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

Key characteristics


SIEMENS.NSSNPS
YTD Return68.45%-2.46%
1Y Return79.42%9.18%
3Y Return (Ann)47.34%15.62%
5Y Return (Ann)41.94%29.75%
10Y Return (Ann)23.91%28.59%
Sharpe Ratio2.360.34
Daily Std Dev30.79%32.80%
Max Drawdown-81.58%-60.95%
Current Drawdown-14.22%-19.16%

Fundamentals


SIEMENS.NSSNPS
Market Cap₹2.41T$77.15B
EPS₹68.99$9.72
PE Ratio98.1651.67
Total Revenue (TTM)₹214.56B$6.23B
Gross Profit (TTM)₹54.85B$4.89B
EBITDA (TTM)₹31.76B$1.69B

Correlation

-0.50.00.51.00.1

The correlation between SIEMENS.NS and SNPS is 0.13, 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.

Performance

SIEMENS.NS vs. SNPS - Performance Comparison

In the year-to-date period, SIEMENS.NS achieves a 68.45% return, which is significantly higher than SNPS's -2.46% return. Over the past 10 years, SIEMENS.NS has underperformed SNPS with an annualized return of 23.91%, while SNPS has yielded a comparatively higher 28.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%AprilMayJuneJulyAugustSeptember
42.42%
-14.84%
SIEMENS.NS
SNPS

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SIEMENS.NS vs. SNPS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens Limited (SIEMENS.NS) 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.


SIEMENS.NS
Sharpe ratio
The chart of Sharpe ratio for SIEMENS.NS, currently valued at 2.71, compared to the broader market-4.00-2.000.002.002.71
Sortino ratio
The chart of Sortino ratio for SIEMENS.NS, currently valued at 3.24, compared to the broader market-6.00-4.00-2.000.002.004.003.24
Omega ratio
The chart of Omega ratio for SIEMENS.NS, currently valued at 1.50, compared to the broader market0.501.001.502.001.50
Calmar ratio
The chart of Calmar ratio for SIEMENS.NS, currently valued at 4.65, compared to the broader market0.001.002.003.004.005.004.65
Martin ratio
The chart of Martin ratio for SIEMENS.NS, currently valued at 12.83, compared to the broader market-10.000.0010.0020.0012.83
SNPS
Sharpe ratio
The chart of Sharpe ratio for SNPS, currently valued at 0.29, compared to the broader market-4.00-2.000.002.000.29
Sortino ratio
The chart of Sortino ratio for SNPS, currently valued at 0.62, compared to the broader market-6.00-4.00-2.000.002.004.000.62
Omega ratio
The chart of Omega ratio for SNPS, currently valued at 1.08, compared to the broader market0.501.001.502.001.08
Calmar ratio
The chart of Calmar ratio for SNPS, currently valued at 0.37, compared to the broader market0.001.002.003.004.005.000.37
Martin ratio
The chart of Martin ratio for SNPS, currently valued at 1.06, compared to the broader market-10.000.0010.0020.001.06

SIEMENS.NS vs. SNPS - Sharpe Ratio Comparison

The current SIEMENS.NS Sharpe Ratio is 2.36, which is higher than the SNPS Sharpe Ratio of 0.34. The chart below compares the 12-month rolling Sharpe Ratio of SIEMENS.NS and SNPS.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AprilMayJuneJulyAugustSeptember
2.71
0.29
SIEMENS.NS
SNPS

Dividends

SIEMENS.NS vs. SNPS - Dividend Comparison

SIEMENS.NS's dividend yield for the trailing twelve months is around 0.15%, while SNPS has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SIEMENS.NS
Siemens Limited
0.15%0.25%0.28%0.30%0.44%0.47%0.67%0.48%2.83%0.50%0.55%0.90%
SNPS
Synopsys, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SIEMENS.NS vs. SNPS - Drawdown Comparison

The maximum SIEMENS.NS drawdown since its inception was -81.58%, which is greater than SNPS's maximum drawdown of -60.95%. Use the drawdown chart below to compare losses from any high point for SIEMENS.NS and SNPS. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-14.94%
-19.16%
SIEMENS.NS
SNPS

Volatility

SIEMENS.NS vs. SNPS - Volatility Comparison

The current volatility for Siemens Limited (SIEMENS.NS) is 3.24%, while Synopsys, Inc. (SNPS) has a volatility of 10.55%. This indicates that SIEMENS.NS 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.


5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
3.24%
10.55%
SIEMENS.NS
SNPS

Financials

SIEMENS.NS vs. SNPS - Financials Comparison

This section allows you to compare key financial metrics between Siemens Limited 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



Please note, different currencies. SIEMENS.NS values in INR, SNPS values in USD