SNX vs. DOX
Compare and contrast key facts about TD SYNNEX Corporation (SNX) and Amdocs Limited (DOX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNX or DOX.
Performance
SNX vs. DOX - Performance Comparison
Returns By Period
In the year-to-date period, SNX achieves a 12.00% return, which is significantly higher than DOX's -0.86% return. Over the past 10 years, SNX has outperformed DOX with an annualized return of 13.95%, while DOX has yielded a comparatively lower 7.81% annualized return.
SNX
12.00%
-0.50%
-8.14%
22.26%
15.64%
13.95%
DOX
-0.86%
-4.44%
8.46%
4.58%
6.80%
7.81%
Fundamentals
SNX | DOX | |
---|---|---|
Market Cap | $9.87B | $9.63B |
EPS | $7.71 | $4.29 |
PE Ratio | 15.05 | 19.52 |
PEG Ratio | 0.91 | 1.08 |
Total Revenue (TTM) | $57.02B | $3.75B |
Gross Profit (TTM) | $3.75B | $1.29B |
EBITDA (TTM) | $1.57B | $712.99M |
Key characteristics
SNX | DOX | |
---|---|---|
Sharpe Ratio | 0.94 | 0.26 |
Sortino Ratio | 1.34 | 0.46 |
Omega Ratio | 1.19 | 1.06 |
Calmar Ratio | 0.98 | 0.20 |
Martin Ratio | 2.72 | 0.56 |
Ulcer Index | 8.19% | 8.18% |
Daily Std Dev | 23.69% | 17.80% |
Max Drawdown | -67.27% | -93.37% |
Current Drawdown | -9.94% | -10.96% |
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Correlation
The correlation between SNX and DOX is 0.38, 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.
Risk-Adjusted Performance
SNX vs. DOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TD SYNNEX Corporation (SNX) and Amdocs Limited (DOX). 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.
Dividends
SNX vs. DOX - Dividend Comparison
SNX's dividend yield for the trailing twelve months is around 1.35%, less than DOX's 2.19% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
TD SYNNEX Corporation | 1.35% | 1.30% | 1.27% | 0.70% | 0.25% | 1.16% | 1.73% | 0.77% | 1.03% | 0.64% | 0.16% | 0.00% |
Amdocs Limited | 2.19% | 1.98% | 2.17% | 1.92% | 1.85% | 1.58% | 1.71% | 1.34% | 1.34% | 1.25% | 1.33% | 1.26% |
Drawdowns
SNX vs. DOX - Drawdown Comparison
The maximum SNX drawdown since its inception was -67.27%, smaller than the maximum DOX drawdown of -93.37%. Use the drawdown chart below to compare losses from any high point for SNX and DOX. For additional features, visit the drawdowns tool.
Volatility
SNX vs. DOX - Volatility Comparison
TD SYNNEX Corporation (SNX) has a higher volatility of 8.85% compared to Amdocs Limited (DOX) at 7.51%. This indicates that SNX's price experiences larger fluctuations and is considered to be riskier than DOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SNX vs. DOX - Financials Comparison
This section allows you to compare key financial metrics between TD SYNNEX Corporation and Amdocs Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities