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

Performance

SNPS vs. ACIW - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
-9.34%
45.59%
SNPS
ACIW

Returns By Period

In the year-to-date period, SNPS achieves a 1.13% return, which is significantly lower than ACIW's 77.42% return. Over the past 10 years, SNPS has outperformed ACIW with an annualized return of 28.67%, while ACIW has yielded a comparatively lower 10.82% annualized return.


SNPS

YTD

1.13%

1M

3.87%

6M

-8.11%

1Y

-2.38%

5Y (annualized)

30.16%

10Y (annualized)

28.67%

ACIW

YTD

77.42%

1M

7.17%

6M

44.77%

1Y

111.00%

5Y (annualized)

8.36%

10Y (annualized)

10.82%

Fundamentals


SNPSACIW
Market Cap$85.02B$5.95B
EPS$9.68$2.15
PE Ratio57.1826.40
PEG Ratio2.54-3.24
Total Revenue (TTM)$4.63B$1.62B
Gross Profit (TTM)$3.62B$787.91M
EBITDA (TTM)$1.19B$449.96M

Key characteristics


SNPSACIW
Sharpe Ratio-0.053.80
Sortino Ratio0.184.83
Omega Ratio1.021.58
Calmar Ratio-0.062.67
Martin Ratio-0.1532.37
Ulcer Index11.09%3.35%
Daily Std Dev34.91%28.55%
Max Drawdown-60.95%-90.10%
Current Drawdown-16.18%-8.29%

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Correlation

-0.50.00.51.00.4

The correlation between SNPS and ACIW is 0.36, 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

SNPS vs. ACIW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Synopsys, Inc. (SNPS) and ACI Worldwide, Inc. (ACIW). 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 SNPS, currently valued at -0.05, compared to the broader market-4.00-2.000.002.004.00-0.053.80
The chart of Sortino ratio for SNPS, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.000.184.83
The chart of Omega ratio for SNPS, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.58
The chart of Calmar ratio for SNPS, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.062.67
The chart of Martin ratio for SNPS, currently valued at -0.15, compared to the broader market0.0010.0020.0030.00-0.1532.37
SNPS
ACIW

The current SNPS Sharpe Ratio is -0.05, which is lower than the ACIW Sharpe Ratio of 3.80. The chart below compares the historical Sharpe Ratios of SNPS and ACIW, 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 Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
-0.05
3.80
SNPS
ACIW

Dividends

SNPS vs. ACIW - Dividend Comparison

Neither SNPS nor ACIW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SNPS vs. ACIW - Drawdown Comparison

The maximum SNPS drawdown since its inception was -60.95%, smaller than the maximum ACIW drawdown of -90.10%. Use the drawdown chart below to compare losses from any high point for SNPS and ACIW. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.18%
-8.29%
SNPS
ACIW

Volatility

SNPS vs. ACIW - Volatility Comparison

Synopsys, Inc. (SNPS) and ACI Worldwide, Inc. (ACIW) have volatilities of 12.71% and 13.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
12.71%
13.33%
SNPS
ACIW

Financials

SNPS vs. ACIW - Financials Comparison

This section allows you to compare key financial metrics between Synopsys, Inc. and ACI Worldwide, 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