PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RMBS vs. SNPS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-11.54%
-9.34%
RMBS
SNPS

Returns By Period

In the year-to-date period, RMBS achieves a -22.95% return, which is significantly lower than SNPS's 1.13% return. Over the past 10 years, RMBS has underperformed SNPS with an annualized return of 16.41%, while SNPS has yielded a comparatively higher 28.67% annualized return.


RMBS

YTD

-22.95%

1M

27.71%

6M

-11.54%

1Y

-20.58%

5Y (annualized)

31.86%

10Y (annualized)

16.41%

SNPS

YTD

1.13%

1M

3.87%

6M

-8.11%

1Y

-2.38%

5Y (annualized)

30.16%

10Y (annualized)

28.67%

Fundamentals


RMBSSNPS
Market Cap$5.90B$85.02B
EPS$1.61$9.68
PE Ratio34.3957.18
PEG Ratio3.802.54
Total Revenue (TTM)$517.75M$4.63B
Gross Profit (TTM)$405.26M$3.62B
EBITDA (TTM)$202.92M$1.19B

Key characteristics


RMBSSNPS
Sharpe Ratio-0.34-0.05
Sortino Ratio-0.110.18
Omega Ratio0.991.02
Calmar Ratio-0.29-0.06
Martin Ratio-0.72-0.15
Ulcer Index27.10%11.09%
Daily Std Dev58.09%34.91%
Max Drawdown-97.16%-60.95%
Current Drawdown-55.19%-16.18%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.4

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.

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 -0.34, compared to the broader market-4.00-2.000.002.004.00-0.34-0.07
The chart of Sortino ratio for RMBS, currently valued at -0.11, compared to the broader market-4.00-2.000.002.004.00-0.110.15
The chart of Omega ratio for RMBS, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.02
The chart of Calmar ratio for RMBS, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.29-0.09
The chart of Martin ratio for RMBS, currently valued at -0.72, compared to the broader market-10.000.0010.0020.0030.00-0.72-0.21
RMBS
SNPS

The current RMBS Sharpe Ratio is -0.34, which is lower than the SNPS Sharpe Ratio of -0.05. 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.34
-0.07
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%JuneJulyAugustSeptemberOctoberNovember
-55.19%
-16.18%
RMBS
SNPS

Volatility

RMBS vs. SNPS - Volatility Comparison

Rambus Inc. (RMBS) has a higher volatility of 21.14% compared to Synopsys, Inc. (SNPS) at 12.71%. This indicates that RMBS'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%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
21.14%
12.71%
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