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

Correlation

The correlation between SNPS and ALTR is 0.58, 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.


-0.50.00.51.00.6

Performance

SNPS vs. ALTR - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-18.11%
14.47%
SNPS
ALTR

Key characteristics

Sharpe Ratio

SNPS:

-0.27

ALTR:

1.37

Sortino Ratio

SNPS:

-0.13

ALTR:

2.08

Omega Ratio

SNPS:

0.98

ALTR:

1.28

Calmar Ratio

SNPS:

-0.40

ALTR:

2.51

Martin Ratio

SNPS:

-0.85

ALTR:

6.15

Ulcer Index

SNPS:

11.90%

ALTR:

7.61%

Daily Std Dev

SNPS:

37.26%

ALTR:

34.20%

Max Drawdown

SNPS:

-60.95%

ALTR:

-46.05%

Current Drawdown

SNPS:

-20.19%

ALTR:

-1.51%

Fundamentals

Market Cap

SNPS:

$78.89B

ALTR:

$9.10B

EPS

SNPS:

$9.24

ALTR:

$0.40

PE Ratio

SNPS:

55.40

ALTR:

266.95

PEG Ratio

SNPS:

11.06

ALTR:

6.36

Total Revenue (TTM)

SNPS:

$6.27B

ALTR:

$644.66M

Gross Profit (TTM)

SNPS:

$4.92B

ALTR:

$516.43M

EBITDA (TTM)

SNPS:

$1.63B

ALTR:

$88.15M

Returns By Period

In the year-to-date period, SNPS achieves a -3.70% return, which is significantly lower than ALTR's 29.53% return.


SNPS

YTD

-3.70%

1M

-7.14%

6M

-18.73%

1Y

-10.12%

5Y*

28.85%

10Y*

27.45%

ALTR

YTD

29.53%

1M

4.44%

6M

14.47%

1Y

45.90%

5Y*

24.60%

10Y*

N/A

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Risk-Adjusted Performance

SNPS vs. ALTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Synopsys, Inc. (SNPS) and Altair Engineering Inc. (ALTR). 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 -0.27, compared to the broader market-4.00-2.000.002.00-0.271.37
The chart of Sortino ratio for SNPS, currently valued at -0.13, compared to the broader market-4.00-2.000.002.004.00-0.132.08
The chart of Omega ratio for SNPS, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.28
The chart of Calmar ratio for SNPS, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.402.51
The chart of Martin ratio for SNPS, currently valued at -0.85, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.856.15
SNPS
ALTR

The current SNPS Sharpe Ratio is -0.27, which is lower than the ALTR Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of SNPS and ALTR, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.27
1.37
SNPS
ALTR

Dividends

SNPS vs. ALTR - Dividend Comparison

Neither SNPS nor ALTR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SNPS vs. ALTR - Drawdown Comparison

The maximum SNPS drawdown since its inception was -60.95%, which is greater than ALTR's maximum drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for SNPS and ALTR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.19%
-1.51%
SNPS
ALTR

Volatility

SNPS vs. ALTR - Volatility Comparison

Synopsys, Inc. (SNPS) has a higher volatility of 15.52% compared to Altair Engineering Inc. (ALTR) at 3.01%. This indicates that SNPS's price experiences larger fluctuations and is considered to be riskier than ALTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
15.52%
3.01%
SNPS
ALTR

Financials

SNPS vs. ALTR - Financials Comparison

This section allows you to compare key financial metrics between Synopsys, Inc. and Altair Engineering 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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