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SYNA vs. MSFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SYNA and MSFT is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

SYNA vs. MSFT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SYNA:

-0.52

MSFT:

0.34

Sortino Ratio

SYNA:

-0.38

MSFT:

0.75

Omega Ratio

SYNA:

0.95

MSFT:

1.10

Calmar Ratio

SYNA:

-0.32

MSFT:

0.43

Martin Ratio

SYNA:

-1.06

MSFT:

0.94

Ulcer Index

SYNA:

25.64%

MSFT:

10.69%

Daily Std Dev

SYNA:

57.31%

MSFT:

25.67%

Max Drawdown

SYNA:

-85.34%

MSFT:

-69.39%

Current Drawdown

SYNA:

-77.72%

MSFT:

-2.10%

Fundamentals

Market Cap

SYNA:

$2.52B

MSFT:

$3.38T

EPS

SYNA:

$4.18

MSFT:

$12.99

PE Ratio

SYNA:

15.61

MSFT:

34.97

PEG Ratio

SYNA:

0.48

MSFT:

2.13

PS Ratio

SYNA:

2.43

MSFT:

12.50

PB Ratio

SYNA:

1.82

MSFT:

10.46

Total Revenue (TTM)

SYNA:

$1.04B

MSFT:

$270.01B

Gross Profit (TTM)

SYNA:

$468.40M

MSFT:

$186.51B

EBITDA (TTM)

SYNA:

$54.80M

MSFT:

$150.06B

Returns By Period

In the year-to-date period, SYNA achieves a -14.50% return, which is significantly lower than MSFT's 8.19% return. Over the past 10 years, SYNA has underperformed MSFT with an annualized return of -3.44%, while MSFT has yielded a comparatively higher 27.20% annualized return.


SYNA

YTD

-14.50%

1M

32.97%

6M

-12.58%

1Y

-30.94%

5Y*

1.08%

10Y*

-3.44%

MSFT

YTD

8.19%

1M

23.74%

6M

10.10%

1Y

8.93%

5Y*

20.86%

10Y*

27.20%

*Annualized

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Risk-Adjusted Performance

SYNA vs. MSFT — Risk-Adjusted Performance Rank

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

SYNA
The Risk-Adjusted Performance Rank of SYNA is 2525
Overall Rank
The Sharpe Ratio Rank of SYNA is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of SYNA is 2525
Sortino Ratio Rank
The Omega Ratio Rank of SYNA is 2525
Omega Ratio Rank
The Calmar Ratio Rank of SYNA is 3030
Calmar Ratio Rank
The Martin Ratio Rank of SYNA is 2323
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 6363
Overall Rank
The Sharpe Ratio Rank of MSFT is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 5858
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 5858
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 6969
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 6363
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.

SYNA vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Synaptics Incorporated (SYNA) and Microsoft Corporation (MSFT). 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.


The current SYNA Sharpe Ratio is -0.52, which is lower than the MSFT Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of SYNA and MSFT, 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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Dividends

SYNA vs. MSFT - Dividend Comparison

SYNA has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.71%.


TTM20242023202220212020201920182017201620152014
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%
MSFT
Microsoft Corporation
0.71%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

SYNA vs. MSFT - Drawdown Comparison

The maximum SYNA drawdown since its inception was -85.34%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for SYNA and MSFT. For additional features, visit the drawdowns tool.


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Volatility

SYNA vs. MSFT - Volatility Comparison

Synaptics Incorporated (SYNA) has a higher volatility of 11.94% compared to Microsoft Corporation (MSFT) at 8.98%. This indicates that SYNA's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SYNA vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Synaptics Incorporated and Microsoft 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


0.0020.00B40.00B60.00B80.00B20212022202320242025
266.60M
70.07B
(SYNA) Total Revenue
(MSFT) Total Revenue
Values in USD except per share items

SYNA vs. MSFT - Profitability Comparison

The chart below illustrates the profitability comparison between Synaptics Incorporated and Microsoft Corporation 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%60.0%65.0%70.0%75.0%20212022202320242025
43.4%
68.7%
(SYNA) Gross Margin
(MSFT) Gross Margin
SYNA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Synaptics Incorporated reported a gross profit of 115.80M and revenue of 266.60M. Therefore, the gross margin over that period was 43.4%.

MSFT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported a gross profit of 48.15B and revenue of 70.07B. Therefore, the gross margin over that period was 68.7%.

SYNA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Synaptics Incorporated reported an operating income of -26.30M and revenue of 266.60M, resulting in an operating margin of -9.9%.

MSFT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported an operating income of 32.00B and revenue of 70.07B, resulting in an operating margin of 45.7%.

SYNA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Synaptics Incorporated reported a net income of -21.80M and revenue of 266.60M, resulting in a net margin of -8.2%.

MSFT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported a net income of 25.82B and revenue of 70.07B, resulting in a net margin of 36.9%.