PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SNPS vs. SYNA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SNPS and SYNA is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

SNPS vs. SYNA - Performance Comparison

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

-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-18.97%
-12.66%
SNPS
SYNA

Key characteristics

Sharpe Ratio

SNPS:

-0.31

SYNA:

-0.84

Sortino Ratio

SNPS:

-0.20

SYNA:

-1.14

Omega Ratio

SNPS:

0.97

SYNA:

0.87

Calmar Ratio

SNPS:

-0.46

SYNA:

-0.46

Martin Ratio

SNPS:

-0.99

SYNA:

-1.27

Ulcer Index

SNPS:

11.77%

SYNA:

27.99%

Daily Std Dev

SNPS:

37.28%

SYNA:

42.36%

Max Drawdown

SNPS:

-60.95%

SYNA:

-81.70%

Current Drawdown

SNPS:

-20.42%

SYNA:

-73.87%

Fundamentals

Market Cap

SNPS:

$78.89B

SYNA:

$3.15B

EPS

SNPS:

$9.24

SYNA:

$4.01

PE Ratio

SNPS:

55.40

SYNA:

19.64

PEG Ratio

SNPS:

11.06

SYNA:

0.48

Total Revenue (TTM)

SNPS:

$6.27B

SYNA:

$979.40M

Gross Profit (TTM)

SNPS:

$4.92B

SYNA:

$445.70M

EBITDA (TTM)

SNPS:

$1.63B

SYNA:

$32.90M

Returns By Period

In the year-to-date period, SNPS achieves a -3.98% return, which is significantly higher than SYNA's -32.92% return. Over the past 10 years, SNPS has outperformed SYNA with an annualized return of 27.45%, while SYNA has yielded a comparatively lower 1.16% annualized return.


SNPS

YTD

-3.98%

1M

-5.64%

6M

-20.29%

1Y

-11.50%

5Y*

28.83%

10Y*

27.45%

SYNA

YTD

-32.92%

1M

3.62%

6M

-15.34%

1Y

-36.14%

5Y*

2.44%

10Y*

1.16%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SNPS vs. SYNA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Synopsys, Inc. (SNPS) and Synaptics Incorporated (SYNA). 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 -0.31, compared to the broader market-4.00-2.000.002.00-0.31-0.84
The chart of Sortino ratio for SNPS, currently valued at -0.20, compared to the broader market-4.00-2.000.002.004.00-0.20-1.14
The chart of Omega ratio for SNPS, currently valued at 0.97, compared to the broader market0.501.001.502.000.970.87
The chart of Calmar ratio for SNPS, currently valued at -0.46, compared to the broader market0.002.004.006.00-0.46-0.46
The chart of Martin ratio for SNPS, currently valued at -0.99, compared to the broader market0.0010.0020.00-0.99-1.27
SNPS
SYNA

The current SNPS Sharpe Ratio is -0.31, which is higher than the SYNA Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of SNPS and SYNA, 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 Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.31
-0.84
SNPS
SYNA

Dividends

SNPS vs. SYNA - Dividend Comparison

Neither SNPS nor SYNA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SNPS vs. SYNA - Drawdown Comparison

The maximum SNPS drawdown since its inception was -60.95%, smaller than the maximum SYNA drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for SNPS and SYNA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.42%
-73.87%
SNPS
SYNA

Volatility

SNPS vs. SYNA - Volatility Comparison

Synopsys, Inc. (SNPS) has a higher volatility of 15.76% compared to Synaptics Incorporated (SYNA) at 12.25%. This indicates that SNPS's price experiences larger fluctuations and is considered to be riskier than SYNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
15.76%
12.25%
SNPS
SYNA

Financials

SNPS vs. SYNA - Financials Comparison

This section allows you to compare key financial metrics between Synopsys, Inc. and Synaptics Incorporated. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab