PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SYNA vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SYNA and COST is 0.29, 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.


-0.50.00.51.00.3

Performance

SYNA vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Synaptics Incorporated (SYNA) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-15.04%
12.78%
SYNA
COST

Key characteristics

Sharpe Ratio

SYNA:

-0.79

COST:

2.60

Sortino Ratio

SYNA:

-1.05

COST:

3.20

Omega Ratio

SYNA:

0.88

COST:

1.46

Calmar Ratio

SYNA:

-0.44

COST:

4.72

Martin Ratio

SYNA:

-1.21

COST:

12.17

Ulcer Index

SYNA:

27.68%

COST:

3.98%

Daily Std Dev

SYNA:

42.24%

COST:

18.66%

Max Drawdown

SYNA:

-81.70%

COST:

-53.39%

Current Drawdown

SYNA:

-73.99%

COST:

-4.08%

Fundamentals

Market Cap

SYNA:

$3.15B

COST:

$435.99B

EPS

SYNA:

$4.01

COST:

$16.98

PE Ratio

SYNA:

19.64

COST:

57.84

PEG Ratio

SYNA:

0.48

COST:

5.99

Total Revenue (TTM)

SYNA:

$979.40M

COST:

$258.81B

Gross Profit (TTM)

SYNA:

$445.70M

COST:

$32.80B

EBITDA (TTM)

SYNA:

$32.90M

COST:

$12.25B

Returns By Period

In the year-to-date period, SYNA achieves a -33.24% return, which is significantly lower than COST's 45.38% return. Over the past 10 years, SYNA has underperformed COST with an annualized return of 1.00%, while COST has yielded a comparatively higher 23.42% annualized return.


SYNA

YTD

-33.24%

1M

4.77%

6M

-13.07%

1Y

-33.55%

5Y*

2.34%

10Y*

1.00%

COST

YTD

45.38%

1M

2.80%

6M

12.78%

1Y

47.55%

5Y*

28.68%

10Y*

23.42%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SYNA vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Synaptics Incorporated (SYNA) and Costco Wholesale Corporation (COST). 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 SYNA, currently valued at -0.79, compared to the broader market-4.00-2.000.002.00-0.792.60
The chart of Sortino ratio for SYNA, currently valued at -1.05, compared to the broader market-4.00-2.000.002.004.00-1.053.20
The chart of Omega ratio for SYNA, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.46
The chart of Calmar ratio for SYNA, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.444.72
The chart of Martin ratio for SYNA, currently valued at -1.21, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.2112.17
SYNA
COST

The current SYNA Sharpe Ratio is -0.79, which is lower than the COST Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of SYNA and COST, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.79
2.60
SYNA
COST

Dividends

SYNA vs. COST - Dividend Comparison

SYNA has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 2.04%.


TTM20232022202120202019201820172016201520142013
SYNA
Synaptics Incorporated
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
2.04%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

SYNA vs. COST - Drawdown Comparison

The maximum SYNA drawdown since its inception was -81.70%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for SYNA and COST. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-73.99%
-4.08%
SYNA
COST

Volatility

SYNA vs. COST - Volatility Comparison

Synaptics Incorporated (SYNA) has a higher volatility of 12.49% compared to Costco Wholesale Corporation (COST) at 4.84%. This indicates that SYNA's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.49%
4.84%
SYNA
COST

Financials

SYNA vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Synaptics Incorporated and Costco Wholesale 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab