SNPS vs. NDAQ
Compare and contrast key facts about Synopsys, Inc. (SNPS) and Nasdaq, Inc. (NDAQ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNPS or NDAQ.
Performance
SNPS vs. NDAQ - Performance Comparison
Returns By Period
In the year-to-date period, SNPS achieves a 1.13% return, which is significantly lower than NDAQ's 38.71% return. Over the past 10 years, SNPS has outperformed NDAQ with an annualized return of 28.67%, while NDAQ has yielded a comparatively lower 20.47% annualized return.
SNPS
1.13%
3.87%
-8.11%
-2.38%
30.16%
28.67%
NDAQ
38.71%
6.47%
28.66%
51.40%
19.57%
20.47%
Fundamentals
SNPS | NDAQ | |
---|---|---|
Market Cap | $85.02B | $45.79B |
EPS | $9.68 | $1.66 |
PE Ratio | 57.18 | 47.99 |
PEG Ratio | 2.54 | 4.22 |
Total Revenue (TTM) | $4.63B | $7.02B |
Gross Profit (TTM) | $3.62B | $4.02B |
EBITDA (TTM) | $1.19B | $2.14B |
Key characteristics
SNPS | NDAQ | |
---|---|---|
Sharpe Ratio | -0.05 | 2.70 |
Sortino Ratio | 0.18 | 3.71 |
Omega Ratio | 1.02 | 1.49 |
Calmar Ratio | -0.06 | 2.28 |
Martin Ratio | -0.15 | 16.10 |
Ulcer Index | 11.09% | 3.18% |
Daily Std Dev | 34.91% | 19.00% |
Max Drawdown | -60.95% | -68.48% |
Current Drawdown | -16.18% | -0.14% |
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Correlation
The correlation between SNPS and NDAQ is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
SNPS vs. NDAQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Synopsys, Inc. (SNPS) and Nasdaq, Inc. (NDAQ). 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. NDAQ - Dividend Comparison
SNPS has not paid dividends to shareholders, while NDAQ's dividend yield for the trailing twelve months is around 1.15%.
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% |
Nasdaq, Inc. | 1.15% | 1.48% | 1.27% | 1.00% | 1.46% | 1.73% | 2.08% | 1.90% | 1.80% | 1.55% | 1.21% | 1.31% |
Drawdowns
SNPS vs. NDAQ - Drawdown Comparison
The maximum SNPS drawdown since its inception was -60.95%, smaller than the maximum NDAQ drawdown of -68.48%. Use the drawdown chart below to compare losses from any high point for SNPS and NDAQ. For additional features, visit the drawdowns tool.
Volatility
SNPS vs. NDAQ - Volatility Comparison
Synopsys, Inc. (SNPS) has a higher volatility of 12.71% compared to Nasdaq, Inc. (NDAQ) at 5.41%. This indicates that SNPS's price experiences larger fluctuations and is considered to be riskier than NDAQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SNPS vs. NDAQ - Financials Comparison
This section allows you to compare key financial metrics between Synopsys, Inc. and Nasdaq, 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.
Total Revenue: Total amount of money received from sales and other business activities