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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%-15.00%-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-6.47%
-6.02%
SNPS
SYNA

Key characteristics

Sharpe Ratio

SNPS:

0.10

SYNA:

-0.42

Sortino Ratio

SNPS:

0.39

SYNA:

-0.36

Omega Ratio

SNPS:

1.05

SYNA:

0.96

Calmar Ratio

SNPS:

0.15

SYNA:

-0.24

Martin Ratio

SNPS:

0.29

SYNA:

-0.71

Ulcer Index

SNPS:

12.72%

SYNA:

26.01%

Daily Std Dev

SNPS:

36.90%

SYNA:

43.84%

Max Drawdown

SNPS:

-60.95%

SYNA:

-81.70%

Current Drawdown

SNPS:

-15.23%

SYNA:

-71.61%

Fundamentals

Market Cap

SNPS:

$81.42B

SYNA:

$3.33B

EPS

SNPS:

$9.43

SYNA:

$4.12

PE Ratio

SNPS:

55.85

SYNA:

20.18

PEG Ratio

SNPS:

10.93

SYNA:

0.48

Total Revenue (TTM)

SNPS:

$6.27B

SYNA:

$742.40M

Gross Profit (TTM)

SNPS:

$4.92B

SYNA:

$336.70M

EBITDA (TTM)

SNPS:

$1.63B

SYNA:

$25.70M

Returns By Period

The year-to-date returns for both investments are quite close, with SNPS having a 8.52% return and SYNA slightly higher at 8.94%. Over the past 10 years, SNPS has outperformed SYNA with an annualized return of 28.79%, while SYNA has yielded a comparatively lower 2.84% annualized return.


SNPS

YTD

8.52%

1M

6.53%

6M

-6.47%

1Y

6.55%

5Y*

28.32%

10Y*

28.79%

SYNA

YTD

8.94%

1M

8.65%

6M

-6.02%

1Y

-20.86%

5Y*

2.79%

10Y*

2.84%

*Annualized

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Risk-Adjusted Performance

SNPS vs. SYNA — 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 4848
Overall Rank
The Sharpe Ratio Rank of SNPS is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of SNPS is 4343
Sortino Ratio Rank
The Omega Ratio Rank of SNPS is 4343
Omega Ratio Rank
The Calmar Ratio Rank of SNPS is 5353
Calmar Ratio Rank
The Martin Ratio Rank of SNPS is 4949
Martin Ratio Rank

SYNA
The Risk-Adjusted Performance Rank of SYNA is 2727
Overall Rank
The Sharpe Ratio Rank of SYNA is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of SYNA is 2323
Sortino Ratio Rank
The Omega Ratio Rank of SYNA is 2424
Omega Ratio Rank
The Calmar Ratio Rank of SYNA is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SYNA is 3131
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. 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 0.10, compared to the broader market-2.000.002.004.000.10-0.42
The chart of Sortino ratio for SNPS, currently valued at 0.39, compared to the broader market-4.00-2.000.002.004.000.39-0.36
The chart of Omega ratio for SNPS, currently valued at 1.05, compared to the broader market0.501.001.502.001.050.96
The chart of Calmar ratio for SNPS, currently valued at 0.15, compared to the broader market0.002.004.006.000.15-0.24
The chart of Martin ratio for SNPS, currently valued at 0.29, compared to the broader market-10.000.0010.0020.0030.000.29-0.71
SNPS
SYNA

The current SNPS Sharpe Ratio is 0.10, which is higher than the SYNA Sharpe Ratio of -0.42. 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.10
-0.42
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%AugustSeptemberOctoberNovemberDecember2025
-15.23%
-71.61%
SNPS
SYNA

Volatility

SNPS vs. SYNA - Volatility Comparison

The current volatility for Synopsys, Inc. (SNPS) is 8.44%, while Synaptics Incorporated (SYNA) has a volatility of 14.84%. This indicates that SNPS experiences smaller price fluctuations and is considered to be less risky 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%AugustSeptemberOctoberNovemberDecember2025
8.44%
14.84%
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
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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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