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

Performance

SNPS vs. KLAC - Performance Comparison

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

10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%JuneJulyAugustSeptemberOctoberNovember
6,512.70%
38,407.24%
SNPS
KLAC

Returns By Period

In the year-to-date period, SNPS achieves a 1.13% return, which is significantly lower than KLAC's 6.35% return. Both investments have delivered pretty close results over the past 10 years, with SNPS having a 28.67% annualized return and KLAC not far behind at 27.81%.


SNPS

YTD

1.13%

1M

3.87%

6M

-8.11%

1Y

-2.38%

5Y (annualized)

30.16%

10Y (annualized)

28.67%

KLAC

YTD

6.35%

1M

-9.98%

6M

-17.67%

1Y

13.35%

5Y (annualized)

29.76%

10Y (annualized)

27.81%

Fundamentals


SNPSKLAC
Market Cap$85.02B$89.09B
EPS$9.68$21.86
PE Ratio57.1830.47
PEG Ratio2.541.60
Total Revenue (TTM)$4.63B$10.25B
Gross Profit (TTM)$3.62B$6.19B
EBITDA (TTM)$1.19B$4.30B

Key characteristics


SNPSKLAC
Sharpe Ratio-0.050.31
Sortino Ratio0.180.69
Omega Ratio1.021.10
Calmar Ratio-0.060.43
Martin Ratio-0.151.23
Ulcer Index11.09%10.85%
Daily Std Dev34.91%43.07%
Max Drawdown-60.95%-83.74%
Current Drawdown-16.18%-31.02%

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Correlation

-0.50.00.51.00.5

The correlation between SNPS and KLAC is 0.45, 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. KLAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Synopsys, Inc. (SNPS) and KLA Corporation (KLAC). 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-4.00-2.000.002.00-0.050.31
The chart of Sortino ratio for SNPS, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.000.180.69
The chart of Omega ratio for SNPS, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.10
The chart of Calmar ratio for SNPS, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.060.43
The chart of Martin ratio for SNPS, currently valued at -0.15, compared to the broader market0.0010.0020.0030.00-0.151.23
SNPS
KLAC

The current SNPS Sharpe Ratio is -0.05, which is lower than the KLAC Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of SNPS and KLAC, 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-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
-0.05
0.31
SNPS
KLAC

Dividends

SNPS vs. KLAC - Dividend Comparison

SNPS has not paid dividends to shareholders, while KLAC's dividend yield for the trailing twelve months is around 0.71%.


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%
KLAC
KLA Corporation
0.71%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%26.17%2.64%

Drawdowns

SNPS vs. KLAC - Drawdown Comparison

The maximum SNPS drawdown since its inception was -60.95%, smaller than the maximum KLAC drawdown of -83.74%. Use the drawdown chart below to compare losses from any high point for SNPS and KLAC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.18%
-31.02%
SNPS
KLAC

Volatility

SNPS vs. KLAC - Volatility Comparison

Synopsys, Inc. (SNPS) has a higher volatility of 12.71% compared to KLA Corporation (KLAC) at 8.96%. This indicates that SNPS's price experiences larger fluctuations and is considered to be riskier than KLAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.71%
8.96%
SNPS
KLAC

Financials

SNPS vs. KLAC - Financials Comparison

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