SNPS vs. KLAC
Compare and contrast key facts about Synopsys, Inc. (SNPS) and KLA Corporation (KLAC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNPS or KLAC.
Performance
SNPS vs. KLAC - Performance Comparison
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
1.13%
3.87%
-8.11%
-2.38%
30.16%
28.67%
KLAC
6.35%
-9.98%
-17.67%
13.35%
29.76%
27.81%
Fundamentals
SNPS | KLAC | |
---|---|---|
Market Cap | $85.02B | $89.09B |
EPS | $9.68 | $21.86 |
PE Ratio | 57.18 | 30.47 |
PEG Ratio | 2.54 | 1.60 |
Total Revenue (TTM) | $4.63B | $10.25B |
Gross Profit (TTM) | $3.62B | $6.19B |
EBITDA (TTM) | $1.19B | $4.30B |
Key characteristics
SNPS | KLAC | |
---|---|---|
Sharpe Ratio | -0.05 | 0.31 |
Sortino Ratio | 0.18 | 0.69 |
Omega Ratio | 1.02 | 1.10 |
Calmar Ratio | -0.06 | 0.43 |
Martin Ratio | -0.15 | 1.23 |
Ulcer Index | 11.09% | 10.85% |
Daily Std Dev | 34.91% | 43.07% |
Max Drawdown | -60.95% | -83.74% |
Current Drawdown | -16.18% | -31.02% |
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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.
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.
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%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities