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

Correlation

The correlation between SYNA and SLAB is 0.48, 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.


-0.50.00.51.00.5

Performance

SYNA vs. SLAB - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
775.51%
300.85%
SYNA
SLAB

Key characteristics

Sharpe Ratio

SYNA:

-0.84

SLAB:

-0.12

Sortino Ratio

SYNA:

-1.14

SLAB:

0.16

Omega Ratio

SYNA:

0.87

SLAB:

1.02

Calmar Ratio

SYNA:

-0.46

SLAB:

-0.10

Martin Ratio

SYNA:

-1.27

SLAB:

-0.27

Ulcer Index

SYNA:

27.99%

SLAB:

21.10%

Daily Std Dev

SYNA:

42.36%

SLAB:

47.03%

Max Drawdown

SYNA:

-81.70%

SLAB:

-89.29%

Current Drawdown

SYNA:

-73.87%

SLAB:

-41.54%

Fundamentals

Market Cap

SYNA:

$3.15B

SLAB:

$4.18B

EPS

SYNA:

$4.01

SLAB:

-$7.41

PEG Ratio

SYNA:

0.48

SLAB:

3.03

Total Revenue (TTM)

SYNA:

$979.40M

SLAB:

$504.98M

Gross Profit (TTM)

SYNA:

$445.70M

SLAB:

$259.94M

EBITDA (TTM)

SYNA:

$32.90M

SLAB:

-$147.53M

Returns By Period

In the year-to-date period, SYNA achieves a -32.92% return, which is significantly lower than SLAB's -7.14% return. Over the past 10 years, SYNA has underperformed SLAB with an annualized return of 1.16%, while SLAB has yielded a comparatively higher 10.24% annualized return.


SYNA

YTD

-32.92%

1M

3.62%

6M

-15.34%

1Y

-36.14%

5Y*

2.44%

10Y*

1.16%

SLAB

YTD

-7.14%

1M

21.95%

6M

3.65%

1Y

-5.79%

5Y*

1.22%

10Y*

10.24%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SYNA vs. SLAB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Synaptics Incorporated (SYNA) and Silicon Laboratories Inc. (SLAB). 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 -0.84, compared to the broader market-4.00-2.000.002.00-0.84-0.12
The chart of Sortino ratio for SYNA, currently valued at -1.14, compared to the broader market-4.00-2.000.002.004.00-1.140.16
The chart of Omega ratio for SYNA, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.02
The chart of Calmar ratio for SYNA, currently valued at -0.46, compared to the broader market0.002.004.006.00-0.46-0.10
The chart of Martin ratio for SYNA, currently valued at -1.27, compared to the broader market0.0010.0020.00-1.27-0.27
SYNA
SLAB

The current SYNA Sharpe Ratio is -0.84, which is lower than the SLAB Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of SYNA and SLAB, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.84
-0.12
SYNA
SLAB

Dividends

SYNA vs. SLAB - Dividend Comparison

Neither SYNA nor SLAB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SYNA vs. SLAB - Drawdown Comparison

The maximum SYNA drawdown since its inception was -81.70%, smaller than the maximum SLAB drawdown of -89.29%. Use the drawdown chart below to compare losses from any high point for SYNA and SLAB. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-73.87%
-41.54%
SYNA
SLAB

Volatility

SYNA vs. SLAB - Volatility Comparison

The current volatility for Synaptics Incorporated (SYNA) is 12.25%, while Silicon Laboratories Inc. (SLAB) has a volatility of 15.01%. This indicates that SYNA experiences smaller price fluctuations and is considered to be less risky than SLAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.25%
15.01%
SYNA
SLAB

Financials

SYNA vs. SLAB - Financials Comparison

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