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

Key characteristics


SYNASNPS
YTD Return-34.05%6.49%
1Y Return-28.00%3.59%
3Y Return (Ann)-33.89%16.66%
5Y Return (Ann)4.51%31.54%
10Y Return (Ann)2.24%29.42%
Sharpe Ratio-0.620.05
Sortino Ratio-0.720.32
Omega Ratio0.921.04
Calmar Ratio-0.340.07
Martin Ratio-1.010.17
Ulcer Index25.99%11.04%
Daily Std Dev42.28%34.59%
Max Drawdown-81.70%-60.95%
Current Drawdown-74.31%-11.75%

Fundamentals


SYNASNPS
Market Cap$3.08B$85.02B
EPS$4.01$9.68
PE Ratio19.1957.18
PEG Ratio0.482.54
Total Revenue (TTM)$979.40M$4.63B
Gross Profit (TTM)$445.70M$3.62B
EBITDA (TTM)$20.40M$1.19B

Correlation

-0.50.00.51.00.4

The correlation between SYNA and SNPS is 0.42, 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. SNPS - Performance Comparison

In the year-to-date period, SYNA achieves a -34.05% return, which is significantly lower than SNPS's 6.49% return. Over the past 10 years, SYNA has underperformed SNPS with an annualized return of 2.24%, while SNPS has yielded a comparatively higher 29.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-20.36%
-3.25%
SYNA
SNPS

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Risk-Adjusted Performance

SYNA vs. SNPS - Risk-Adjusted Performance Comparison

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


SYNA
Sharpe ratio
The chart of Sharpe ratio for SYNA, currently valued at -0.62, compared to the broader market-4.00-2.000.002.004.00-0.62
Sortino ratio
The chart of Sortino ratio for SYNA, currently valued at -0.72, compared to the broader market-4.00-2.000.002.004.006.00-0.72
Omega ratio
The chart of Omega ratio for SYNA, currently valued at 0.92, compared to the broader market0.501.001.502.000.92
Calmar ratio
The chart of Calmar ratio for SYNA, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.34
Martin ratio
The chart of Martin ratio for SYNA, currently valued at -1.01, compared to the broader market0.0010.0020.0030.00-1.01
SNPS
Sharpe ratio
The chart of Sharpe ratio for SNPS, currently valued at 0.05, compared to the broader market-4.00-2.000.002.004.000.05
Sortino ratio
The chart of Sortino ratio for SNPS, currently valued at 0.32, compared to the broader market-4.00-2.000.002.004.006.000.32
Omega ratio
The chart of Omega ratio for SNPS, currently valued at 1.04, compared to the broader market0.501.001.502.001.04
Calmar ratio
The chart of Calmar ratio for SNPS, currently valued at 0.07, compared to the broader market0.002.004.006.000.07
Martin ratio
The chart of Martin ratio for SNPS, currently valued at 0.17, compared to the broader market0.0010.0020.0030.000.17

SYNA vs. SNPS - Sharpe Ratio Comparison

The current SYNA Sharpe Ratio is -0.62, which is lower than the SNPS Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of SYNA and SNPS, 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.62
0.05
SYNA
SNPS

Dividends

SYNA vs. SNPS - Dividend Comparison

Neither SYNA nor SNPS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SYNA vs. SNPS - Drawdown Comparison

The maximum SYNA drawdown since its inception was -81.70%, which is greater than SNPS's maximum drawdown of -60.95%. Use the drawdown chart below to compare losses from any high point for SYNA and SNPS. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-74.31%
-11.75%
SYNA
SNPS

Volatility

SYNA vs. SNPS - Volatility Comparison

Synaptics Incorporated (SYNA) has a higher volatility of 14.23% compared to Synopsys, Inc. (SNPS) at 11.43%. This indicates that SYNA's price experiences larger fluctuations and is considered to be riskier than SNPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
14.23%
11.43%
SYNA
SNPS

Financials

SYNA vs. SNPS - Financials Comparison

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