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

Correlation

The correlation between RMBS and SNPS is 0.41, 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

RMBS vs. SNPS - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-1.57%
-17.36%
RMBS
SNPS

Key characteristics

Sharpe Ratio

RMBS:

-0.33

SNPS:

-0.29

Sortino Ratio

RMBS:

-0.10

SNPS:

-0.16

Omega Ratio

RMBS:

0.99

SNPS:

0.98

Calmar Ratio

RMBS:

-0.28

SNPS:

-0.43

Martin Ratio

RMBS:

-0.68

SNPS:

-0.91

Ulcer Index

RMBS:

27.97%

SNPS:

11.91%

Daily Std Dev

RMBS:

57.69%

SNPS:

37.26%

Max Drawdown

RMBS:

-97.16%

SNPS:

-60.95%

Current Drawdown

RMBS:

-55.20%

SNPS:

-20.78%

Fundamentals

Market Cap

RMBS:

$6.20B

SNPS:

$78.89B

EPS

RMBS:

$1.61

SNPS:

$9.24

PE Ratio

RMBS:

36.14

SNPS:

55.40

PEG Ratio

RMBS:

3.80

SNPS:

11.06

Total Revenue (TTM)

RMBS:

$517.75M

SNPS:

$6.27B

Gross Profit (TTM)

RMBS:

$402.47M

SNPS:

$4.92B

EBITDA (TTM)

RMBS:

$240.38M

SNPS:

$1.63B

Returns By Period

In the year-to-date period, RMBS achieves a -22.96% return, which is significantly lower than SNPS's -4.41% return. Over the past 10 years, RMBS has underperformed SNPS with an annualized return of 16.40%, while SNPS has yielded a comparatively higher 27.39% annualized return.


RMBS

YTD

-22.96%

1M

-0.70%

6M

-3.54%

1Y

-24.18%

5Y*

30.96%

10Y*

16.40%

SNPS

YTD

-4.41%

1M

-11.79%

6M

-18.72%

1Y

-6.15%

5Y*

28.68%

10Y*

27.39%

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Risk-Adjusted Performance

RMBS vs. SNPS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rambus Inc. (RMBS) 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 RMBS, currently valued at -0.33, compared to the broader market-4.00-2.000.002.00-0.33-0.29
The chart of Sortino ratio for RMBS, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.00-0.10-0.16
The chart of Omega ratio for RMBS, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.98
The chart of Calmar ratio for RMBS, currently valued at -0.28, compared to the broader market0.002.004.006.00-0.28-0.43
The chart of Martin ratio for RMBS, currently valued at -0.68, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.68-0.91
RMBS
SNPS

The current RMBS Sharpe Ratio is -0.33, which is comparable to the SNPS Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of RMBS 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.33
-0.29
RMBS
SNPS

Dividends

RMBS vs. SNPS - Dividend Comparison

Neither RMBS nor SNPS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RMBS vs. SNPS - Drawdown Comparison

The maximum RMBS drawdown since its inception was -97.16%, which is greater than SNPS's maximum drawdown of -60.95%. Use the drawdown chart below to compare losses from any high point for RMBS and SNPS. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-55.20%
-20.78%
RMBS
SNPS

Volatility

RMBS vs. SNPS - Volatility Comparison

The current volatility for Rambus Inc. (RMBS) is 10.36%, while Synopsys, Inc. (SNPS) has a volatility of 15.49%. This indicates that RMBS 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.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
10.36%
15.49%
RMBS
SNPS

Financials

RMBS vs. SNPS - Financials Comparison

This section allows you to compare key financial metrics between Rambus 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
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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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