SYNA vs. MKSI
Compare and contrast key facts about Synaptics Incorporated (SYNA) and MKS Instruments, Inc. (MKSI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SYNA or MKSI.
Key characteristics
| SYNA | MKSI | |
|---|---|---|
| YTD Return | -34.57% | 3.08% |
| 1Y Return | -28.85% | 41.06% |
| 3Y Return (Ann) | -34.35% | -13.53% |
| 5Y Return (Ann) | 4.34% | -0.07% |
| 10Y Return (Ann) | 1.89% | 12.43% |
| Sharpe Ratio | -0.68 | 0.81 |
| Sortino Ratio | -0.82 | 1.36 |
| Omega Ratio | 0.91 | 1.17 |
| Calmar Ratio | -0.37 | 0.63 |
| Martin Ratio | -1.09 | 2.66 |
| Ulcer Index | 26.10% | 14.56% |
| Daily Std Dev | 42.22% | 47.58% |
| Max Drawdown | -81.70% | -85.67% |
| Current Drawdown | -74.51% | -44.94% |
Fundamentals
| SYNA | MKSI | |
|---|---|---|
| Market Cap | $3.08B | $7.60B |
| EPS | $4.01 | $0.46 |
| PE Ratio | 19.19 | 245.46 |
| PEG Ratio | 0.48 | 0.61 |
| Total Revenue (TTM) | $979.40M | $3.54B |
| Gross Profit (TTM) | $445.70M | $1.49B |
| EBITDA (TTM) | $20.40M | $846.00M |
Correlation
The correlation between SYNA and MKSI is 0.47, 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.
Performance
SYNA vs. MKSI - Performance Comparison
In the year-to-date period, SYNA achieves a -34.57% return, which is significantly lower than MKSI's 3.08% return. Over the past 10 years, SYNA has underperformed MKSI with an annualized return of 1.89%, while MKSI has yielded a comparatively higher 12.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SYNA vs. MKSI - Risk-Adjusted Performance 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.
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 0.83%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MKSI MKS Instruments, Inc. | 0.83% | 0.86% | 1.04% | 0.49% | 0.53% | 0.73% | 1.21% | 0.75% | 1.14% | 1.88% | 1.79% | 2.14% |
Drawdowns
SYNA vs. MKSI - Drawdown Comparison
The maximum SYNA drawdown since its inception was -81.70%, 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. For additional features, visit the drawdowns tool.
Volatility
SYNA vs. MKSI - Volatility Comparison
The current volatility for Synaptics Incorporated (SYNA) is 14.22%, while MKS Instruments, Inc. (MKSI) has a volatility of 15.40%. This indicates that SYNA experiences smaller price fluctuations and is considered to be less risky than MKSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities