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SSNC vs. INTU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

SSNC vs. INTU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SS&C Technologies Holdings, Inc. (SSNC) and Intuit Inc. (INTU). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.68%
1.60%
SSNC
INTU

Returns By Period

In the year-to-date period, SSNC achieves a 21.63% return, which is significantly higher than INTU's 9.25% return. Over the past 10 years, SSNC has underperformed INTU with an annualized return of 12.35%, while INTU has yielded a comparatively higher 23.23% annualized return.


SSNC

YTD

21.63%

1M

-4.13%

6M

16.68%

1Y

35.72%

5Y (annualized)

5.66%

10Y (annualized)

12.35%

INTU

YTD

9.25%

1M

10.68%

6M

1.60%

1Y

21.91%

5Y (annualized)

20.75%

10Y (annualized)

23.23%

Fundamentals


SSNCINTU
Market Cap$18.40B$190.27B
EPS$2.79$10.46
PE Ratio26.6364.90
PEG Ratio1.282.10
Total Revenue (TTM)$5.76B$13.31B
Gross Profit (TTM)$2.83B$10.48B
EBITDA (TTM)$2.02B$4.03B

Key characteristics


SSNCINTU
Sharpe Ratio1.950.87
Sortino Ratio2.701.24
Omega Ratio1.371.17
Calmar Ratio1.101.24
Martin Ratio11.553.83
Ulcer Index3.14%5.90%
Daily Std Dev18.67%26.17%
Max Drawdown-48.86%-75.29%
Current Drawdown-9.20%-3.89%

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Correlation

-0.50.00.51.00.5

The correlation between SSNC and INTU is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

SSNC vs. INTU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SS&C Technologies Holdings, Inc. (SSNC) and Intuit Inc. (INTU). 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 SSNC, currently valued at 1.95, compared to the broader market-4.00-2.000.002.004.001.950.87
The chart of Sortino ratio for SSNC, currently valued at 2.70, compared to the broader market-4.00-2.000.002.004.002.701.24
The chart of Omega ratio for SSNC, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.17
The chart of Calmar ratio for SSNC, currently valued at 1.10, compared to the broader market0.002.004.006.001.101.24
The chart of Martin ratio for SSNC, currently valued at 11.55, compared to the broader market-10.000.0010.0020.0030.0011.553.83
SSNC
INTU

The current SSNC Sharpe Ratio is 1.95, which is higher than the INTU Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of SSNC and INTU, 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 Ratio0.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.95
0.87
SSNC
INTU

Dividends

SSNC vs. INTU - Dividend Comparison

SSNC's dividend yield for the trailing twelve months is around 1.32%, more than INTU's 0.55% yield.


TTM20232022202120202019201820172016201520142013
SSNC
SS&C Technologies Holdings, Inc.
1.32%1.44%1.54%0.83%0.73%0.69%0.67%0.66%0.88%0.73%0.21%0.00%
INTU
Intuit Inc.
0.55%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%0.92%

Drawdowns

SSNC vs. INTU - Drawdown Comparison

The maximum SSNC drawdown since its inception was -48.86%, smaller than the maximum INTU drawdown of -75.29%. Use the drawdown chart below to compare losses from any high point for SSNC and INTU. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.20%
-3.89%
SSNC
INTU

Volatility

SSNC vs. INTU - Volatility Comparison

SS&C Technologies Holdings, Inc. (SSNC) has a higher volatility of 8.52% compared to Intuit Inc. (INTU) at 7.82%. This indicates that SSNC's price experiences larger fluctuations and is considered to be riskier than INTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
8.52%
7.82%
SSNC
INTU

Financials

SSNC vs. INTU - Financials Comparison

This section allows you to compare key financial metrics between SS&C Technologies Holdings, Inc. and Intuit 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