PortfoliosLab logoPortfoliosLab logo
SNPS vs. CRWD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SNPS vs. CRWD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SNPS achieves a -3.37% return, which is significantly lower than CRWD's 45.66% return.


SNPS

1D
-0.53%
1M
-10.88%
YTD
-3.37%
6M
0.21%
1Y
-8.30%
3Y*
0.29%
5Y*
11.53%
10Y*
24.15%

CRWD

1D
-1.26%
1M
21.37%
YTD
45.66%
6M
35.27%
1Y
41.74%
3Y*
64.60%
5Y*
24.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNPS vs. CRWD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SNPS
Synopsys, Inc.
-3.37%-3.22%-5.74%61.27%-13.35%42.15%86.24%10.35%
CRWD
CrowdStrike Holdings, Inc.
45.66%37.00%34.01%142.49%-48.58%-3.34%324.74%-21.46%

Correlation

The correlation between SNPS and CRWD is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2019

0.55

The correlation between SNPS and CRWD shifts across timeframes, from 0.40 (1 year) to 0.59 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SNPS:

$86.96B

CRWD:

$176.08B

EPS

SNPS:

$4.57

CRWD:

-$0.02

PS Ratio

SNPS:

8.85

CRWD:

34.09

PB Ratio

SNPS:

2.85

CRWD:

38.00

Total Revenue (TTM)

SNPS:

$8.68B

CRWD:

$5.09B

Gross Profit (TTM)

SNPS:

$6.38B

CRWD:

$3.82B

EBITDA (TTM)

SNPS:

$2.22B

CRWD:

$246.78M

Compare stocks, funds, or ETFs

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


Return for Risk

SNPS vs. CRWD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SNPS
SNPS Risk / Return Rank: 3737
Overall Rank
SNPS Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SNPS Sortino Ratio Rank: 3737
Sortino Ratio Rank
SNPS Omega Ratio Rank: 3939
Omega Ratio Rank
SNPS Calmar Ratio Rank: 3737
Calmar Ratio Rank
SNPS Martin Ratio Rank: 3838
Martin Ratio Rank

CRWD
CRWD Risk / Return Rank: 6767
Overall Rank
CRWD Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CRWD Sortino Ratio Rank: 6868
Sortino Ratio Rank
CRWD Omega Ratio Rank: 6666
Omega Ratio Rank
CRWD Calmar Ratio Rank: 6666
Calmar Ratio Rank
CRWD Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SNPS vs. CRWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Synopsys, Inc. (SNPS) and CrowdStrike Holdings, Inc. (CRWD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SNPSCRWDDifference
Sharpe ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.04

1.19

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.20

1.13

-1.33

Martin ratioReturn relative to average drawdown

-0.32

2.57

-2.89

SNPS vs. CRWD - Sharpe Ratio Comparison

The current SNPS Sharpe Ratio is -0.15, which is lower than the CRWD Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of SNPS and CRWD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SNPS vs. CRWD - Drawdown Comparison

The maximum SNPS drawdown since its inception was -60.95%, smaller than the maximum CRWD drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for SNPS and CRWD.


Loading charts...

Drawdown Indicators


SNPSCRWDDifference

Max Drawdown

Largest peak-to-trough decline

-60.95%

-67.69%

+6.74%

Max Drawdown (1Y)

Largest decline over 1 year

-41.04%

-37.18%

-3.86%

Max Drawdown (3Y)

Largest decline over 3 years

-41.04%

-44.44%

+3.40%

Max Drawdown (5Y)

Largest decline over 5 years

-41.04%

-67.69%

+26.65%

Max Drawdown (10Y)

Largest decline over 10 years

-41.04%

Current Drawdown

Current decline from peak

-29.67%

-12.70%

-16.97%

Average Drawdown

Average peak-to-trough decline

-20.29%

-23.61%

+3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.17%

16.29%

+9.88%

Volatility

SNPS vs. CRWD - Volatility Comparison

The current volatility for Synopsys, Inc. (SNPS) is 13.66%, while CrowdStrike Holdings, Inc. (CRWD) has a volatility of 18.47%. This indicates that SNPS experiences smaller price fluctuations and is considered to be less risky than CRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SNPSCRWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.66%

18.47%

-4.81%

Volatility (6M)

Calculated over the trailing 6-month period

30.93%

37.66%

-6.73%

Volatility (1Y)

Calculated over the trailing 1-year period

56.65%

45.48%

+11.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.80%

50.78%

-9.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.08%

56.07%

-20.99%

Dividends

SNPS vs. CRWD - Dividend Comparison

Neither SNPS nor CRWD has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SNPS vs. CRWD - Financials Comparison

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


500.00M1.00B1.50B2.00B2.50B20222023202420252026
2.28B
1.39B
(SNPS) Total Revenue
(CRWD) Total Revenue
Values in USD except per share items

SNPS vs. CRWD - Profitability Comparison

The chart below illustrates the profitability comparison between Synopsys, Inc. and CrowdStrike Holdings, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

70.0%72.0%74.0%76.0%78.0%80.0%82.0%20222023202420252026
72.3%
75.3%
Portfolio components
SNPS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Synopsys, Inc. reported a gross profit of 1.65B and revenue of 2.28B. Therefore, the gross margin over that period was 72.3%.

CRWD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CrowdStrike Holdings, Inc. reported a gross profit of 1.04B and revenue of 1.39B. Therefore, the gross margin over that period was 75.3%.

SNPS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Synopsys, Inc. reported an operating income of 120.43M and revenue of 2.28B, resulting in an operating margin of 5.3%.

CRWD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CrowdStrike Holdings, Inc. reported an operating income of -30.60M and revenue of 1.39B, resulting in an operating margin of -2.2%.

SNPS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Synopsys, Inc. reported a net income of 16.87M and revenue of 2.28B, resulting in a net margin of 0.7%.

CRWD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CrowdStrike Holdings, Inc. reported a net income of 45.97M and revenue of 1.39B, resulting in a net margin of 3.3%.


Frequently Asked Questions


SNPS and CRWD have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRWD has higher volatility (18.47%) compared to SNPS (13.66%). In terms of maximum drawdown, SNPS dropped -60.95% vs CRWD's -67.69%.

CRWD currently has the higher Sharpe Ratio (0.92 vs -0.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SNPS and CRWD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer