with an annualized return of 15.59%, while SNPS has yielded a comparatively higher 25.16% annualized return.


KEYS

YTD

-10.35%

1M

-7.92%

6M

-7.67%

1Y

-2.32%

5Y*

8.12%

10Y*

15.59%

SNPS

YTD

-7.98%

1M

-0.73%

6M

-10.96%

1Y

-15.75%

5Y*

23.95%

10Y*

25.16%

*Annualized

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Risk-Adjusted Performance

KEYS vs. SNPS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KEYS
The Risk-Adjusted Performance Rank of KEYS is 4646
Overall Rank
The Sharpe Ratio Rank of KEYS is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of KEYS is 4343
Sortino Ratio Rank
The Omega Ratio Rank of KEYS is 4343
Omega Ratio Rank
The Calmar Ratio Rank of KEYS is 4949
Calmar Ratio Rank
The Martin Ratio Rank of KEYS is 4848
Martin Ratio Rank

SNPS
The Risk-Adjusted Performance Rank of SNPS is 3030
Overall Rank
The Sharpe Ratio Rank of SNPS is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SNPS is 2929
Sortino Ratio Rank
The Omega Ratio Rank of SNPS is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SNPS is 2626
Calmar Ratio Rank
The Martin Ratio Rank of SNPS is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for KEYS, currently valued at -0.05, compared to the broader market-2.00-1.000.001.002.003.00
KEYS: -0.05
SNPS: -0.38
The chart of Sortino ratio for KEYS, currently valued at 0.19, compared to the broader market-6.00-4.00-2.000.002.004.00
KEYS: 0.19
SNPS: -0.29
The chart of Omega ratio for KEYS, currently valued at 1.03, compared to the broader market0.501.001.502.00
KEYS: 1.03
SNPS: 0.96
The chart of Calmar ratio for KEYS, currently valued at -0.04, compared to the broader market0.001.002.003.004.005.00
KEYS: -0.04
SNPS: -0.40
The chart of Martin ratio for KEYS, currently valued at -0.16, compared to the broader market-5.000.005.0010.0015.0020.00
KEYS: -0.16
SNPS: -0.84

The current KEYS Sharpe Ratio is -0.05, which is higher than the SNPS Sharpe Ratio of -0.38. 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.05
-0.38
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%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-30.74%
-28.12%
KEYS
SNPS

Volatility

KEYS vs. SNPS - Volatility Comparison

Keysight Technologies, Inc. (KEYS) has a higher volatility of 20.16% compared to Synopsys, Inc. (SNPS) at 18.08%. This indicates that KEYS'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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.16%
18.08%
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