ADBE vs. ADSK
Compare and contrast key facts about Adobe Inc (ADBE) and Autodesk, Inc. (ADSK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADBE or ADSK.
Performance
ADBE vs. ADSK - Performance Comparison
Returns By Period
In the year-to-date period, ADBE achieves a -15.63% return, which is significantly lower than ADSK's 22.86% return. Over the past 10 years, ADBE has outperformed ADSK with an annualized return of 21.80%, while ADSK has yielded a comparatively lower 17.80% annualized return.
ADBE
-15.63%
1.71%
4.12%
-16.48%
10.90%
21.80%
ADSK
22.86%
2.10%
35.23%
37.65%
12.74%
17.80%
Fundamentals
ADBE | ADSK | |
---|---|---|
Market Cap | $231.73B | $66.75B |
EPS | $11.80 | $4.87 |
PE Ratio | 44.61 | 63.60 |
PEG Ratio | 1.63 | 1.67 |
Total Revenue (TTM) | $20.95B | $4.38B |
Gross Profit (TTM) | $18.49B | $3.96B |
EBITDA (TTM) | $8.60B | $1.10B |
Key characteristics
ADBE | ADSK | |
---|---|---|
Sharpe Ratio | -0.45 | 1.43 |
Sortino Ratio | -0.43 | 1.94 |
Omega Ratio | 0.94 | 1.26 |
Calmar Ratio | -0.43 | 0.92 |
Martin Ratio | -0.91 | 4.17 |
Ulcer Index | 17.05% | 9.22% |
Daily Std Dev | 34.25% | 26.96% |
Max Drawdown | -79.89% | -76.92% |
Current Drawdown | -26.88% | -12.60% |
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Correlation
The correlation between ADBE and ADSK is 0.46, 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.
Risk-Adjusted Performance
ADBE vs. ADSK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADBE) and Autodesk, Inc. (ADSK). 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.
Dividends
ADBE vs. ADSK - Dividend Comparison
Neither ADBE nor ADSK has paid dividends to shareholders.
Drawdowns
ADBE vs. ADSK - Drawdown Comparison
The maximum ADBE drawdown since its inception was -79.89%, roughly equal to the maximum ADSK drawdown of -76.92%. Use the drawdown chart below to compare losses from any high point for ADBE and ADSK. For additional features, visit the drawdowns tool.
Volatility
ADBE vs. ADSK - Volatility Comparison
Adobe Inc (ADBE) has a higher volatility of 8.97% compared to Autodesk, Inc. (ADSK) at 6.82%. This indicates that ADBE's price experiences larger fluctuations and is considered to be riskier than ADSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ADBE vs. ADSK - Financials Comparison
This section allows you to compare key financial metrics between Adobe Inc and Autodesk, 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.
Total Revenue: Total amount of money received from sales and other business activities