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

Correlation

The correlation between SNPS and KLAC is 0.55, 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.


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.

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Key characteristics

Sharpe Ratio

SNPS:

-0.28

KLAC:

0.14

Sortino Ratio

SNPS:

0.01

KLAC:

0.72

Omega Ratio

SNPS:

1.00

KLAC:

1.10

Calmar Ratio

SNPS:

-0.20

KLAC:

0.40

Martin Ratio

SNPS:

-0.41

KLAC:

0.73

Ulcer Index

SNPS:

18.92%

KLAC:

18.97%

Daily Std Dev

SNPS:

40.65%

KLAC:

49.56%

Max Drawdown

SNPS:

-60.95%

KLAC:

-83.74%

Current Drawdown

SNPS:

-17.19%

KLAC:

-9.06%

Fundamentals

Market Cap

SNPS:

$80.04B

KLAC:

$106.45B

EPS

SNPS:

$8.30

KLAC:

$27.46

PE Ratio

SNPS:

62.37

KLAC:

29.32

PEG Ratio

SNPS:

8.29

KLAC:

1.51

PS Ratio

SNPS:

13.18

KLAC:

9.22

PB Ratio

SNPS:

8.57

KLAC:

26.28

Total Revenue (TTM)

SNPS:

$4.62B

KLAC:

$11.55B

Gross Profit (TTM)

SNPS:

$3.68B

KLAC:

$7.03B

EBITDA (TTM)

SNPS:

$1.12B

KLAC:

$4.88B

Returns By Period

In the year-to-date period, SNPS achieves a 6.00% return, which is significantly lower than KLAC's 28.20% return. Over the past 10 years, SNPS has underperformed KLAC with an annualized return of 26.59%, while KLAC has yielded a comparatively higher 32.29% annualized return.


SNPS

YTD

6.00%

1M

20.87%

6M

-6.17%

1Y

-11.33%

5Y*

26.61%

10Y*

26.59%

KLAC

YTD

28.20%

1M

19.19%

6M

25.59%

1Y

6.82%

5Y*

38.62%

10Y*

32.29%

*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 3737
Overall Rank
The Sharpe Ratio Rank of SNPS is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of SNPS is 3636
Sortino Ratio Rank
The Omega Ratio Rank of SNPS is 3535
Omega Ratio Rank
The Calmar Ratio Rank of SNPS is 3737
Calmar Ratio Rank
The Martin Ratio Rank of SNPS is 4242
Martin Ratio Rank

KLAC
The Risk-Adjusted Performance Rank of KLAC is 6161
Overall Rank
The Sharpe Ratio Rank of KLAC is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of KLAC is 5858
Sortino Ratio Rank
The Omega Ratio Rank of KLAC is 5858
Omega Ratio Rank
The Calmar Ratio Rank of KLAC is 6969
Calmar Ratio Rank
The Martin Ratio Rank of KLAC is 6161
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.


The current SNPS Sharpe Ratio is -0.28, which is lower than the KLAC Sharpe Ratio of 0.14. 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.


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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 0.60%.


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
0.60%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.


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Volatility

SNPS vs. KLAC - Volatility Comparison

The current volatility for Synopsys, Inc. (SNPS) is 9.06%, while KLA Corporation (KLAC) has a volatility of 14.02%. This indicates that SNPS experiences smaller price fluctuations and is considered to be less risky than KLAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


1.00B1.50B2.00B2.50B3.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
1.46B
3.06B
(SNPS) Total Revenue
(KLAC) Total Revenue
Values in USD except per share items

SNPS vs. KLAC - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%65.0%70.0%75.0%80.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
81.5%
61.6%
(SNPS) Gross Margin
(KLAC) Gross Margin
SNPS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Synopsys, Inc. reported a gross profit of 1.19B and revenue of 1.46B. Therefore, the gross margin over that period was 81.5%.

KLAC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, KLA Corporation reported a gross profit of 1.89B and revenue of 3.06B. Therefore, the gross margin over that period was 61.6%.

SNPS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Synopsys, Inc. reported an operating income of 251.84M and revenue of 1.46B, resulting in an operating margin of 17.3%.

KLAC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, KLA Corporation reported an operating income of 1.30B and revenue of 3.06B, resulting in an operating margin of 42.5%.

SNPS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Synopsys, Inc. reported a net income of 295.68M and revenue of 1.46B, resulting in a net margin of 20.3%.

KLAC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, KLA Corporation reported a net income of 1.09B and revenue of 3.06B, resulting in a net margin of 35.5%.