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

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.

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-9.34%
-20.71%
SNPS
SYNA

Returns By Period

In the year-to-date period, SNPS achieves a 1.13% return, which is significantly higher than SYNA's -34.57% return. Over the past 10 years, SNPS has outperformed SYNA with an annualized return of 28.67%, while SYNA has yielded a comparatively lower 1.89% annualized return.


SNPS

YTD

1.13%

1M

3.87%

6M

-8.11%

1Y

-2.38%

5Y (annualized)

30.16%

10Y (annualized)

28.67%

SYNA

YTD

-34.57%

1M

1.79%

6M

-21.00%

1Y

-28.85%

5Y (annualized)

4.34%

10Y (annualized)

1.89%

Fundamentals


SNPSSYNA
Market Cap$85.02B$3.08B
EPS$9.68$4.01
PE Ratio57.1819.19
PEG Ratio2.540.48
Total Revenue (TTM)$4.63B$979.40M
Gross Profit (TTM)$3.62B$445.70M
EBITDA (TTM)$1.19B$20.40M

Key characteristics


SNPSSYNA
Sharpe Ratio-0.05-0.68
Sortino Ratio0.18-0.82
Omega Ratio1.020.91
Calmar Ratio-0.06-0.37
Martin Ratio-0.15-1.09
Ulcer Index11.09%26.10%
Daily Std Dev34.91%42.22%
Max Drawdown-60.95%-81.70%
Current Drawdown-16.18%-74.51%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.4

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.

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 -0.05, compared to the broader market-4.00-2.000.002.004.00-0.05-0.68
The chart of Sortino ratio for SNPS, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.000.18-0.82
The chart of Omega ratio for SNPS, currently valued at 1.02, compared to the broader market0.501.001.502.001.020.91
The chart of Calmar ratio for SNPS, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.06-0.37
The chart of Martin ratio for SNPS, currently valued at -0.15, compared to the broader market0.0010.0020.0030.00-0.15-1.09
SNPS
SYNA

The current SNPS Sharpe Ratio is -0.05, which is higher than the SYNA Sharpe Ratio of -0.68. 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.05
-0.68
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%JuneJulyAugustSeptemberOctoberNovember
-16.18%
-74.51%
SNPS
SYNA

Volatility

SNPS vs. SYNA - Volatility Comparison

The current volatility for Synopsys, Inc. (SNPS) is 12.71%, while Synaptics Incorporated (SYNA) has a volatility of 14.22%. 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%JuneJulyAugustSeptemberOctoberNovember
12.71%
14.22%
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