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

Correlation

The correlation between ADP and ADSK is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

ADP vs. ADSK - Performance Comparison

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

20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%70,000.00%JulyAugustSeptemberOctoberNovemberDecember
21,740.74%
60,852.77%
ADP
ADSK

Key characteristics

Sharpe Ratio

ADP:

1.93

ADSK:

0.96

Sortino Ratio

ADP:

2.67

ADSK:

1.36

Omega Ratio

ADP:

1.35

ADSK:

1.19

Calmar Ratio

ADP:

2.29

ADSK:

0.62

Martin Ratio

ADP:

10.76

ADSK:

2.78

Ulcer Index

ADP:

2.73%

ADSK:

9.33%

Daily Std Dev

ADP:

15.25%

ADSK:

27.14%

Max Drawdown

ADP:

-59.50%

ADSK:

-76.92%

Current Drawdown

ADP:

-4.03%

ADSK:

-12.90%

Fundamentals

Market Cap

ADP:

$120.94B

ADSK:

$65.26B

EPS

ADP:

$9.35

ADSK:

$5.03

PEG Ratio

ADP:

2.69

ADSK:

1.84

Total Revenue (TTM)

ADP:

$19.52B

ADSK:

$5.96B

Gross Profit (TTM)

ADP:

$9.15B

ADSK:

$5.41B

EBITDA (TTM)

ADP:

$5.98B

ADSK:

$1.44B

Returns By Period

In the year-to-date period, ADP achieves a 28.98% return, which is significantly higher than ADSK's 22.44% return. Over the past 10 years, ADP has underperformed ADSK with an annualized return of 15.71%, while ADSK has yielded a comparatively higher 17.30% annualized return.


ADP

YTD

28.98%

1M

-1.02%

6M

19.79%

1Y

31.22%

5Y*

13.85%

10Y*

15.71%

ADSK

YTD

22.44%

1M

-3.16%

6M

23.03%

1Y

23.25%

5Y*

10.29%

10Y*

17.30%

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

ADP vs. ADSK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Automatic Data Processing, Inc. (ADP) 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 ADP, currently valued at 1.93, compared to the broader market-4.00-2.000.002.001.930.96
The chart of Sortino ratio for ADP, currently valued at 2.67, compared to the broader market-4.00-2.000.002.004.002.671.36
The chart of Omega ratio for ADP, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.19
The chart of Calmar ratio for ADP, currently valued at 2.29, compared to the broader market0.002.004.006.002.290.62
The chart of Martin ratio for ADP, currently valued at 10.76, compared to the broader market-5.000.005.0010.0015.0020.0025.0010.762.78
ADP
ADSK

The current ADP Sharpe Ratio is 1.93, which is higher than the ADSK Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of ADP 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.93
0.96
ADP
ADSK

Dividends

ADP vs. ADSK - Dividend Comparison

ADP's dividend yield for the trailing twelve months is around 1.95%, while ADSK has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ADP
Automatic Data Processing, Inc.
1.95%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%2.21%
ADSK
Autodesk, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ADP vs. ADSK - Drawdown Comparison

The maximum ADP drawdown since its inception was -59.50%, smaller than the maximum ADSK drawdown of -76.92%. Use the drawdown chart below to compare losses from any high point for ADP and ADSK. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.03%
-12.90%
ADP
ADSK

Volatility

ADP vs. ADSK - Volatility Comparison

The current volatility for Automatic Data Processing, Inc. (ADP) is 4.96%, while Autodesk, Inc. (ADSK) has a volatility of 11.17%. This indicates that ADP 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.96%
11.17%
ADP
ADSK

Financials

ADP vs. ADSK - Financials Comparison

This section allows you to compare key financial metrics between Automatic Data Processing, 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