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ADP vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

ADP vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Automatic Data Processing, Inc. (ADP) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ADP achieves a -0.85% return, which is significantly lower than ^GSPC's 9.79% return. Over the past 10 years, ADP has underperformed ^GSPC with an annualized return of 12.63%, while ^GSPC has yielded a comparatively higher 13.27% annualized return.


ADP

1D
3.77%
1M
10.98%
6M
-2.95%
YTD
-0.85%
1Y
-14.74%
3Y*
5.49%
5Y*
6.50%
10Y*
12.63%

^GSPC

1D
-0.79%
1M
1.13%
6M
7.71%
YTD
9.79%
1Y
20.06%
3Y*
18.60%
5Y*
11.43%
10Y*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADP vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADP
Automatic Data Processing, Inc.
-0.85%-10.18%28.41%-0.25%-1.29%42.60%5.86%32.71%14.25%16.54%
^GSPC
S&P 500 Index
9.79%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between ADP and ^GSPC is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Apr 6, 1983

0.58

Over the past year, the correlation between ADP and ^GSPC has dropped to 0.08 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

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Return for Risk

ADP vs. ^GSPC — Risk / Return Rank

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

ADP
ADP Risk / Return Rank: 2424
Overall Rank
ADP Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ADP Sortino Ratio Rank: 1818
Sortino Ratio Rank
ADP Omega Ratio Rank: 1919
Omega Ratio Rank
ADP Calmar Ratio Rank: 3232
Calmar Ratio Rank
ADP Martin Ratio Rank: 3232
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7171
Overall Rank
^GSPC Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6969
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7474
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6262
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ADP vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Automatic Data Processing, Inc. (ADP) and S&P 500 Index (^GSPC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ADP^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.19

Sortino ratioReturn per unit of downside risk

-2.95

Omega ratioGain probability vs. loss probability

0.92

1.29

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.39

2.21

-2.60

Martin ratioReturn relative to average drawdown

-0.69

9.61

-10.30

ADP vs. ^GSPC - Sharpe Ratio Comparison

The current ADP Sharpe Ratio is -0.58, which is lower than the ^GSPC Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of ADP and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ADP vs. ^GSPC - Drawdown Comparison

The maximum ADP drawdown since its inception was -59.51%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ADP and ^GSPC.


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Drawdown Indicators


ADP^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-59.51%

-56.78%

-2.73%

Max Drawdown (1Y)

Largest decline over 1 year

-38.07%

-9.10%

-28.97%

Max Drawdown (3Y)

Largest decline over 3 years

-40.78%

-18.90%

-21.88%

Max Drawdown (5Y)

Largest decline over 5 years

-40.78%

-25.43%

-15.35%

Max Drawdown (10Y)

Largest decline over 10 years

-40.78%

-33.92%

-6.86%

Current Drawdown

Current decline from peak

-20.65%

-1.24%

-19.41%

Average Drawdown

Average peak-to-trough decline

-12.62%

-10.71%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.38%

2.09%

+19.29%

Volatility

ADP vs. ^GSPC - Volatility Comparison

Automatic Data Processing, Inc. (ADP) has a higher volatility of 9.70% compared to S&P 500 Index (^GSPC) at 3.96%. This indicates that ADP's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADP^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.70%

3.96%

+5.74%

Volatility (6M)

Calculated over the trailing 6-month period

22.00%

9.99%

+12.01%

Volatility (1Y)

Calculated over the trailing 1-year period

25.52%

12.57%

+12.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.42%

17.01%

+5.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.60%

18.05%

+6.55%

Frequently Asked Questions


ADP and ^GSPC have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADP has higher volatility (9.70%) compared to ^GSPC (3.96%). In terms of maximum drawdown, ADP dropped -59.51% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.61 vs -0.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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