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

Correlation

The correlation between SNPS and TER is 0.47, 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.


-0.50.00.51.00.5

Performance

SNPS vs. TER - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-18.11%
-14.83%
SNPS
TER

Key characteristics

Sharpe Ratio

SNPS:

-0.27

TER:

0.50

Sortino Ratio

SNPS:

-0.13

TER:

0.93

Omega Ratio

SNPS:

0.98

TER:

1.12

Calmar Ratio

SNPS:

-0.40

TER:

0.52

Martin Ratio

SNPS:

-0.85

TER:

1.30

Ulcer Index

SNPS:

11.90%

TER:

17.16%

Daily Std Dev

SNPS:

37.26%

TER:

44.31%

Max Drawdown

SNPS:

-60.95%

TER:

-97.30%

Current Drawdown

SNPS:

-20.19%

TER:

-24.18%

Fundamentals

Market Cap

SNPS:

$78.89B

TER:

$20.85B

EPS

SNPS:

$9.24

TER:

$3.15

PE Ratio

SNPS:

55.40

TER:

40.64

PEG Ratio

SNPS:

11.06

TER:

1.32

Total Revenue (TTM)

SNPS:

$6.27B

TER:

$2.74B

Gross Profit (TTM)

SNPS:

$4.92B

TER:

$1.58B

EBITDA (TTM)

SNPS:

$1.63B

TER:

$711.41M

Returns By Period

In the year-to-date period, SNPS achieves a -3.70% return, which is significantly lower than TER's 16.75% return. Over the past 10 years, SNPS has outperformed TER with an annualized return of 27.45%, while TER has yielded a comparatively lower 21.00% annualized return.


SNPS

YTD

-3.70%

1M

-7.14%

6M

-18.73%

1Y

-10.12%

5Y*

28.85%

10Y*

27.45%

TER

YTD

16.75%

1M

22.87%

6M

-14.54%

1Y

22.28%

5Y*

13.21%

10Y*

21.00%

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Risk-Adjusted Performance

SNPS vs. TER - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Synopsys, Inc. (SNPS) and Teradyne, Inc. (TER). 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 -0.27, compared to the broader market-4.00-2.000.002.00-0.270.50
The chart of Sortino ratio for SNPS, currently valued at -0.13, compared to the broader market-4.00-2.000.002.004.00-0.130.93
The chart of Omega ratio for SNPS, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.12
The chart of Calmar ratio for SNPS, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.400.52
The chart of Martin ratio for SNPS, currently valued at -0.85, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.851.30
SNPS
TER

The current SNPS Sharpe Ratio is -0.27, which is lower than the TER Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of SNPS and TER, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.27
0.50
SNPS
TER

Dividends

SNPS vs. TER - Dividend Comparison

SNPS has not paid dividends to shareholders, while TER's dividend yield for the trailing twelve months is around 0.38%.


TTM2023202220212020201920182017201620152014
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%
TER
Teradyne, Inc.
0.38%0.41%0.50%0.24%0.33%0.53%1.15%0.67%0.94%1.16%0.91%

Drawdowns

SNPS vs. TER - Drawdown Comparison

The maximum SNPS drawdown since its inception was -60.95%, smaller than the maximum TER drawdown of -97.30%. Use the drawdown chart below to compare losses from any high point for SNPS and TER. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.19%
-24.18%
SNPS
TER

Volatility

SNPS vs. TER - Volatility Comparison

Synopsys, Inc. (SNPS) has a higher volatility of 15.52% compared to Teradyne, Inc. (TER) at 10.06%. This indicates that SNPS's price experiences larger fluctuations and is considered to be riskier than TER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
15.52%
10.06%
SNPS
TER

Financials

SNPS vs. TER - Financials Comparison

This section allows you to compare key financial metrics between Synopsys, Inc. and Teradyne, 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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