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SPNS vs. CDNS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SPNS and CDNS is 0.17, 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.


-0.50.00.51.00.2

Performance

SPNS vs. CDNS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sapiens International Corporation N.V. (SPNS) and Cadence Design Systems, Inc. (CDNS). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-15.58%
-5.86%
SPNS
CDNS

Key characteristics

Sharpe Ratio

SPNS:

-0.01

CDNS:

0.27

Sortino Ratio

SPNS:

0.24

CDNS:

0.64

Omega Ratio

SPNS:

1.04

CDNS:

1.08

Calmar Ratio

SPNS:

-0.00

CDNS:

0.38

Martin Ratio

SPNS:

-0.03

CDNS:

0.81

Ulcer Index

SPNS:

12.37%

CDNS:

11.51%

Daily Std Dev

SPNS:

38.01%

CDNS:

34.86%

Max Drawdown

SPNS:

-99.45%

CDNS:

-93.13%

Current Drawdown

SPNS:

-75.88%

CDNS:

-8.16%

Fundamentals

Market Cap

SPNS:

$1.60B

CDNS:

$85.39B

EPS

SPNS:

$1.27

CDNS:

$3.79

PE Ratio

SPNS:

22.51

CDNS:

82.15

PEG Ratio

SPNS:

5.92

CDNS:

3.29

Total Revenue (TTM)

SPNS:

$544.87M

CDNS:

$4.35B

Gross Profit (TTM)

SPNS:

$242.75M

CDNS:

$3.91B

EBITDA (TTM)

SPNS:

$102.20M

CDNS:

$1.49B

Returns By Period

In the year-to-date period, SPNS achieves a -2.39% return, which is significantly lower than CDNS's 10.10% return. Over the past 10 years, SPNS has underperformed CDNS with an annualized return of 16.15%, while CDNS has yielded a comparatively higher 31.87% annualized return.


SPNS

YTD

-2.39%

1M

2.32%

6M

-17.03%

1Y

-0.84%

5Y*

5.98%

10Y*

16.15%

CDNS

YTD

10.10%

1M

0.08%

6M

-5.86%

1Y

10.74%

5Y*

33.83%

10Y*

31.87%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SPNS vs. CDNS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sapiens International Corporation N.V. (SPNS) and Cadence Design Systems, Inc. (CDNS). 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 SPNS, currently valued at -0.02, compared to the broader market-4.00-2.000.002.00-0.020.27
The chart of Sortino ratio for SPNS, currently valued at 0.22, compared to the broader market-4.00-2.000.002.004.000.220.64
The chart of Omega ratio for SPNS, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.08
The chart of Calmar ratio for SPNS, currently valued at -0.01, compared to the broader market0.002.004.006.00-0.010.38
The chart of Martin ratio for SPNS, currently valued at -0.07, compared to the broader market0.0010.0020.00-0.070.81
SPNS
CDNS

The current SPNS Sharpe Ratio is -0.01, which is lower than the CDNS Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of SPNS and CDNS, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.02
0.27
SPNS
CDNS

Dividends

SPNS vs. CDNS - Dividend Comparison

SPNS's dividend yield for the trailing twelve months is around 2.05%, while CDNS has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SPNS
Sapiens International Corporation N.V.
2.05%1.76%3.79%1.07%0.46%1.07%1.81%1.74%1.39%1.47%0.00%1.95%
CDNS
Cadence Design Systems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPNS vs. CDNS - Drawdown Comparison

The maximum SPNS drawdown since its inception was -99.45%, which is greater than CDNS's maximum drawdown of -93.13%. Use the drawdown chart below to compare losses from any high point for SPNS and CDNS. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-75.88%
-8.16%
SPNS
CDNS

Volatility

SPNS vs. CDNS - Volatility Comparison

The current volatility for Sapiens International Corporation N.V. (SPNS) is 5.37%, while Cadence Design Systems, Inc. (CDNS) has a volatility of 10.02%. This indicates that SPNS experiences smaller price fluctuations and is considered to be less risky than CDNS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
5.37%
10.02%
SPNS
CDNS

Financials

SPNS vs. CDNS - Financials Comparison

This section allows you to compare key financial metrics between Sapiens International Corporation N.V. and Cadence Design Systems, 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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