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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.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
-2.44%
40.32%
SYNA
SLAB

Key characteristics

Sharpe Ratio

SYNA:

-0.63

SLAB:

0.30

Sortino Ratio

SYNA:

-0.72

SLAB:

0.74

Omega Ratio

SYNA:

0.92

SLAB:

1.09

Calmar Ratio

SYNA:

-0.38

SLAB:

0.25

Martin Ratio

SYNA:

-1.20

SLAB:

0.63

Ulcer Index

SYNA:

24.12%

SLAB:

21.41%

Daily Std Dev

SYNA:

46.44%

SLAB:

44.84%

Max Drawdown

SYNA:

-81.70%

SLAB:

-89.29%

Current Drawdown

SYNA:

-74.22%

SLAB:

-24.46%

Fundamentals

Market Cap

SYNA:

$2.88B

SLAB:

$5.06B

EPS

SYNA:

$4.28

SLAB:

-$5.93

PEG Ratio

SYNA:

0.48

SLAB:

3.03

Total Revenue (TTM)

SYNA:

$1.01B

SLAB:

$584.39M

Gross Profit (TTM)

SYNA:

$458.90M

SLAB:

$300.03M

EBITDA (TTM)

SYNA:

$36.00M

SLAB:

-$104.92M

Returns By Period

In the year-to-date period, SYNA achieves a -1.09% return, which is significantly lower than SLAB's 27.76% return. Over the past 10 years, SYNA has underperformed SLAB with an annualized return of -0.91%, while SLAB has yielded a comparatively higher 12.35% annualized return.


SYNA

YTD

-1.09%

1M

-11.77%

6M

-2.44%

1Y

-27.92%

5Y*

-0.18%

10Y*

-0.91%

SLAB

YTD

27.76%

1M

16.49%

6M

40.32%

1Y

17.10%

5Y*

9.62%

10Y*

12.35%

*Annualized

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Risk-Adjusted Performance

SYNA vs. SLAB — 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 1717
Overall Rank
The Sharpe Ratio Rank of SYNA is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of SYNA is 1616
Sortino Ratio Rank
The Omega Ratio Rank of SYNA is 1717
Omega Ratio Rank
The Calmar Ratio Rank of SYNA is 2323
Calmar Ratio Rank
The Martin Ratio Rank of SYNA is 1515
Martin Ratio Rank

SLAB
The Risk-Adjusted Performance Rank of SLAB is 5454
Overall Rank
The Sharpe Ratio Rank of SLAB is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SLAB is 5252
Sortino Ratio Rank
The Omega Ratio Rank of SLAB is 5050
Omega Ratio Rank
The Calmar Ratio Rank of SLAB is 5858
Calmar Ratio Rank
The Martin Ratio Rank of SLAB is 5454
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. 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 -0.63, compared to the broader market-2.000.002.00-0.630.30
The chart of Sortino ratio for SYNA, currently valued at -0.72, compared to the broader market-4.00-2.000.002.004.006.00-0.720.74
The chart of Omega ratio for SYNA, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.09
The chart of Calmar ratio for SYNA, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.380.25
The chart of Martin ratio for SYNA, currently valued at -1.20, compared to the broader market-10.000.0010.0020.0030.00-1.200.63
SYNA
SLAB

The current SYNA Sharpe Ratio is -0.63, which is lower than the SLAB Sharpe Ratio of 0.30. 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-1.00-0.500.000.50SeptemberOctoberNovemberDecember2025February
-0.63
0.30
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%-30.00%-20.00%SeptemberOctoberNovemberDecember2025February
-74.22%
-24.46%
SYNA
SLAB

Volatility

SYNA vs. SLAB - Volatility Comparison

Synaptics Incorporated (SYNA) has a higher volatility of 19.25% compared to Silicon Laboratories Inc. (SLAB) at 12.20%. This indicates that SYNA's price experiences larger fluctuations and is considered to be riskier than SLAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
19.25%
12.20%
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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