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ADBE vs. ADSK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.

0.00%100,000.00%200,000.00%300,000.00%400,000.00%JuneJulyAugustSeptemberOctoberNovember
319,297.21%
20,382.71%
ADBE
ADSK

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

YTD

-15.63%

1M

1.71%

6M

4.12%

1Y

-16.48%

5Y (annualized)

10.90%

10Y (annualized)

21.80%

ADSK

YTD

22.86%

1M

2.10%

6M

35.23%

1Y

37.65%

5Y (annualized)

12.74%

10Y (annualized)

17.80%

Fundamentals


ADBEADSK
Market Cap$231.73B$66.75B
EPS$11.80$4.87
PE Ratio44.6163.60
PEG Ratio1.631.67
Total Revenue (TTM)$20.95B$4.38B
Gross Profit (TTM)$18.49B$3.96B
EBITDA (TTM)$8.60B$1.10B

Key characteristics


ADBEADSK
Sharpe Ratio-0.451.43
Sortino Ratio-0.431.94
Omega Ratio0.941.26
Calmar Ratio-0.430.92
Martin Ratio-0.914.17
Ulcer Index17.05%9.22%
Daily Std Dev34.25%26.96%
Max Drawdown-79.89%-76.92%
Current Drawdown-26.88%-12.60%

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Correlation

-0.50.00.51.00.5

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.


Sharpe ratio
The chart of Sharpe ratio for ADBE, currently valued at -0.45, compared to the broader market-4.00-2.000.002.00-0.451.43
The chart of Sortino ratio for ADBE, currently valued at -0.43, compared to the broader market-4.00-2.000.002.004.00-0.431.94
The chart of Omega ratio for ADBE, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.26
The chart of Calmar ratio for ADBE, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.430.92
The chart of Martin ratio for ADBE, currently valued at -0.91, compared to the broader market0.0010.0020.0030.00-0.914.17
ADBE
ADSK

The current ADBE Sharpe Ratio is -0.45, which is lower than the ADSK Sharpe Ratio of 1.43. 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.45
1.43
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%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-26.88%
-12.60%
ADBE
ADSK

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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
8.97%
6.82%
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