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

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.


-0.50.00.51.00.4

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%AugustSeptemberOctoberNovemberDecember2025
-20.01%
21.22%
SNPS
NDAQ

Key characteristics

Sharpe Ratio

SNPS:

-0.04

NDAQ:

1.97

Sortino Ratio

SNPS:

0.19

NDAQ:

2.78

Omega Ratio

SNPS:

1.02

NDAQ:

1.36

Calmar Ratio

SNPS:

-0.06

NDAQ:

1.90

Martin Ratio

SNPS:

-0.13

NDAQ:

10.34

Ulcer Index

SNPS:

12.58%

NDAQ:

3.56%

Daily Std Dev

SNPS:

36.85%

NDAQ:

18.67%

Max Drawdown

SNPS:

-60.95%

NDAQ:

-68.48%

Current Drawdown

SNPS:

-21.08%

NDAQ:

-7.92%

Fundamentals

Market Cap

SNPS:

$77.60B

NDAQ:

$44.84B

EPS

SNPS:

$9.26

NDAQ:

$1.66

PE Ratio

SNPS:

54.21

NDAQ:

47.00

PEG Ratio

SNPS:

10.33

NDAQ:

4.08

Total Revenue (TTM)

SNPS:

$6.27B

NDAQ:

$5.37B

Gross Profit (TTM)

SNPS:

$4.92B

NDAQ:

$2.70B

EBITDA (TTM)

SNPS:

$1.63B

NDAQ:

$1.90B

Returns By Period

In the year-to-date period, SNPS achieves a 1.03% return, which is significantly higher than NDAQ's -1.37% return. Over the past 10 years, SNPS has outperformed NDAQ with an annualized return of 27.82%, while NDAQ has yielded a comparatively lower 19.34% annualized return.


SNPS

YTD

1.03%

1M

-3.53%

6M

-20.01%

1Y

-0.82%

5Y*

26.90%

10Y*

27.82%

NDAQ

YTD

-1.37%

1M

-4.83%

6M

21.22%

1Y

35.83%

5Y*

17.89%

10Y*

19.34%

*Annualized

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Risk-Adjusted Performance

SNPS vs. NDAQ — Risk-Adjusted Performance Rank

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

SNPS
The Risk-Adjusted Performance Rank of SNPS is 4343
Overall Rank
The Sharpe Ratio Rank of SNPS is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SNPS is 4040
Sortino Ratio Rank
The Omega Ratio Rank of SNPS is 4040
Omega Ratio Rank
The Calmar Ratio Rank of SNPS is 4545
Calmar Ratio Rank
The Martin Ratio Rank of SNPS is 4646
Martin Ratio Rank

NDAQ
The Risk-Adjusted Performance Rank of NDAQ is 9191
Overall Rank
The Sharpe Ratio Rank of NDAQ is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of NDAQ is 9191
Sortino Ratio Rank
The Omega Ratio Rank of NDAQ is 9090
Omega Ratio Rank
The Calmar Ratio Rank of NDAQ is 9191
Calmar Ratio Rank
The Martin Ratio Rank of NDAQ is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.04, compared to the broader market-2.000.002.00-0.041.97
The chart of Sortino ratio for SNPS, currently valued at 0.19, compared to the broader market-4.00-2.000.002.004.000.192.78
The chart of Omega ratio for SNPS, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.36
The chart of Calmar ratio for SNPS, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.061.90
The chart of Martin ratio for SNPS, currently valued at -0.13, compared to the broader market0.0010.0020.00-0.1310.34
SNPS
NDAQ

The current SNPS Sharpe Ratio is -0.04, which is lower than the NDAQ Sharpe Ratio of 1.97. 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.04
1.97
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 1.23%.


TTM20242023202220212020201920182017201620152014
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.
1.23%1.22%1.48%1.27%1.00%1.46%1.73%2.08%1.90%1.80%1.55%1.21%

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%AugustSeptemberOctoberNovemberDecember2025
-21.08%
-7.92%
SNPS
NDAQ

Volatility

SNPS vs. NDAQ - Volatility Comparison

Synopsys, Inc. (SNPS) has a higher volatility of 7.68% compared to Nasdaq, Inc. (NDAQ) at 5.57%. 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%AugustSeptemberOctoberNovemberDecember2025
7.68%
5.57%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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