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SYNA vs. MKSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SYNA vs. MKSI - Performance Comparison

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

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Returns By Period

In the year-to-date period, SYNA achieves a 94.26% return, which is significantly lower than MKSI's 163.63% return. Over the past 10 years, SYNA has underperformed MKSI with an annualized return of 10.66%, while MKSI has yielded a comparatively higher 27.30% annualized return.


SYNA

1D
2.06%
1M
0.07%
YTD
94.26%
6M
93.08%
1Y
127.08%
3Y*
21.00%
5Y*
-0.43%
10Y*
10.66%

MKSI

1D
3.49%
1M
31.27%
YTD
163.63%
6M
160.07%
1Y
366.11%
3Y*
61.99%
5Y*
20.73%
10Y*
27.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYNA vs. MKSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SYNA
Synaptics Incorporated
94.26%-3.01%-33.10%19.88%-67.13%200.32%46.57%76.75%-6.84%-25.46%
MKSI
MKS Instruments, Inc.
163.63%54.37%2.21%22.62%-50.97%16.38%37.70%71.89%-31.06%60.48%

Correlation

The correlation between SYNA and MKSI is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2002

0.47

The correlation between SYNA and MKSI shifts across timeframes, from 0.47 (all time) to 0.69 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SYNA:

$5.58B

MKSI:

$29.90B

EPS

SYNA:

-$1.24

MKSI:

$4.77

PS Ratio

SYNA:

4.77

MKSI:

7.08

PB Ratio

SYNA:

4.11

MKSI:

10.64

Total Revenue (TTM)

SYNA:

$1.17B

MKSI:

$4.07B

Gross Profit (TTM)

SYNA:

$511.10M

MKSI:

$1.84B

EBITDA (TTM)

SYNA:

$52.60M

MKSI:

$815.00M

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Return for Risk

SYNA vs. MKSI — Risk / Return Rank

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

SYNA
SYNA Risk / Return Rank: 9090
Overall Rank
SYNA Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SYNA Sortino Ratio Rank: 8989
Sortino Ratio Rank
SYNA Omega Ratio Rank: 8686
Omega Ratio Rank
SYNA Calmar Ratio Rank: 9090
Calmar Ratio Rank
SYNA Martin Ratio Rank: 9292
Martin Ratio Rank

MKSI
MKSI Risk / Return Rank: 9999
Overall Rank
MKSI Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MKSI Sortino Ratio Rank: 9898
Sortino Ratio Rank
MKSI Omega Ratio Rank: 9898
Omega Ratio Rank
MKSI Calmar Ratio Rank: 9999
Calmar Ratio Rank
MKSI Martin Ratio Rank: 9999
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.

SYNA vs. MKSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Synaptics Incorporated (SYNA) and MKS Instruments, Inc. (MKSI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SYNAMKSIDifference
Sharpe ratioReturn per unit of total volatility

-4.68

Sortino ratioReturn per unit of downside risk

-2.37

Omega ratioGain probability vs. loss probability

1.36

1.72

-0.36

Calmar ratioReturn relative to maximum drawdown

4.36

18.40

-14.04

Martin ratioReturn relative to average drawdown

13.24

60.87

-47.62

SYNA vs. MKSI - Sharpe Ratio Comparison

The current SYNA Sharpe Ratio is 2.30, which is lower than the MKSI Sharpe Ratio of 6.98. The chart below compares the historical Sharpe Ratios of SYNA and MKSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SYNA vs. MKSI - Drawdown Comparison

The maximum SYNA drawdown since its inception was -85.34%, roughly equal to the maximum MKSI drawdown of -85.67%. Use the drawdown chart below to compare losses from any high point for SYNA and MKSI.


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Drawdown Indicators


SYNAMKSIDifference

Max Drawdown

Largest peak-to-trough decline

-85.34%

-85.67%

+0.33%

Max Drawdown (1Y)

Largest decline over 1 year

-29.31%

-20.06%

-9.25%

Max Drawdown (3Y)

Largest decline over 3 years

-64.18%

-59.11%

-5.07%

Max Drawdown (5Y)

Largest decline over 5 years

-85.34%

-66.57%

-18.77%

Max Drawdown (10Y)

Largest decline over 10 years

-85.34%

-69.20%

-16.14%

Current Drawdown

Current decline from peak

-50.90%

0.00%

-50.90%

Average Drawdown

Average peak-to-trough decline

-38.22%

-45.69%

+7.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.63%

6.05%

+3.58%

Volatility

SYNA vs. MKSI - Volatility Comparison

Synaptics Incorporated (SYNA) has a higher volatility of 24.72% compared to MKS Instruments, Inc. (MKSI) at 18.67%. This indicates that SYNA's price experiences larger fluctuations and is considered to be riskier than MKSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYNAMKSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.72%

18.67%

+6.05%

Volatility (6M)

Calculated over the trailing 6-month period

45.70%

38.47%

+7.23%

Volatility (1Y)

Calculated over the trailing 1-year period

55.71%

52.96%

+2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.63%

50.62%

+3.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.93%

47.33%

+4.60%

Dividends

SYNA vs. MKSI - Dividend Comparison

SYNA has not paid dividends to shareholders, while MKSI's dividend yield for the trailing twelve months is around 0.22%.


PositionTTM20252024202320222021202020192018201720162015
MKSI
MKS Instruments, Inc.
0.22%0.55%0.84%0.86%1.04%0.49%0.53%0.73%1.21%0.75%1.14%1.88%
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%

Financials

SYNA vs. MKSI - Financials Comparison

This section allows you to compare key financial metrics between Synaptics Incorporated and MKS Instruments, 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


200.00M400.00M600.00M800.00M1.00B20222023202420252026
294.20M
1.08B
(SYNA) Total Revenue
(MKSI) Total Revenue
Values in USD except per share items

SYNA vs. MKSI - Profitability Comparison

The chart below illustrates the profitability comparison between Synaptics Incorporated and MKS Instruments, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%55.0%20222023202420252026
45.3%
47.0%
Portfolio components
SYNA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Synaptics Incorporated reported a gross profit of 133.30M and revenue of 294.20M. Therefore, the gross margin over that period was 45.3%.

MKSI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MKS Instruments, Inc. reported a gross profit of 507.00M and revenue of 1.08B. Therefore, the gross margin over that period was 47.0%.

SYNA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Synaptics Incorporated reported an operating income of -12.70M and revenue of 294.20M, resulting in an operating margin of -4.3%.

MKSI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MKS Instruments, Inc. reported an operating income of 149.00M and revenue of 1.08B, resulting in an operating margin of 13.8%.

SYNA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Synaptics Incorporated reported a net income of -8.00M and revenue of 294.20M, resulting in a net margin of -2.7%.

MKSI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MKS Instruments, Inc. reported a net income of 84.00M and revenue of 1.08B, resulting in a net margin of 7.8%.


Frequently Asked Questions


SYNA and MKSI have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SYNA has higher volatility (24.72%) compared to MKSI (18.67%). In terms of maximum drawdown, SYNA dropped -85.34% vs MKSI's -85.67%.

MKSI currently has the higher Sharpe Ratio (6.98 vs 2.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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