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SNPS vs. EME
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SNPS vs. EME - Performance Comparison

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

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SNPS vs. EME - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNPS
Synopsys, Inc.
-15.59%-3.22%-5.74%61.27%-13.35%42.15%86.24%65.24%-1.17%44.82%
EME
EMCOR Group, Inc.
20.75%35.05%111.27%46.03%16.81%39.93%6.47%45.18%-26.68%16.09%

Fundamentals

EPS

SNPS:

$9.19

EME:

$28.22

PE Ratio

SNPS:

43.15

EME:

26.17

PEG Ratio

SNPS:

1.85

EME:

0.61

PS Ratio

SNPS:

5.93

EME:

1.96

Total Revenue (TTM)

SNPS:

$8.01B

EME:

$16.99B

Gross Profit (TTM)

SNPS:

$6.02B

EME:

$3.33B

EBITDA (TTM)

SNPS:

$2.35B

EME:

$1.84B

Returns By Period

In the year-to-date period, SNPS achieves a -15.59% return, which is significantly lower than EME's 20.75% return. Over the past 10 years, SNPS has underperformed EME with an annualized return of 23.18%, while EME has yielded a comparatively higher 31.80% annualized return.


SNPS

1D
3.48%
1M
-4.23%
YTD
-15.59%
6M
-19.64%
1Y
-7.55%
3Y*
0.88%
5Y*
9.29%
10Y*
23.18%

EME

1D
5.31%
1M
1.89%
YTD
20.75%
6M
13.78%
1Y
100.16%
3Y*
66.05%
5Y*
45.89%
10Y*
31.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SNPS vs. EME — Risk / Return Rank

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

SNPS
SNPS Risk / Return Rank: 3636
Overall Rank
SNPS Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SNPS Sortino Ratio Rank: 3636
Sortino Ratio Rank
SNPS Omega Ratio Rank: 3838
Omega Ratio Rank
SNPS Calmar Ratio Rank: 3535
Calmar Ratio Rank
SNPS Martin Ratio Rank: 3636
Martin Ratio Rank

EME
EME Risk / Return Rank: 9191
Overall Rank
EME Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EME Sortino Ratio Rank: 9090
Sortino Ratio Rank
EME Omega Ratio Rank: 9292
Omega Ratio Rank
EME Calmar Ratio Rank: 9191
Calmar Ratio Rank
EME Martin Ratio Rank: 9090
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. EME - Risk-Adjusted Trends 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.


SNPSEMEDifference

Sharpe ratio

Return per unit of total volatility

-0.13

2.50

-2.64

Sortino ratio

Return per unit of downside risk

0.23

2.80

-2.57

Omega ratio

Gain probability vs. loss probability

1.04

1.42

-0.38

Calmar ratio

Return relative to maximum drawdown

-0.23

3.96

-4.19

Martin ratio

Return relative to average drawdown

-0.41

10.24

-10.65

SNPS vs. EME - Sharpe Ratio Comparison

The current SNPS Sharpe Ratio is -0.13, which is lower than the EME Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of SNPS and EME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SNPSEMEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

2.50

-2.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

1.40

-1.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.97

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.59

-0.29

Correlation

The correlation between SNPS and EME is 0.35, 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.


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 0.16%.


TTM20252024202320222021202020192018201720162015
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.
0.16%0.16%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%

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.


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Drawdown Indicators


SNPSEMEDifference

Max Drawdown

Largest peak-to-trough decline

-60.95%

-70.56%

+9.61%

Max Drawdown (1Y)

Largest decline over 1 year

-41.04%

-25.15%

-15.89%

Max Drawdown (5Y)

Largest decline over 5 years

-41.04%

-36.19%

-4.85%

Max Drawdown (10Y)

Largest decline over 10 years

-41.04%

-48.00%

+6.96%

Current Drawdown

Current decline from peak

-38.56%

-9.16%

-29.40%

Average Drawdown

Average peak-to-trough decline

-20.25%

-15.43%

-4.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.28%

9.72%

+13.56%

Volatility

SNPS vs. EME - Volatility Comparison

The current volatility for Synopsys, Inc. (SNPS) is 10.69%, while EMCOR Group, Inc. (EME) has a volatility of 11.59%. This indicates that SNPS experiences smaller price fluctuations and is considered to be less risky than EME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNPSEMEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.69%

11.59%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

29.32%

32.46%

-3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

57.46%

40.22%

+17.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.19%

32.90%

+7.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.57%

32.75%

+1.82%

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


1.00B2.00B3.00B4.00B5.00B20222023202420252026
2.41B
4.52B
(SNPS) Total Revenue
(EME) Total Revenue
Values in USD except per share items

SNPS vs. EME - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%20222023202420252026
73.5%
20.7%
Portfolio components
SNPS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Synopsys, Inc. reported a gross profit of 1.77B and revenue of 2.41B. Therefore, the gross margin over that period was 73.5%.

EME - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, EMCOR Group, Inc. reported a gross profit of 935.60M and revenue of 4.52B. Therefore, the gross margin over that period was 20.7%.

SNPS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Synopsys, Inc. reported an operating income of 203.05M and revenue of 2.41B, resulting in an operating margin of 8.4%.

EME - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, EMCOR Group, Inc. reported an operating income of 531.64M and revenue of 4.52B, resulting in an operating margin of 11.8%.

SNPS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Synopsys, Inc. reported a net income of 64.72M and revenue of 2.41B, resulting in a net margin of 2.7%.

EME - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, EMCOR Group, Inc. reported a net income of 431.79M and revenue of 4.52B, resulting in a net margin of 9.6%.