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

Key characteristics


SNPSEME
YTD Return1.41%65.15%
1Y Return41.58%113.76%
3Y Return (Ann)28.38%44.33%
5Y Return (Ann)33.92%34.47%
10Y Return (Ann)30.16%23.39%
Sharpe Ratio1.354.40
Daily Std Dev30.08%25.61%
Max Drawdown-60.95%-70.56%
Current Drawdown-13.26%-2.61%

Fundamentals


SNPSEME
Market Cap$82.93B$16.66B
EPS$9.08$15.15
PE Ratio59.8723.37
PEG Ratio2.601.32
Revenue (TTM)$6.13B$13.12B
Gross Profit (TTM)$4.08B$1.60B
EBITDA (TTM)$1.58B$1.10B

Correlation

-0.50.00.51.00.3

The correlation between SNPS and EME is 0.33, 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.

Performance

SNPS vs. EME - Performance Comparison

In the year-to-date period, SNPS achieves a 1.41% return, which is significantly lower than EME's 65.15% return. Over the past 10 years, SNPS has outperformed EME with an annualized return of 30.16%, while EME has yielded a comparatively lower 23.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5,000.00%10,000.00%15,000.00%20,000.00%December2024FebruaryMarchAprilMay
3,493.48%
19,076.25%
SNPS
EME

Compare stocks, funds, or ETFs

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


Synopsys, Inc.

EMCOR Group, Inc.

Risk-Adjusted Performance

SNPS vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Synopsys, Inc. (SNPS) and EMCOR Group, Inc. (EME). 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.


SNPS
Sharpe ratio
The chart of Sharpe ratio for SNPS, currently valued at 1.35, compared to the broader market-2.00-1.000.001.002.003.004.001.35
Sortino ratio
The chart of Sortino ratio for SNPS, currently valued at 2.13, compared to the broader market-4.00-2.000.002.004.006.002.13
Omega ratio
The chart of Omega ratio for SNPS, currently valued at 1.25, compared to the broader market0.501.001.501.25
Calmar ratio
The chart of Calmar ratio for SNPS, currently valued at 2.67, compared to the broader market0.002.004.006.002.67
Martin ratio
The chart of Martin ratio for SNPS, currently valued at 7.21, compared to the broader market-10.000.0010.0020.0030.007.21
EME
Sharpe ratio
The chart of Sharpe ratio for EME, currently valued at 4.40, compared to the broader market-2.00-1.000.001.002.003.004.004.40
Sortino ratio
The chart of Sortino ratio for EME, currently valued at 5.86, compared to the broader market-4.00-2.000.002.004.006.005.86
Omega ratio
The chart of Omega ratio for EME, currently valued at 1.77, compared to the broader market0.501.001.501.77
Calmar ratio
The chart of Calmar ratio for EME, currently valued at 7.44, compared to the broader market0.002.004.006.007.44
Martin ratio
The chart of Martin ratio for EME, currently valued at 24.73, compared to the broader market-10.000.0010.0020.0030.0024.73

SNPS vs. EME - Sharpe Ratio Comparison

The current SNPS Sharpe Ratio is 1.35, which is lower than the EME Sharpe Ratio of 4.40. The chart below compares the 12-month rolling Sharpe Ratio of SNPS and EME.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00December2024FebruaryMarchAprilMay
1.35
4.40
SNPS
EME

Dividends

SNPS vs. EME - Dividend Comparison

SNPS has not paid dividends to shareholders, while EME's dividend yield for the trailing twelve months is around 0.22%.


TTM20232022202120202019201820172016201520142013
SNPS
Synopsys, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EME
EMCOR Group, Inc.
0.22%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%0.42%

Drawdowns

SNPS vs. EME - Drawdown Comparison

The maximum SNPS drawdown since its inception was -60.95%, smaller than the maximum EME drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for SNPS and EME. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-13.26%
-2.61%
SNPS
EME

Volatility

SNPS vs. EME - Volatility Comparison

Synopsys, Inc. (SNPS) and EMCOR Group, Inc. (EME) have volatilities of 7.22% and 7.50%, 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.


4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
7.22%
7.50%
SNPS
EME

Financials

SNPS vs. EME - Financials Comparison

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