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

Performance

SNPS vs. NDAQ - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-9.34%
28.66%
SNPS
NDAQ

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

YTD

1.13%

1M

3.87%

6M

-8.11%

1Y

-2.38%

5Y (annualized)

30.16%

10Y (annualized)

28.67%

NDAQ

YTD

38.71%

1M

6.47%

6M

28.66%

1Y

51.40%

5Y (annualized)

19.57%

10Y (annualized)

20.47%

Fundamentals


SNPSNDAQ
Market Cap$85.02B$45.79B
EPS$9.68$1.66
PE Ratio57.1847.99
PEG Ratio2.544.22
Total Revenue (TTM)$4.63B$7.02B
Gross Profit (TTM)$3.62B$4.02B
EBITDA (TTM)$1.19B$2.14B

Key characteristics


SNPSNDAQ
Sharpe Ratio-0.052.70
Sortino Ratio0.183.71
Omega Ratio1.021.49
Calmar Ratio-0.062.28
Martin Ratio-0.1516.10
Ulcer Index11.09%3.18%
Daily Std Dev34.91%19.00%
Max Drawdown-60.95%-68.48%
Current Drawdown-16.18%-0.14%

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Correlation

-0.50.00.51.00.4

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.


Sharpe ratio
The chart of Sharpe ratio for SNPS, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.00-0.072.70
The chart of Sortino ratio for SNPS, currently valued at 0.15, compared to the broader market-4.00-2.000.002.004.000.153.71
The chart of Omega ratio for SNPS, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.49
The chart of Calmar ratio for SNPS, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.092.28
The chart of Martin ratio for SNPS, currently valued at -0.21, compared to the broader market0.0010.0020.0030.00-0.2116.10
SNPS
NDAQ

The current SNPS Sharpe Ratio is -0.05, which is lower than the NDAQ Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of SNPS and NDAQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.07
2.70
SNPS
NDAQ

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%.


TTM20232022202120202019201820172016201520142013
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%
NDAQ
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.18%
-0.14%
SNPS
NDAQ

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.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.71%
5.41%
SNPS
NDAQ

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items