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STM vs. CDNS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

STM vs. CDNS - Performance Comparison

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

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STM vs. CDNS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STM
STMicroelectronics N.V.
33.57%5.28%-49.67%41.66%-26.76%32.39%38.91%96.34%-35.65%94.77%
CDNS
Cadence Design Systems, Inc.
-11.10%4.03%10.31%69.55%-13.80%36.59%96.70%59.52%3.97%65.82%

Fundamentals

Market Cap

STM:

$30.75B

CDNS:

$75.84B

EPS

STM:

$0.28

CDNS:

$4.06

PE Ratio

STM:

123.52

CDNS:

68.49

PS Ratio

STM:

2.63

CDNS:

14.34

PB Ratio

STM:

1.72

CDNS:

10.67

Total Revenue (TTM)

STM:

$11.84B

CDNS:

$5.30B

Gross Profit (TTM)

STM:

$4.01B

CDNS:

$5.09B

EBITDA (TTM)

STM:

$2.41B

CDNS:

$1.74B

Returns By Period

In the year-to-date period, STM achieves a 33.57% return, which is significantly higher than CDNS's -11.10% return. Over the past 10 years, STM has underperformed CDNS with an annualized return of 21.41%, while CDNS has yielded a comparatively higher 27.94% annualized return.


STM

1D
10.31%
1M
3.09%
YTD
33.57%
6M
23.02%
1Y
59.31%
3Y*
-12.68%
5Y*
-1.74%
10Y*
21.41%

CDNS

1D
2.58%
1M
-7.81%
YTD
-11.10%
6M
-20.89%
1Y
9.26%
3Y*
9.77%
5Y*
14.45%
10Y*
27.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

STM vs. CDNS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STM
STM Risk / Return Rank: 7474
Overall Rank
STM Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
STM Sortino Ratio Rank: 7474
Sortino Ratio Rank
STM Omega Ratio Rank: 7575
Omega Ratio Rank
STM Calmar Ratio Rank: 7373
Calmar Ratio Rank
STM Martin Ratio Rank: 7272
Martin Ratio Rank

CDNS
CDNS Risk / Return Rank: 4949
Overall Rank
CDNS Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CDNS Sortino Ratio Rank: 4747
Sortino Ratio Rank
CDNS Omega Ratio Rank: 4646
Omega Ratio Rank
CDNS Calmar Ratio Rank: 5050
Calmar Ratio Rank
CDNS Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STM vs. CDNS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics N.V. (STM) 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.


STMCDNSDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.23

+0.84

Sortino ratio

Return per unit of downside risk

1.73

0.63

+1.10

Omega ratio

Gain probability vs. loss probability

1.24

1.08

+0.16

Calmar ratio

Return relative to maximum drawdown

1.59

0.29

+1.30

Martin ratio

Return relative to average drawdown

3.60

0.65

+2.95

STM vs. CDNS - Sharpe Ratio Comparison

The current STM Sharpe Ratio is 1.08, which is higher than the CDNS Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of STM 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.


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Sharpe Ratios by Period


STMCDNSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.23

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.41

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.84

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.22

-0.03

Correlation

The correlation between STM and CDNS is 0.45, 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.


Dividends

STM vs. CDNS - Dividend Comparison

STM's dividend yield for the trailing twelve months is around 1.04%, while CDNS has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
STM
STMicroelectronics N.V.
1.04%1.39%1.32%0.48%0.67%0.45%0.50%0.89%1.73%0.98%2.10%5.11%
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

STM vs. CDNS - Drawdown Comparison

The maximum STM drawdown since its inception was -94.40%, roughly equal to the maximum CDNS drawdown of -93.13%. Use the drawdown chart below to compare losses from any high point for STM and CDNS.


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Drawdown Indicators


STMCDNSDifference

Max Drawdown

Largest peak-to-trough decline

-94.40%

-93.13%

-1.27%

Max Drawdown (1Y)

Largest decline over 1 year

-36.35%

-28.09%

-8.26%

Max Drawdown (5Y)

Largest decline over 5 years

-66.66%

-29.59%

-37.07%

Max Drawdown (10Y)

Largest decline over 10 years

-66.66%

-32.12%

-34.54%

Current Drawdown

Current decline from peak

-34.41%

-25.58%

-8.83%

Average Drawdown

Average peak-to-trough decline

-55.49%

-39.79%

-15.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.08%

12.61%

+3.47%

Volatility

STM vs. CDNS - Volatility Comparison

STMicroelectronics N.V. (STM) has a higher volatility of 18.64% compared to Cadence Design Systems, Inc. (CDNS) at 7.46%. This indicates that STM's price experiences larger fluctuations and is considered to be riskier than CDNS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STMCDNSDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.64%

7.46%

+11.18%

Volatility (6M)

Calculated over the trailing 6-month period

35.35%

25.41%

+9.94%

Volatility (1Y)

Calculated over the trailing 1-year period

55.35%

39.60%

+15.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.15%

35.27%

+7.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.64%

33.43%

+10.21%

Financials

STM vs. CDNS - Financials Comparison

This section allows you to compare key financial metrics between STMicroelectronics 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


1.00B2.00B3.00B4.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
3.38B
1.44B
(STM) Total Revenue
(CDNS) Total Revenue
Values in USD except per share items