SNPS vs. AMBA
Compare and contrast key facts about Synopsys, Inc. (SNPS) and Ambarella, Inc. (AMBA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNPS or AMBA.
Performance
SNPS vs. AMBA - Performance Comparison
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
1.13%
3.87%
-8.11%
-2.38%
30.16%
28.67%
AMBA
-7.13%
-2.30%
16.14%
5.27%
0.07%
1.19%
Fundamentals
SNPS | AMBA | |
---|---|---|
Market Cap | $85.02B | $2.54B |
EPS | $9.68 | -$4.33 |
PEG Ratio | 2.54 | 4.97 |
Total Revenue (TTM) | $4.63B | $169.81M |
Gross Profit (TTM) | $3.62B | $101.77M |
EBITDA (TTM) | $1.19B | -$96.90M |
Key characteristics
SNPS | AMBA | |
---|---|---|
Sharpe Ratio | -0.05 | 0.12 |
Sortino Ratio | 0.18 | 0.55 |
Omega Ratio | 1.02 | 1.06 |
Calmar Ratio | -0.06 | 0.07 |
Martin Ratio | -0.15 | 0.32 |
Ulcer Index | 11.09% | 17.91% |
Daily Std Dev | 34.91% | 48.65% |
Max Drawdown | -60.95% | -81.65% |
Current Drawdown | -16.18% | -73.75% |
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Correlation
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.
Dividends
SNPS vs. AMBA - Dividend Comparison
Neither SNPS nor AMBA has paid dividends to shareholders.
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities