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

Correlation

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.


-0.50.00.51.00.5

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.

-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-6.39%
-8.24%
SNPS
KLAC

Key characteristics

Sharpe Ratio

SNPS:

-0.13

KLAC:

0.42

Sortino Ratio

SNPS:

0.07

KLAC:

0.81

Omega Ratio

SNPS:

1.01

KLAC:

1.11

Calmar Ratio

SNPS:

-0.19

KLAC:

0.59

Martin Ratio

SNPS:

-0.35

KLAC:

1.16

Ulcer Index

SNPS:

13.36%

KLAC:

15.70%

Daily Std Dev

SNPS:

36.86%

KLAC:

42.88%

Max Drawdown

SNPS:

-60.95%

KLAC:

-83.74%

Current Drawdown

SNPS:

-15.90%

KLAC:

-15.48%

Fundamentals

Market Cap

SNPS:

$81.66B

KLAC:

$101.56B

EPS

SNPS:

$9.14

KLAC:

$23.35

PE Ratio

SNPS:

57.17

KLAC:

32.15

PEG Ratio

SNPS:

11.09

KLAC:

1.51

Total Revenue (TTM)

SNPS:

$4.62B

KLAC:

$10.84B

Gross Profit (TTM)

SNPS:

$3.60B

KLAC:

$6.53B

EBITDA (TTM)

SNPS:

$1.10B

KLAC:

$4.52B

Returns By Period

In the year-to-date period, SNPS achieves a 7.66% return, which is significantly lower than KLAC's 19.14% return. Over the past 10 years, SNPS has underperformed KLAC with an annualized return of 27.45%, while KLAC has yielded a comparatively higher 30.40% annualized return.


SNPS

YTD

7.66%

1M

-0.79%

6M

-4.82%

1Y

-5.49%

5Y*

26.34%

10Y*

27.45%

KLAC

YTD

19.14%

1M

-0.89%

6M

-8.14%

1Y

14.27%

5Y*

36.57%

10Y*

30.40%

*Annualized

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Risk-Adjusted Performance

SNPS vs. KLAC — Risk-Adjusted Performance Rank

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

SNPS
The Risk-Adjusted Performance Rank of SNPS is 3535
Overall Rank
The Sharpe Ratio Rank of SNPS is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of SNPS is 3333
Sortino Ratio Rank
The Omega Ratio Rank of SNPS is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SNPS is 3333
Calmar Ratio Rank
The Martin Ratio Rank of SNPS is 3737
Martin Ratio Rank

KLAC
The Risk-Adjusted Performance Rank of KLAC is 5858
Overall Rank
The Sharpe Ratio Rank of KLAC is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of KLAC is 5252
Sortino Ratio Rank
The Omega Ratio Rank of KLAC is 5353
Omega Ratio Rank
The Calmar Ratio Rank of KLAC is 6969
Calmar Ratio Rank
The Martin Ratio Rank of KLAC is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.13, compared to the broader market-2.000.002.004.00-0.130.42
The chart of Sortino ratio for SNPS, currently valued at 0.07, compared to the broader market-6.00-4.00-2.000.002.004.006.000.070.81
The chart of Omega ratio for SNPS, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.11
The chart of Calmar ratio for SNPS, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.190.59
The chart of Martin ratio for SNPS, currently valued at -0.35, compared to the broader market-10.000.0010.0020.0030.00-0.351.16
SNPS
KLAC

The current SNPS Sharpe Ratio is -0.13, which is lower than the KLAC Sharpe Ratio of 0.42. 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.13
0.42
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 0.61%.


TTM20242023202220212020201920182017201620152014
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
0.61%0.96%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%26.17%

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%SeptemberOctoberNovemberDecember2025February
-15.90%
-15.48%
SNPS
KLAC

Volatility

SNPS vs. KLAC - Volatility Comparison

Synopsys, Inc. (SNPS) has a higher volatility of 11.18% compared to KLA Corporation (KLAC) at 10.32%. 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%SeptemberOctoberNovemberDecember2025February
11.18%
10.32%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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