Synopsys (SNPS): analysis and statistics
Return, volatility, Sharpe ratio and risk for Synopsys, a component of both the S&P 500 and the Nasdaq 100 in the Information Technology sector. Data as of 2026-09-13.
| Last close price | $397.38 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | -5.26% |
| Total return over period | -14.88% |
| Annualized volatility | 45.07% |
| Period volatility | 77.81% |
| Sharpe ratio | -0.20 |
| Sortino ratio | -0.27 |
| Max drawdown | -42.31% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.84% |
| Correlation with the S&P 500 | 0.53 |
| Period range | $372.33 – $645.35 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Synopsys (SNPS) has posted an annualized return of -5.26% with annual volatility of 45.07%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -42.31%. Its correlation with the S&P 500 is 0.53, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how SNPS would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Synopsys (SNPS) is of both the S&P 500 and the Nasdaq 100.
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