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

Correlation

The correlation between NVTS and SNPS is 0.43, 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.


-0.50.00.51.00.4

Performance

NVTS vs. SNPS - Performance Comparison

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

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-39.83%
-20.48%
NVTS
SNPS

Key characteristics

Sharpe Ratio

NVTS:

-0.66

SNPS:

-0.10

Sortino Ratio

NVTS:

-0.84

SNPS:

0.12

Omega Ratio

NVTS:

0.91

SNPS:

1.02

Calmar Ratio

NVTS:

-0.64

SNPS:

-0.14

Martin Ratio

NVTS:

-1.26

SNPS:

-0.28

Ulcer Index

NVTS:

46.42%

SNPS:

12.51%

Daily Std Dev

NVTS:

88.33%

SNPS:

36.92%

Max Drawdown

NVTS:

-91.17%

SNPS:

-60.95%

Current Drawdown

NVTS:

-85.32%

SNPS:

-21.55%

Fundamentals

Market Cap

NVTS:

$640.71M

SNPS:

$77.60B

EPS

NVTS:

-$0.43

SNPS:

$9.26

Total Revenue (TTM)

NVTS:

$65.32M

SNPS:

$6.27B

Gross Profit (TTM)

NVTS:

$21.34M

SNPS:

$4.92B

EBITDA (TTM)

NVTS:

-$75.22M

SNPS:

$1.63B

Returns By Period

In the year-to-date period, NVTS achieves a -17.09% return, which is significantly lower than SNPS's 0.43% return.


NVTS

YTD

-17.09%

1M

-13.95%

6M

-38.46%

1Y

-54.81%

5Y*

N/A

10Y*

N/A

SNPS

YTD

0.43%

1M

-4.10%

6M

-20.87%

1Y

-1.41%

5Y*

27.06%

10Y*

27.76%

*Annualized

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Risk-Adjusted Performance

NVTS vs. SNPS — Risk-Adjusted Performance Rank

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

NVTS
The Risk-Adjusted Performance Rank of NVTS is 1515
Overall Rank
The Sharpe Ratio Rank of NVTS is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of NVTS is 1515
Sortino Ratio Rank
The Omega Ratio Rank of NVTS is 1818
Omega Ratio Rank
The Calmar Ratio Rank of NVTS is 1212
Calmar Ratio Rank
The Martin Ratio Rank of NVTS is 1616
Martin Ratio Rank

SNPS
The Risk-Adjusted Performance Rank of SNPS is 4242
Overall Rank
The Sharpe Ratio Rank of SNPS is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of SNPS is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SNPS is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SNPS is 4141
Calmar Ratio Rank
The Martin Ratio Rank of SNPS is 4444
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.

NVTS vs. SNPS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Navitas Semiconductor Corporation (NVTS) 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 NVTS, currently valued at -0.66, compared to the broader market-2.000.002.00-0.66-0.10
The chart of Sortino ratio for NVTS, currently valued at -0.84, compared to the broader market-4.00-2.000.002.004.00-0.840.12
The chart of Omega ratio for NVTS, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.02
The chart of Calmar ratio for NVTS, currently valued at -0.64, compared to the broader market0.002.004.006.00-0.64-0.14
The chart of Martin ratio for NVTS, currently valued at -1.26, compared to the broader market0.0010.0020.00-1.26-0.28
NVTS
SNPS

The current NVTS Sharpe Ratio is -0.66, which is lower than the SNPS Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of NVTS 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.66
-0.10
NVTS
SNPS

Dividends

NVTS vs. SNPS - Dividend Comparison

Neither NVTS nor SNPS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NVTS vs. SNPS - Drawdown Comparison

The maximum NVTS drawdown since its inception was -91.17%, which is greater than SNPS's maximum drawdown of -60.95%. Use the drawdown chart below to compare losses from any high point for NVTS and SNPS. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-85.32%
-21.55%
NVTS
SNPS

Volatility

NVTS vs. SNPS - Volatility Comparison

Navitas Semiconductor Corporation (NVTS) has a higher volatility of 41.94% compared to Synopsys, Inc. (SNPS) at 7.79%. This indicates that NVTS'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.


10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
41.94%
7.79%
NVTS
SNPS

Financials

NVTS vs. SNPS - Financials Comparison

This section allows you to compare key financial metrics between Navitas Semiconductor Corporation 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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