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. Data as of 2026-10-29.
| Last close price | $481.89 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +1.79% |
| Total return over period | +5.45% |
| Annualized volatility | 46.23% |
| Period volatility | 79.87% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.09 |
| Sortino ratio | -0.12 |
| Max drawdown | -43.02% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.91% |
| Correlation with the S&P 500 | 0.52 |
| Period range | $367.70 – $645.35 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Synopsys (SNPS) has posted an annualized return of +1.79% with annual volatility of 46.23%, 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 -43.02%. Its correlation with the S&P 500 is 0.52, 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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Other Information Technology stocks
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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