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

Performance

SNPS vs. AMBA - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-9.34%
14.37%
SNPS
AMBA

Returns By Period

In the year-to-date period, SNPS achieves a 1.13% return, which is significantly higher than AMBA's -7.13% return. Over the past 10 years, SNPS has outperformed AMBA with an annualized return of 28.67%, while AMBA has yielded a comparatively lower 1.19% annualized return.


SNPS

YTD

1.13%

1M

3.87%

6M

-8.11%

1Y

-2.38%

5Y (annualized)

30.16%

10Y (annualized)

28.67%

AMBA

YTD

-7.13%

1M

-2.30%

6M

16.14%

1Y

5.27%

5Y (annualized)

0.07%

10Y (annualized)

1.19%

Fundamentals


SNPSAMBA
Market Cap$85.02B$2.54B
EPS$9.68-$4.33
PEG Ratio2.544.97
Total Revenue (TTM)$4.63B$169.81M
Gross Profit (TTM)$3.62B$101.77M
EBITDA (TTM)$1.19B-$96.90M

Key characteristics


SNPSAMBA
Sharpe Ratio-0.050.12
Sortino Ratio0.180.55
Omega Ratio1.021.06
Calmar Ratio-0.060.07
Martin Ratio-0.150.32
Ulcer Index11.09%17.91%
Daily Std Dev34.91%48.65%
Max Drawdown-60.95%-81.65%
Current Drawdown-16.18%-73.75%

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Correlation

-0.50.00.51.00.4

The correlation between SNPS and AMBA is 0.44, 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

SNPS vs. AMBA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Synopsys, Inc. (SNPS) and Ambarella, Inc. (AMBA). 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-4.00-2.000.002.004.00-0.050.12
The chart of Sortino ratio for SNPS, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.000.180.55
The chart of Omega ratio for SNPS, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.06
The chart of Calmar ratio for SNPS, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.060.07
The chart of Martin ratio for SNPS, currently valued at -0.15, compared to the broader market0.0010.0020.0030.00-0.150.32
SNPS
AMBA

The current SNPS Sharpe Ratio is -0.05, which is lower than the AMBA Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of SNPS and AMBA, 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-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.05
0.12
SNPS
AMBA

Dividends

SNPS vs. AMBA - Dividend Comparison

Neither SNPS nor AMBA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SNPS vs. AMBA - Drawdown Comparison

The maximum SNPS drawdown since its inception was -60.95%, smaller than the maximum AMBA drawdown of -81.65%. Use the drawdown chart below to compare losses from any high point for SNPS and AMBA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.18%
-73.75%
SNPS
AMBA

Volatility

SNPS vs. AMBA - Volatility Comparison

Synopsys, Inc. (SNPS) and Ambarella, Inc. (AMBA) have volatilities of 12.71% and 12.41%, 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.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.71%
12.41%
SNPS
AMBA

Financials

SNPS vs. AMBA - Financials Comparison

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