PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ADBE vs. ADSK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.5

Performance

ADBE vs. ADSK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adobe Inc (ADBE) and Autodesk, Inc. (ADSK). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-16.36%
20.58%
ADBE
ADSK

Key characteristics

Sharpe Ratio

ADBE:

-0.76

ADSK:

0.86

Sortino Ratio

ADBE:

-0.90

ADSK:

1.25

Omega Ratio

ADBE:

0.87

ADSK:

1.17

Calmar Ratio

ADBE:

-0.76

ADSK:

0.56

Martin Ratio

ADBE:

-1.53

ADSK:

2.50

Ulcer Index

ADBE:

18.07%

ADSK:

9.31%

Daily Std Dev

ADBE:

36.58%

ADSK:

27.11%

Max Drawdown

ADBE:

-79.89%

ADSK:

-76.92%

Current Drawdown

ADBE:

-36.46%

ADSK:

-14.21%

Fundamentals

Market Cap

ADBE:

$200.39B

ADSK:

$65.26B

EPS

ADBE:

$12.38

ADSK:

$5.03

PE Ratio

ADBE:

36.77

ADSK:

60.20

PEG Ratio

ADBE:

1.51

ADSK:

1.84

Total Revenue (TTM)

ADBE:

$21.51B

ADSK:

$5.96B

Gross Profit (TTM)

ADBE:

$19.06B

ADSK:

$5.41B

EBITDA (TTM)

ADBE:

$8.52B

ADSK:

$1.44B

Returns By Period

In the year-to-date period, ADBE achieves a -26.69% return, which is significantly lower than ADSK's 20.60% return. Over the past 10 years, ADBE has outperformed ADSK with an annualized return of 19.41%, while ADSK has yielded a comparatively lower 17.21% annualized return.


ADBE

YTD

-26.69%

1M

-12.45%

6M

-16.36%

1Y

-26.62%

5Y*

5.96%

10Y*

19.41%

ADSK

YTD

20.60%

1M

-3.79%

6M

20.58%

1Y

24.05%

5Y*

9.96%

10Y*

17.21%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for ADBE, currently valued at -0.76, compared to the broader market-4.00-2.000.002.00-0.760.86
The chart of Sortino ratio for ADBE, currently valued at -0.90, compared to the broader market-4.00-2.000.002.004.00-0.901.25
The chart of Omega ratio for ADBE, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.17
The chart of Calmar ratio for ADBE, currently valued at -0.76, compared to the broader market0.002.004.006.00-0.760.56
The chart of Martin ratio for ADBE, currently valued at -1.53, compared to the broader market0.0010.0020.00-1.532.50
ADBE
ADSK

The current ADBE Sharpe Ratio is -0.76, which is lower than the ADSK Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of ADBE and ADSK, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.76
0.86
ADBE
ADSK

Dividends

ADBE vs. ADSK - Dividend Comparison

Neither ADBE nor ADSK has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-36.46%
-14.21%
ADBE
ADSK

Volatility

ADBE vs. ADSK - Volatility Comparison

Adobe Inc (ADBE) has a higher volatility of 16.53% compared to Autodesk, Inc. (ADSK) at 11.08%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
16.53%
11.08%
ADBE
ADSK

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab