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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%40.00%SeptemberOctoberNovemberDecember2025
-14.11%
37.93%
ADBE
ADSK

Key characteristics

Sharpe Ratio

ADBE:

-0.83

ADSK:

0.79

Sortino Ratio

ADBE:

-1.03

ADSK:

1.18

Omega Ratio

ADBE:

0.85

ADSK:

1.16

Calmar Ratio

ADBE:

-0.74

ADSK:

0.51

Martin Ratio

ADBE:

-1.46

ADSK:

2.22

Ulcer Index

ADBE:

20.81%

ADSK:

9.62%

Daily Std Dev

ADBE:

36.47%

ADSK:

27.10%

Max Drawdown

ADBE:

-79.89%

ADSK:

-76.92%

Current Drawdown

ADBE:

-36.45%

ADSK:

-9.04%

Fundamentals

Market Cap

ADBE:

$190.42B

ADSK:

$67.10B

EPS

ADBE:

$12.35

ADSK:

$5.02

PE Ratio

ADBE:

35.42

ADSK:

62.02

PEG Ratio

ADBE:

1.46

ADSK:

1.89

Total Revenue (TTM)

ADBE:

$21.51B

ADSK:

$4.49B

Gross Profit (TTM)

ADBE:

$19.06B

ADSK:

$4.05B

EBITDA (TTM)

ADBE:

$8.82B

ADSK:

$1.08B

Returns By Period

In the year-to-date period, ADBE achieves a -1.63% return, which is significantly lower than ADSK's 5.34% return. Both investments have delivered pretty close results over the past 10 years, with ADBE having a 19.66% annualized return and ADSK not far behind at 18.73%.


ADBE

YTD

-1.63%

1M

1.60%

6M

-16.86%

1Y

-31.08%

5Y*

3.60%

10Y*

19.66%

ADSK

YTD

5.34%

1M

5.88%

6M

34.56%

1Y

21.40%

5Y*

8.87%

10Y*

18.73%

*Annualized

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 Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADBE
The Risk-Adjusted Performance Rank of ADBE is 88
Overall Rank
The Sharpe Ratio Rank of ADBE is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ADBE is 1010
Sortino Ratio Rank
The Omega Ratio Rank of ADBE is 99
Omega Ratio Rank
The Calmar Ratio Rank of ADBE is 66
Calmar Ratio Rank
The Martin Ratio Rank of ADBE is 66
Martin Ratio Rank

ADSK
The Risk-Adjusted Performance Rank of ADSK is 6868
Overall Rank
The Sharpe Ratio Rank of ADSK is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ADSK is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ADSK is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ADSK is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ADSK is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.83, compared to the broader market-2.000.002.00-0.830.79
The chart of Sortino ratio for ADBE, currently valued at -1.03, compared to the broader market-4.00-2.000.002.004.00-1.031.18
The chart of Omega ratio for ADBE, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.16
The chart of Calmar ratio for ADBE, currently valued at -0.74, compared to the broader market0.002.004.006.00-0.740.51
The chart of Martin ratio for ADBE, currently valued at -1.46, compared to the broader market0.0010.0020.0030.00-1.462.22
ADBE
ADSK

The current ADBE Sharpe Ratio is -0.83, which is lower than the ADSK Sharpe Ratio of 0.79. 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-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025
-0.83
0.79
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%SeptemberOctoberNovemberDecember2025
-36.45%
-9.04%
ADBE
ADSK

Volatility

ADBE vs. ADSK - Volatility Comparison

The current volatility for Adobe Inc (ADBE) is 6.39%, while Autodesk, Inc. (ADSK) has a volatility of 7.14%. This indicates that ADBE experiences smaller price fluctuations and is considered to be less risky 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%SeptemberOctoberNovemberDecember2025
6.39%
7.14%
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
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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.

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