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

Correlation

The correlation between TER and SNPS 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.


-0.50.00.51.00.5

Performance

TER vs. SNPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teradyne, Inc. (TER) and Synopsys, Inc. (SNPS). The values are adjusted to include any dividend payments, if applicable.

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,694.54%
6,149.90%
TER
SNPS

Key characteristics

Sharpe Ratio

TER:

0.50

SNPS:

-0.29

Sortino Ratio

TER:

0.93

SNPS:

-0.16

Omega Ratio

TER:

1.12

SNPS:

0.98

Calmar Ratio

TER:

0.51

SNPS:

-0.43

Martin Ratio

TER:

1.29

SNPS:

-0.91

Ulcer Index

TER:

17.16%

SNPS:

11.91%

Daily Std Dev

TER:

44.31%

SNPS:

37.26%

Max Drawdown

TER:

-97.30%

SNPS:

-60.95%

Current Drawdown

TER:

-24.31%

SNPS:

-20.78%

Fundamentals

Market Cap

TER:

$20.85B

SNPS:

$78.89B

EPS

TER:

$3.15

SNPS:

$9.24

PE Ratio

TER:

40.64

SNPS:

55.40

PEG Ratio

TER:

1.32

SNPS:

11.06

Total Revenue (TTM)

TER:

$2.74B

SNPS:

$6.27B

Gross Profit (TTM)

TER:

$1.58B

SNPS:

$4.92B

EBITDA (TTM)

TER:

$711.41M

SNPS:

$1.63B

Returns By Period

In the year-to-date period, TER achieves a 16.54% return, which is significantly higher than SNPS's -4.41% return. Over the past 10 years, TER has underperformed SNPS with an annualized return of 20.87%, while SNPS has yielded a comparatively higher 27.39% annualized return.


TER

YTD

16.54%

1M

19.49%

6M

-14.98%

1Y

17.50%

5Y*

13.27%

10Y*

20.87%

SNPS

YTD

-4.41%

1M

-11.79%

6M

-18.72%

1Y

-6.15%

5Y*

28.68%

10Y*

27.39%

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Risk-Adjusted Performance

TER vs. SNPS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teradyne, Inc. (TER) 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.


Sharpe ratio
The chart of Sharpe ratio for TER, currently valued at 0.50, compared to the broader market-4.00-2.000.002.000.50-0.29
The chart of Sortino ratio for TER, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.000.93-0.16
The chart of Omega ratio for TER, currently valued at 1.12, compared to the broader market0.501.001.502.001.120.98
The chart of Calmar ratio for TER, currently valued at 0.51, compared to the broader market0.002.004.006.000.51-0.43
The chart of Martin ratio for TER, currently valued at 1.29, compared to the broader market-5.000.005.0010.0015.0020.0025.001.29-0.91
TER
SNPS

The current TER Sharpe Ratio is 0.50, which is higher than the SNPS Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of TER 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.50
-0.29
TER
SNPS

Dividends

TER vs. SNPS - Dividend Comparison

TER's dividend yield for the trailing twelve months is around 0.38%, while SNPS has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
TER
Teradyne, Inc.
0.38%0.41%0.50%0.24%0.33%0.53%1.15%0.67%0.94%1.16%0.91%
SNPS
Synopsys, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TER vs. SNPS - Drawdown Comparison

The maximum TER drawdown since its inception was -97.30%, which is greater than SNPS's maximum drawdown of -60.95%. Use the drawdown chart below to compare losses from any high point for TER and SNPS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.31%
-20.78%
TER
SNPS

Volatility

TER vs. SNPS - Volatility Comparison

The current volatility for Teradyne, Inc. (TER) is 10.06%, while Synopsys, Inc. (SNPS) has a volatility of 15.49%. This indicates that TER experiences smaller price fluctuations and is considered to be less risky than SNPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
10.06%
15.49%
TER
SNPS

Financials

TER vs. SNPS - Financials Comparison

This section allows you to compare key financial metrics between Teradyne, Inc. 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
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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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