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MKSI vs. SYNA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MKSI vs. SYNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MKS Instruments, Inc. (MKSI) and Synaptics Incorporated (SYNA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MKSI achieves a 107.56% return, which is significantly higher than SYNA's 97.30% return. Over the past 10 years, MKSI has outperformed SYNA with an annualized return of 24.05%, while SYNA has yielded a comparatively lower 8.00% annualized return.


MKSI

1D
4.33%
1M
18.61%
YTD
107.56%
6M
106.05%
1Y
303.54%
3Y*
51.91%
5Y*
13.61%
10Y*
24.05%

SYNA

1D
8.23%
1M
51.34%
YTD
97.30%
6M
105.95%
1Y
146.48%
3Y*
20.85%
5Y*
2.47%
10Y*
8.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MKSI vs. SYNA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MKSI
MKS Instruments, Inc.
107.56%54.37%2.21%22.62%-50.97%16.38%37.70%71.89%-31.06%60.48%
SYNA
Synaptics Incorporated
97.30%-3.01%-33.10%19.88%-67.13%200.32%46.57%76.75%-6.84%-25.46%

Correlation

The correlation between MKSI and SYNA is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2002

0.47

The correlation between MKSI and SYNA shifts across timeframes, from 0.47 (all time) to 0.69 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MKSI:

$23.56B

SYNA:

$5.67B

EPS

MKSI:

$4.77

SYNA:

-$1.24

PS Ratio

MKSI:

5.58

SYNA:

4.85

PB Ratio

MKSI:

8.38

SYNA:

4.17

Total Revenue (TTM)

MKSI:

$4.07B

SYNA:

$1.17B

Gross Profit (TTM)

MKSI:

$1.84B

SYNA:

$511.10M

EBITDA (TTM)

MKSI:

$815.00M

SYNA:

$52.60M

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Return for Risk

MKSI vs. SYNA — Risk / Return Rank

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

MKSI
MKSI Risk / Return Rank: 9898
Overall Rank
MKSI Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MKSI Sortino Ratio Rank: 9797
Sortino Ratio Rank
MKSI Omega Ratio Rank: 9797
Omega Ratio Rank
MKSI Calmar Ratio Rank: 9999
Calmar Ratio Rank
MKSI Martin Ratio Rank: 9999
Martin Ratio Rank

SYNA
SYNA Risk / Return Rank: 9191
Overall Rank
SYNA Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SYNA Sortino Ratio Rank: 9292
Sortino Ratio Rank
SYNA Omega Ratio Rank: 8888
Omega Ratio Rank
SYNA Calmar Ratio Rank: 9191
Calmar Ratio Rank
SYNA Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MKSI vs. SYNA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MKS Instruments, Inc. (MKSI) and Synaptics Incorporated (SYNA). 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.


MKSISYNADifference

Sharpe ratio

Return per unit of total volatility

6.03

2.80

+3.22

Sortino ratio

Return per unit of downside risk

5.02

3.54

+1.49

Omega ratio

Gain probability vs. loss probability

1.66

1.41

+0.26

Calmar ratio

Return relative to maximum drawdown

15.21

5.07

+10.14

Martin ratio

Return relative to average drawdown

50.83

15.70

+35.13

MKSI vs. SYNA - Sharpe Ratio Comparison

The current MKSI Sharpe Ratio is 6.03, which is higher than the SYNA Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of MKSI and SYNA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MKSISYNADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.03

2.80

+3.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.05

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.16

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.23

+0.04

Drawdowns

MKSI vs. SYNA - Drawdown Comparison

The maximum MKSI drawdown since its inception was -85.67%, roughly equal to the maximum SYNA drawdown of -85.34%. Use the drawdown chart below to compare losses from any high point for MKSI and SYNA.


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Drawdown Indicators


MKSISYNADifference

Max Drawdown

Largest peak-to-trough decline

-85.67%

-85.34%

-0.33%

Max Drawdown (1Y)

Largest decline over 1 year

-20.06%

-29.31%

+9.25%

Max Drawdown (3Y)

Largest decline over 3 years

-59.11%

-64.18%

+5.07%

Max Drawdown (5Y)

Largest decline over 5 years

-67.51%

-85.34%

+17.83%

Max Drawdown (10Y)

Largest decline over 10 years

-69.20%

-85.34%

+16.14%

Current Drawdown

Current decline from peak

-0.82%

-50.13%

+49.31%

Average Drawdown

Average peak-to-trough decline

-45.78%

-38.20%

-7.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.00%

9.46%

-3.46%

Volatility

MKSI vs. SYNA - Volatility Comparison

The current volatility for MKS Instruments, Inc. (MKSI) is 12.54%, while Synaptics Incorporated (SYNA) has a volatility of 25.90%. This indicates that MKSI experiences smaller price fluctuations and is considered to be less risky than SYNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MKSISYNADifference

Volatility (1M)

Calculated over the trailing 1-month period

12.54%

25.90%

-13.36%

Volatility (6M)

Calculated over the trailing 6-month period

35.95%

42.28%

-6.33%

Volatility (1Y)

Calculated over the trailing 1-year period

50.74%

52.59%

-1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.04%

52.97%

-2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.00%

51.71%

-4.71%

Dividends

MKSI vs. SYNA - Dividend Comparison

MKSI's dividend yield for the trailing twelve months is around 0.21%, while SYNA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
MKSI
MKS Instruments, Inc.
0.21%0.55%0.84%0.86%1.04%0.49%0.53%0.73%1.21%0.75%1.14%1.88%
SYNA
Synaptics Incorporated
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

MKSI vs. SYNA - Financials Comparison

This section allows you to compare key financial metrics between MKS Instruments, Inc. and Synaptics Incorporated. 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


200.00M400.00M600.00M800.00M1.00B20222023202420252026
1.08B
294.20M
(MKSI) Total Revenue
(SYNA) Total Revenue
Values in USD except per share items

MKSI vs. SYNA - Profitability Comparison

The chart below illustrates the profitability comparison between MKS Instruments, Inc. and Synaptics Incorporated over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%55.0%20222023202420252026
47.0%
45.3%
Portfolio components
MKSI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MKS Instruments, Inc. reported a gross profit of 507.00M and revenue of 1.08B. Therefore, the gross margin over that period was 47.0%.

SYNA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Synaptics Incorporated reported a gross profit of 133.30M and revenue of 294.20M. Therefore, the gross margin over that period was 45.3%.

MKSI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MKS Instruments, Inc. reported an operating income of 149.00M and revenue of 1.08B, resulting in an operating margin of 13.8%.

SYNA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Synaptics Incorporated reported an operating income of -12.70M and revenue of 294.20M, resulting in an operating margin of -4.3%.

MKSI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MKS Instruments, Inc. reported a net income of 84.00M and revenue of 1.08B, resulting in a net margin of 7.8%.

SYNA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Synaptics Incorporated reported a net income of -8.00M and revenue of 294.20M, resulting in a net margin of -2.7%.


Frequently Asked Questions


MKSI and SYNA have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SYNA has higher volatility (25.90%) compared to MKSI (12.54%). In terms of maximum drawdown, MKSI dropped -85.67% vs SYNA's -85.34%.

MKSI currently has the higher Sharpe Ratio (6.03 vs 2.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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