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SNX vs. OTEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SNXOTEX
YTD Return14.41%-17.07%
1Y Return28.40%1.63%
3Y Return (Ann)6.17%-9.69%
5Y Return (Ann)16.99%-0.63%
10Y Return (Ann)15.93%4.42%
Sharpe Ratio1.250.04
Sortino Ratio1.700.24
Omega Ratio1.251.04
Calmar Ratio1.020.03
Martin Ratio3.780.06
Ulcer Index7.61%20.71%
Daily Std Dev22.96%28.11%
Max Drawdown-67.27%-81.25%
Current Drawdown-8.01%-32.86%

Fundamentals


SNXOTEX
Market Cap$10.33B$9.13B
EPS$7.71$1.71
PE Ratio15.7419.91
PEG Ratio0.940.87
Total Revenue (TTM)$57.02B$4.34B
Gross Profit (TTM)$3.75B$2.91B
EBITDA (TTM)$1.52B$1.36B

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.

Performance

SNX vs. OTEX - Performance Comparison

In the year-to-date period, SNX achieves a 14.41% return, which is significantly higher than OTEX's -17.07% return. Over the past 10 years, SNX has outperformed OTEX with an annualized return of 15.93%, while OTEX has yielded a comparatively lower 4.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%MayJuneJulyAugustSeptemberOctober
1,809.32%
820.40%
SNX
OTEX

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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.


SNX
Sharpe ratio
The chart of Sharpe ratio for SNX, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.001.25
Sortino ratio
The chart of Sortino ratio for SNX, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.001.70
Omega ratio
The chart of Omega ratio for SNX, currently valued at 1.25, compared to the broader market0.501.001.502.001.25
Calmar ratio
The chart of Calmar ratio for SNX, currently valued at 1.02, compared to the broader market0.002.004.006.001.02
Martin ratio
The chart of Martin ratio for SNX, currently valued at 3.77, compared to the broader market-10.000.0010.0020.0030.003.78
OTEX
Sharpe ratio
The chart of Sharpe ratio for OTEX, currently valued at 0.04, compared to the broader market-4.00-2.000.002.004.000.04
Sortino ratio
The chart of Sortino ratio for OTEX, currently valued at 0.24, compared to the broader market-4.00-2.000.002.004.000.24
Omega ratio
The chart of Omega ratio for OTEX, currently valued at 1.04, compared to the broader market0.501.001.502.001.04
Calmar ratio
The chart of Calmar ratio for OTEX, currently valued at 0.03, compared to the broader market0.002.004.006.000.03
Martin ratio
The chart of Martin ratio for OTEX, currently valued at 0.06, compared to the broader market-10.000.0010.0020.0030.000.06

SNX vs. OTEX - Sharpe Ratio Comparison

The current SNX Sharpe Ratio is 1.25, which is higher than the OTEX Sharpe Ratio of 0.04. 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-1.000.001.002.00MayJuneJulyAugustSeptemberOctober
1.25
0.04
SNX
OTEX

Dividends

SNX vs. OTEX - Dividend Comparison

SNX's dividend yield for the trailing twelve months is around 1.32%, less than OTEX's 2.97% yield.


TTM20232022202120202019201820172016201520142013
SNX
TD SYNNEX Corporation
1.32%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
2.97%2.35%3.13%1.78%1.59%1.53%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 -81.25%. 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%MayJuneJulyAugustSeptemberOctober
-8.01%
-32.86%
SNX
OTEX

Volatility

SNX vs. OTEX - Volatility Comparison

TD SYNNEX Corporation (SNX) has a higher volatility of 6.07% compared to Open Text Corp (OTEX) at 5.43%. This indicates that SNX's price experiences larger fluctuations and is considered to be riskier than OTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
6.07%
5.43%
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