SNPS vs. LVHD

Last updated Aug 1, 2026

SNPS (Synopsys, Inc.) is a stock, while LVHD (Franklin U.S. Low Volatility High Dividend Index ETF) is Dividend fund tracking the Franklin U.S. Low Volatility High Dividend Index. Over the past 10 years, SNPS returned 21.79%/yr vs 8.26%/yr for LVHD. Their 0.27 correlation means their historical movements had little consistent relationship.

Performance

SNPS vs. LVHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Synopsys, Inc. (SNPS) and Franklin U.S. Low Volatility High Dividend Index ETF (LVHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SNPS achieves a -17.24% return, which is significantly lower than LVHD's 13.58% return. Over the past 10 years, SNPS has outperformed LVHD with an annualized return of 21.79%, while LVHD has yielded a comparatively lower 8.26% annualized return.

SNPS

• 1D: 4.41%
• 1M: -11.07%
• 6M: -16.42%
• YTD: -17.24%
• 1Y: -37.16%
• 3Y*: -5.01%
• 5Y*: 6.18%
• 10Y*: 21.79%
• ALL TIME*: 12.32%

LVHD

• 1D: -0.11%
• 1M: -0.55%
• 6M: 7.65%
• YTD: 13.58%
• 1Y: 14.84%
• 3Y*: 9.83%
• 5Y*: 7.39%
• 10Y*: 8.26%
• ALL TIME*: 9.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LVHD Franklin U.S. Low Volatility High Dividend Index ETF	$2.24M	$2.50M	$2.89M
SNPS Synopsys, Inc.	$855.69M	$776.35M	$917.41M

SNPS vs. LVHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SNPS Synopsys, Inc.	-17.24%	-3.22%	-5.74%	61.27%	-13.35%	42.15%	86.24%	65.24%	-1.17%	44.82%
LVHD Franklin U.S. Low Volatility High Dividend Index ETF	13.58%	7.50%	10.18%	-0.95%	-1.82%	26.90%	-1.28%	22.91%	-5.58%	14.25%

Correlation

The correlation between SNPS and LVHD is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.09
Correlation (3Y) Balances recent behavior with more history.	0.04
Correlation (5Y) Shows whether the relationship held over a longer period.	0.19
Correlation (10Y) Provides a long-term view across more market conditions.	0.26
Correlation (All Time) Calculated using the full available price history since Dec 29, 2015	0.27

The correlation between SNPS and LVHD shifts across timeframes, from -0.09 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SNPS vs. LVHD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SNPS

SNPS Risk / Return Rank: 12
SNPS Sharpe Ratio Rank: 13
SNPS Sortino Ratio Rank: 18
SNPS Omega Ratio Rank: 15
SNPS Calmar Ratio Rank: 6
SNPS Martin Ratio Rank: 9

LVHD

LVHD Risk / Return Rank: 61
LVHD Sharpe Ratio Rank: 61
LVHD Sortino Ratio Rank: 65
LVHD Omega Ratio Rank: 56
LVHD Calmar Ratio Rank: 70
LVHD Martin Ratio Rank: 51

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SNPS vs. LVHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Synopsys, Inc. (SNPS) and Franklin U.S. Low Volatility High Dividend Index ETF (LVHD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SNPS	LVHD	Difference
Sharpe ratio: Return per unit of total volatility	-0.68	1.41	-2.10
Sortino ratio: Return per unit of downside risk	-0.66	2.13	-2.79
Omega ratio: Gain probability vs. loss probability	0.89	1.25	-0.36
Calmar ratio: Return relative to maximum drawdown	-0.93	2.41	-3.35
Martin ratio: Return relative to average drawdown	-1.38	5.96	-7.34

SNPS vs. LVHD - Sharpe Ratio Comparison

The current SNPS Sharpe Ratio is -0.68, which is lower than the LVHD Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of SNPS and LVHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SNPS vs. LVHD - Drawdown Comparison

The maximum SNPS drawdown since its inception was -60.95%, which is greater than LVHD's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for SNPS and LVHD.

Drawdown Indicators

	SNPS	LVHD	Difference
Max Drawdown Largest peak-to-trough decline	-60.95%	-37.32%	-23.63%
Max Drawdown (1Y) Largest decline over 1 year	-41.46%	-6.17%	-35.29%
Max Drawdown (3Y) Largest decline over 3 years	-42.31%	-11.87%	-30.44%
Max Drawdown (5Y) Largest decline over 5 years	-42.31%	-16.75%	-25.56%
Max Drawdown (10Y) Largest decline over 10 years	-42.31%	-37.32%	-4.99%
Current Drawdown Current decline from peak	-39.76%	-2.12%	-37.64%
Average Drawdown Average peak-to-trough decline	-20.34%	-4.00%	-16.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.06%	2.49%	+25.57%

Volatility

SNPS vs. LVHD - Volatility Comparison

Synopsys, Inc. (SNPS) has a higher volatility of 12.83% compared to Franklin U.S. Low Volatility High Dividend Index ETF (LVHD) at 4.75%. This indicates that SNPS's price experiences larger fluctuations and is considered to be riskier than LVHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNPS	LVHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.83%	4.75%	+8.08%
Volatility (6M) Calculated over the trailing 6-month period	31.31%	8.37%	+22.94%
Volatility (1Y) Calculated over the trailing 1-year period	56.70%	10.54%	+46.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.22%	13.05%	+28.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.31%	15.57%	+19.74%

Dividends

SNPS vs. LVHD - Dividend Comparison

SNPS has not paid dividends to shareholders, while LVHD's dividend yield for the trailing twelve months is around 3.20%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
LVHD Franklin U.S. Low Volatility High Dividend Index ETF	3.20%	3.35%	4.23%	3.55%	3.30%	2.56%	3.27%	3.30%	3.82%	3.33%	2.48%
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%

Frequently Asked Questions

Can I hold both SNPS and LVHD in my portfolio?

SNPS and LVHD have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SNPS or LVHD?

SNPS has higher volatility (12.83%) compared to LVHD (4.75%). In terms of maximum drawdown, SNPS dropped -60.95% vs LVHD's -37.32%.

Which has better risk-adjusted returns?

LVHD currently has the higher Sharpe Ratio (1.41 vs -0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.