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

Correlation

The correlation between SPNS and PRGS is 0.15, 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. PRGS - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-15.58%
37.18%
SPNS
PRGS

Key characteristics

Sharpe Ratio

SPNS:

-0.01

PRGS:

0.73

Sortino Ratio

SPNS:

0.24

PRGS:

1.55

Omega Ratio

SPNS:

1.04

PRGS:

1.18

Calmar Ratio

SPNS:

-0.00

PRGS:

0.94

Martin Ratio

SPNS:

-0.03

PRGS:

2.25

Ulcer Index

SPNS:

12.37%

PRGS:

8.74%

Daily Std Dev

SPNS:

38.01%

PRGS:

26.79%

Max Drawdown

SPNS:

-99.45%

PRGS:

-67.33%

Current Drawdown

SPNS:

-75.88%

PRGS:

-5.68%

Fundamentals

Market Cap

SPNS:

$1.60B

PRGS:

$2.95B

EPS

SPNS:

$1.27

PRGS:

$1.86

PE Ratio

SPNS:

22.51

PRGS:

37.02

PEG Ratio

SPNS:

5.92

PRGS:

6.26

Total Revenue (TTM)

SPNS:

$544.87M

PRGS:

$538.45M

Gross Profit (TTM)

SPNS:

$242.75M

PRGS:

$410.80M

EBITDA (TTM)

SPNS:

$102.20M

PRGS:

$185.36M

Returns By Period

In the year-to-date period, SPNS achieves a -2.39% return, which is significantly lower than PRGS's 22.59% return. Over the past 10 years, SPNS has outperformed PRGS with an annualized return of 16.15%, while PRGS has yielded a comparatively lower 10.53% annualized return.


SPNS

YTD

-2.39%

1M

2.32%

6M

-17.03%

1Y

-0.84%

5Y*

5.98%

10Y*

16.15%

PRGS

YTD

22.59%

1M

0.20%

6M

37.18%

1Y

21.34%

5Y*

11.24%

10Y*

10.53%

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Risk-Adjusted Performance

SPNS vs. PRGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sapiens International Corporation N.V. (SPNS) and Progress Software Corporation (PRGS). 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-4.00-2.000.002.00-0.020.73
The chart of Sortino ratio for SPNS, currently valued at 0.22, compared to the broader market-4.00-2.000.002.004.000.221.55
The chart of Omega ratio for SPNS, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.18
The chart of Calmar ratio for SPNS, currently valued at -0.01, compared to the broader market0.002.004.006.00-0.010.94
The chart of Martin ratio for SPNS, currently valued at -0.07, compared to the broader market0.0010.0020.00-0.072.25
SPNS
PRGS

The current SPNS Sharpe Ratio is -0.01, which is lower than the PRGS Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of SPNS and PRGS, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.02
0.73
SPNS
PRGS

Dividends

SPNS vs. PRGS - Dividend Comparison

SPNS's dividend yield for the trailing twelve months is around 2.05%, more than PRGS's 0.80% yield.


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%
PRGS
Progress Software Corporation
0.80%1.29%1.39%1.45%1.48%1.52%1.62%1.21%0.39%0.00%0.00%0.00%

Drawdowns

SPNS vs. PRGS - Drawdown Comparison

The maximum SPNS drawdown since its inception was -99.45%, which is greater than PRGS's maximum drawdown of -67.33%. Use the drawdown chart below to compare losses from any high point for SPNS and PRGS. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-75.88%
-5.68%
SPNS
PRGS

Volatility

SPNS vs. PRGS - Volatility Comparison

The current volatility for Sapiens International Corporation N.V. (SPNS) is 5.37%, while Progress Software Corporation (PRGS) has a volatility of 6.93%. This indicates that SPNS experiences smaller price fluctuations and is considered to be less risky than PRGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
5.37%
6.93%
SPNS
PRGS

Financials

SPNS vs. PRGS - Financials Comparison

This section allows you to compare key financial metrics between Sapiens International Corporation N.V. and Progress Software Corporation. 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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