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SNPS vs. META
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SNPS vs. META - Performance Comparison

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

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Returns By Period

In the year-to-date period, SNPS achieves a -3.37% return, which is significantly higher than META's -14.03% return. Over the past 10 years, SNPS has outperformed META with an annualized return of 24.15%, while META has yielded a comparatively lower 17.39% annualized return.


SNPS

1D
-0.53%
1M
-10.88%
YTD
-3.37%
6M
0.21%
1Y
-8.30%
3Y*
0.29%
5Y*
11.53%
10Y*
24.15%

META

1D
-0.26%
1M
-8.05%
YTD
-14.03%
6M
-11.84%
1Y
-17.97%
3Y*
28.18%
5Y*
11.52%
10Y*
17.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNPS vs. META - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNPS
Synopsys, Inc.
-3.37%-3.22%-5.74%61.27%-13.35%42.15%86.24%65.24%-1.17%44.82%
META
Meta Platforms, Inc.
-14.03%13.09%66.05%194.13%-64.22%23.13%33.09%56.57%-25.71%53.38%

Correlation

The correlation between SNPS and META is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since May 18, 2012

0.47

Over the past year, the correlation between SNPS and META has dropped to 0.24 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

SNPS:

$86.96B

META:

$1.45T

EPS

SNPS:

$4.57

META:

$27.47

PE Ratio

SNPS:

99.35

META:

20.64

PEG Ratio

SNPS:

4.26

META:

0.85

PS Ratio

SNPS:

8.85

META:

6.78

PB Ratio

SNPS:

2.85

META:

5.97

Total Revenue (TTM)

SNPS:

$8.68B

META:

$214.96B

Gross Profit (TTM)

SNPS:

$6.38B

META:

$176.14B

EBITDA (TTM)

SNPS:

$2.22B

META:

$106.31B

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Return for Risk

SNPS vs. META — Risk / Return Rank

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

SNPS
SNPS Risk / Return Rank: 3737
Overall Rank
SNPS Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SNPS Sortino Ratio Rank: 3737
Sortino Ratio Rank
SNPS Omega Ratio Rank: 3939
Omega Ratio Rank
SNPS Calmar Ratio Rank: 3737
Calmar Ratio Rank
SNPS Martin Ratio Rank: 3838
Martin Ratio Rank

META
META Risk / Return Rank: 2121
Overall Rank
META Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
META Sortino Ratio Rank: 2020
Sortino Ratio Rank
META Omega Ratio Rank: 2020
Omega Ratio Rank
META Calmar Ratio Rank: 2424
Calmar Ratio Rank
META Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SNPS vs. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Synopsys, Inc. (SNPS) and Meta Platforms, Inc. (META). 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.


SNPSMETADifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.04

0.93

+0.11

Calmar ratioReturn relative to maximum drawdown

-0.20

-0.54

+0.34

Martin ratioReturn relative to average drawdown

-0.32

-1.12

+0.80

SNPS vs. META - Sharpe Ratio Comparison

The current SNPS Sharpe Ratio is -0.15, which is higher than the META Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of SNPS and META, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SNPS vs. META - Drawdown Comparison

The maximum SNPS drawdown since its inception was -60.95%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for SNPS and META.


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Drawdown Indicators


SNPSMETADifference

Max Drawdown

Largest peak-to-trough decline

-60.95%

-76.74%

+15.79%

Max Drawdown (1Y)

Largest decline over 1 year

-41.04%

-33.30%

-7.74%

Max Drawdown (3Y)

Largest decline over 3 years

-41.04%

-34.15%

-6.89%

Max Drawdown (5Y)

Largest decline over 5 years

-41.04%

-76.74%

+35.70%

Max Drawdown (10Y)

Largest decline over 10 years

-41.04%

-76.74%

+35.70%

Current Drawdown

Current decline from peak

-29.67%

-28.06%

-1.61%

Average Drawdown

Average peak-to-trough decline

-20.29%

-15.83%

-4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.17%

16.06%

+10.11%

Volatility

SNPS vs. META - Volatility Comparison

Synopsys, Inc. (SNPS) has a higher volatility of 13.66% compared to Meta Platforms, Inc. (META) at 10.17%. This indicates that SNPS's price experiences larger fluctuations and is considered to be riskier than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNPSMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

13.66%

10.17%

+3.49%

Volatility (6M)

Calculated over the trailing 6-month period

30.93%

26.91%

+4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

56.65%

35.52%

+21.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.80%

44.04%

-3.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.08%

38.67%

-3.59%

Dividends

SNPS vs. META - Dividend Comparison

SNPS has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.37%.


PositionTTM20252024
META
Meta Platforms, Inc.
0.37%0.32%0.34%
SNPS
Synopsys, Inc.
0.00%0.00%0.00%

Financials

SNPS vs. META - Financials Comparison

This section allows you to compare key financial metrics between Synopsys, Inc. and Meta Platforms, Inc.. 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


0.0010.00B20.00B30.00B40.00B50.00B60.00B20222023202420252026
2.28B
56.31B
(SNPS) Total Revenue
(META) Total Revenue
Values in USD except per share items

SNPS vs. META - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

70.0%72.0%74.0%76.0%78.0%80.0%82.0%20222023202420252026
72.3%
81.9%
Portfolio components
SNPS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Synopsys, Inc. reported a gross profit of 1.65B and revenue of 2.28B. Therefore, the gross margin over that period was 72.3%.

META - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a gross profit of 46.09B and revenue of 56.31B. Therefore, the gross margin over that period was 81.9%.

SNPS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Synopsys, Inc. reported an operating income of 120.43M and revenue of 2.28B, resulting in an operating margin of 5.3%.

META - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported an operating income of 22.87B and revenue of 56.31B, resulting in an operating margin of 40.6%.

SNPS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Synopsys, Inc. reported a net income of 16.87M and revenue of 2.28B, resulting in a net margin of 0.7%.

META - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a net income of 26.77B and revenue of 56.31B, resulting in a net margin of 47.5%.


Frequently Asked Questions


SNPS and META have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNPS has higher volatility (13.66%) compared to META (10.17%). In terms of maximum drawdown, SNPS dropped -60.95% vs META's -76.74%.

SNPS currently has the higher Sharpe Ratio (-0.15 vs -0.51), 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.

Portfolio Optimizer

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