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

Performance

SNX vs. OTEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TD SYNNEX Corporation (SNX) and Open Text Corp (OTEX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-8.14%
-0.39%
SNX
OTEX

Returns By Period

In the year-to-date period, SNX achieves a 12.00% return, which is significantly higher than OTEX's -28.25% return. Over the past 10 years, SNX has outperformed OTEX with an annualized return of 13.95%, while OTEX has yielded a comparatively lower 2.19% annualized return.


SNX

YTD

12.00%

1M

-0.50%

6M

-8.14%

1Y

22.26%

5Y (annualized)

15.64%

10Y (annualized)

13.95%

OTEX

YTD

-28.25%

1M

-10.32%

6M

-0.39%

1Y

-21.65%

5Y (annualized)

-5.18%

10Y (annualized)

2.19%

Fundamentals


SNXOTEX
Market Cap$9.87B$7.68B
EPS$7.71$1.75
PE Ratio15.0516.50
PEG Ratio0.910.87
Total Revenue (TTM)$57.02B$5.61B
Gross Profit (TTM)$3.75B$3.82B
EBITDA (TTM)$1.57B$1.98B

Key characteristics


SNXOTEX
Sharpe Ratio0.94-0.72
Sortino Ratio1.34-0.77
Omega Ratio1.190.88
Calmar Ratio0.98-0.47
Martin Ratio2.72-0.95
Ulcer Index8.19%22.76%
Daily Std Dev23.69%30.14%
Max Drawdown-67.27%-72.05%
Current Drawdown-9.94%-41.91%

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 SNX and OTEX is 0.36, 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. OTEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TD SYNNEX Corporation (SNX) and Open Text Corp (OTEX). 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 SNX, currently valued at 0.94, compared to the broader market-4.00-2.000.002.004.000.94-0.72
The chart of Sortino ratio for SNX, currently valued at 1.34, compared to the broader market-4.00-2.000.002.004.001.34-0.77
The chart of Omega ratio for SNX, currently valued at 1.19, compared to the broader market0.501.001.502.001.190.88
The chart of Calmar ratio for SNX, currently valued at 0.98, compared to the broader market0.002.004.006.000.98-0.47
The chart of Martin ratio for SNX, currently valued at 2.72, compared to the broader market0.0010.0020.0030.002.72-0.95
SNX
OTEX

The current SNX Sharpe Ratio is 0.94, which is higher than the OTEX Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of SNX and OTEX, 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-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
0.94
-0.72
SNX
OTEX

Dividends

SNX vs. OTEX - Dividend Comparison

SNX's dividend yield for the trailing twelve months is around 1.35%, less than OTEX's 3.44% yield.


TTM20232022202120202019201820172016201520142013
SNX
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%
OTEX
Open Text Corp
3.44%2.35%3.13%1.78%1.60%1.54%1.80%1.43%1.44%2.45%1.15%0.98%

Drawdowns

SNX vs. OTEX - Drawdown Comparison

The maximum SNX drawdown since its inception was -67.27%, smaller than the maximum OTEX drawdown of -72.05%. Use the drawdown chart below to compare losses from any high point for SNX and OTEX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.94%
-41.91%
SNX
OTEX

Volatility

SNX vs. OTEX - Volatility Comparison

The current volatility for TD SYNNEX Corporation (SNX) is 8.85%, while Open Text Corp (OTEX) has a volatility of 14.35%. This indicates that SNX experiences smaller price fluctuations and is considered to be less risky than OTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.85%
14.35%
SNX
OTEX

Financials

SNX vs. OTEX - Financials Comparison

This section allows you to compare key financial metrics between TD SYNNEX Corporation and Open Text Corp. 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