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

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.


-0.50.00.51.00.4

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.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-39.62%
4.37%
STM
CDNS

Key characteristics

Sharpe Ratio

STM:

-1.09

CDNS:

0.35

Sortino Ratio

STM:

-1.55

CDNS:

0.75

Omega Ratio

STM:

0.81

CDNS:

1.09

Calmar Ratio

STM:

-0.78

CDNS:

0.49

Martin Ratio

STM:

-1.39

CDNS:

1.03

Ulcer Index

STM:

30.75%

CDNS:

11.63%

Daily Std Dev

STM:

39.18%

CDNS:

34.70%

Max Drawdown

STM:

-94.40%

CDNS:

-93.13%

Current Drawdown

STM:

-53.95%

CDNS:

-7.90%

Fundamentals

Market Cap

STM:

$22.13B

CDNS:

$82.48B

EPS

STM:

$2.43

CDNS:

$3.79

PE Ratio

STM:

10.14

CDNS:

79.35

PEG Ratio

STM:

19.08

CDNS:

3.11

Total Revenue (TTM)

STM:

$9.95B

CDNS:

$3.29B

Gross Profit (TTM)

STM:

$3.97B

CDNS:

$2.96B

EBITDA (TTM)

STM:

$2.63B

CDNS:

$1.12B

Returns By Period

In the year-to-date period, STM achieves a -1.28% return, which is significantly lower than CDNS's 0.09% return. Over the past 10 years, STM has underperformed CDNS with an annualized return of 13.91%, while CDNS has yielded a comparatively higher 32.37% annualized return.


STM

YTD

-1.28%

1M

-3.94%

6M

-39.62%

1Y

-42.81%

5Y*

-1.75%

10Y*

13.91%

CDNS

YTD

0.09%

1M

-4.07%

6M

4.37%

1Y

8.34%

5Y*

32.61%

10Y*

32.37%

*Annualized

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Risk-Adjusted Performance

STM vs. CDNS — Risk-Adjusted Performance Rank

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

STM
The Risk-Adjusted Performance Rank of STM is 66
Overall Rank
The Sharpe Ratio Rank of STM is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of STM is 55
Sortino Ratio Rank
The Omega Ratio Rank of STM is 66
Omega Ratio Rank
The Calmar Ratio Rank of STM is 66
Calmar Ratio Rank
The Martin Ratio Rank of STM is 99
Martin Ratio Rank

CDNS
The Risk-Adjusted Performance Rank of CDNS is 6060
Overall Rank
The Sharpe Ratio Rank of CDNS is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of CDNS is 5555
Sortino Ratio Rank
The Omega Ratio Rank of CDNS is 5454
Omega Ratio Rank
The Calmar Ratio Rank of CDNS is 6969
Calmar Ratio Rank
The Martin Ratio Rank of CDNS is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

STM vs. CDNS - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for STM, currently valued at -1.09, compared to the broader market-2.000.002.00-1.090.35
The chart of Sortino ratio for STM, currently valued at -1.55, compared to the broader market-4.00-2.000.002.004.00-1.550.75
The chart of Omega ratio for STM, currently valued at 0.81, compared to the broader market0.501.001.502.000.811.09
The chart of Calmar ratio for STM, currently valued at -0.78, compared to the broader market0.002.004.006.00-0.780.49
The chart of Martin ratio for STM, currently valued at -1.39, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.391.03
STM
CDNS

The current STM Sharpe Ratio is -1.09, which is lower than the CDNS Sharpe Ratio of 0.35. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-1.09
0.35
STM
CDNS

Dividends

STM vs. CDNS - Dividend Comparison

STM's dividend yield for the trailing twelve months is around 1.34%, while CDNS has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
STM
STMicroelectronics N.V.
1.34%1.32%0.48%0.82%0.45%0.50%0.86%1.47%0.93%2.10%5.11%4.55%
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. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-53.95%
-7.90%
STM
CDNS

Volatility

STM vs. CDNS - Volatility Comparison

STMicroelectronics N.V. (STM) has a higher volatility of 11.67% compared to Cadence Design Systems, Inc. (CDNS) at 6.89%. 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.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
11.67%
6.89%
STM
CDNS

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


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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