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PRGS vs. SPNS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

PRGS vs. SPNS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Progress Software Corporation (PRGS) and Sapiens International Corporation N.V. (SPNS). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%JuneJulyAugustSeptemberOctoberNovember
2,166.56%
-39.48%
PRGS
SPNS

Returns By Period

In the year-to-date period, PRGS achieves a 23.69% return, which is significantly higher than SPNS's -1.61% return. Over the past 10 years, PRGS has underperformed SPNS with an annualized return of 11.13%, while SPNS has yielded a comparatively higher 16.05% annualized return.


PRGS

YTD

23.69%

1M

-1.10%

6M

30.19%

1Y

25.90%

5Y (annualized)

11.59%

10Y (annualized)

11.13%

SPNS

YTD

-1.61%

1M

-23.06%

6M

-19.01%

1Y

12.01%

5Y (annualized)

6.14%

10Y (annualized)

16.05%

Fundamentals


PRGSSPNS
Market Cap$2.94B$1.57B
EPS$1.87$1.23
PE Ratio36.6522.85
PEG Ratio6.205.92
Total Revenue (TTM)$715.42M$407.85M
Gross Profit (TTM)$554.11M$182.45M
EBITDA (TTM)$239.71M$75.38M

Key characteristics


PRGSSPNS
Sharpe Ratio0.950.32
Sortino Ratio1.970.61
Omega Ratio1.221.12
Calmar Ratio1.190.16
Martin Ratio2.861.50
Ulcer Index8.73%8.14%
Daily Std Dev26.32%37.87%
Max Drawdown-67.33%-99.45%
Current Drawdown-2.95%-75.69%

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Correlation

-0.50.00.51.00.2

The correlation between PRGS and SPNS is 0.15, 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

PRGS vs. SPNS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Progress Software Corporation (PRGS) and Sapiens International Corporation N.V. (SPNS). 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 PRGS, currently valued at 0.95, compared to the broader market-4.00-2.000.002.000.950.32
The chart of Sortino ratio for PRGS, currently valued at 1.97, compared to the broader market-4.00-2.000.002.004.001.970.61
The chart of Omega ratio for PRGS, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.12
The chart of Calmar ratio for PRGS, currently valued at 1.19, compared to the broader market0.002.004.006.001.190.16
The chart of Martin ratio for PRGS, currently valued at 2.86, compared to the broader market0.0010.0020.0030.002.861.50
PRGS
SPNS

The current PRGS Sharpe Ratio is 0.95, which is higher than the SPNS Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of PRGS and SPNS, 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-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.95
0.32
PRGS
SPNS

Dividends

PRGS vs. SPNS - Dividend Comparison

PRGS's dividend yield for the trailing twelve months is around 1.05%, less than SPNS's 2.04% yield.


TTM20232022202120202019201820172016201520142013
PRGS
Progress Software Corporation
1.05%1.29%1.39%1.45%1.48%1.52%1.62%1.21%0.39%0.00%0.00%0.00%
SPNS
Sapiens International Corporation N.V.
2.04%1.76%3.79%1.07%0.46%1.07%1.81%1.74%1.39%1.47%0.00%1.95%

Drawdowns

PRGS vs. SPNS - Drawdown Comparison

The maximum PRGS drawdown since its inception was -67.33%, smaller than the maximum SPNS drawdown of -99.45%. Use the drawdown chart below to compare losses from any high point for PRGS and SPNS. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.95%
-75.69%
PRGS
SPNS

Volatility

PRGS vs. SPNS - Volatility Comparison

The current volatility for Progress Software Corporation (PRGS) is 5.77%, while Sapiens International Corporation N.V. (SPNS) has a volatility of 31.97%. This indicates that PRGS experiences smaller price fluctuations and is considered to be less risky than SPNS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
5.77%
31.97%
PRGS
SPNS

Financials

PRGS vs. SPNS - Financials Comparison

This section allows you to compare key financial metrics between Progress Software Corporation and Sapiens International Corporation N.V.. 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