ADP vs. ITOCY
ADP (Automatic Data Processing, Inc.) and ITOCY (Itochu Corp ADR) are both stocks. Both are in the Industrials sector — ADP in Staffing & Employment Services, ITOCY in Conglomerates. Over the past 10 years, ADP returned 12.40%/yr vs 18.89%/yr for ITOCY. At a 0.24 correlation, their price movements are largely independent.
Performance
ADP vs. ITOCY - Performance Comparison
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Returns By Period
In the year-to-date period, ADP achieves a -10.66% return, which is significantly lower than ITOCY's -6.92% return. Over the past 10 years, ADP has underperformed ITOCY with an annualized return of 12.40%, while ITOCY has yielded a comparatively higher 18.89% annualized return.
ADP
- 1D
- 0.96%
- 1M
- 9.25%
- YTD
- -10.66%
- 6M
- -13.64%
- 1Y
- -24.57%
- 3Y*
- 3.25%
- 5Y*
- 4.80%
- 10Y*
- 12.40%
ITOCY
- 1D
- 1.24%
- 1M
- -10.77%
- YTD
- -6.92%
- 6M
- -5.53%
- 1Y
- 14.04%
- 3Y*
- 15.09%
- 5Y*
- 14.72%
- 10Y*
- 18.89%
ADP vs. ITOCY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | -10.66% | -10.18% | 28.41% | -0.25% | -1.29% | 42.60% | 5.86% | 32.71% | 14.25% | 16.54% |
ITOCY Itochu Corp ADR | -6.92% | 30.16% | 22.57% | 30.30% | 1.54% | 6.60% | 24.95% | 38.77% | -5.54% | 46.71% |
Correlation
The correlation between ADP and ITOCY is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2006 | 0.24 |
The correlation between ADP and ITOCY shifts across timeframes, from -0.00 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ADP:
$91.00B
ITOCY:
$82.27B
ADP:
$10.72
ITOCY:
¥86.32
ADP:
21.10
ITOCY:
21.84
ADP:
1.59
ITOCY:
0.66
ADP:
4.25
ITOCY:
1.32
ADP:
14.33
ITOCY:
1.99
ADP:
$21.60B
ITOCY:
¥15.03T
ADP:
$10.26B
ITOCY:
¥2.51T
ADP:
$6.51B
ITOCY:
¥1.26T
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Return for Risk
ADP vs. ITOCY — Risk / Return Rank
ADP
ITOCY
ADP vs. ITOCY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Automatic Data Processing, Inc. (ADP) and Itochu Corp ADR (ITOCY). 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 | ITOCY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.11 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 0.63 | -1.28 |
| Martin ratioReturn relative to average drawdown | -1.21 | 1.66 | -2.87 |
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Drawdowns
ADP vs. ITOCY - Drawdown Comparison
The maximum ADP drawdown since its inception was -59.51%, smaller than the maximum ITOCY drawdown of -69.11%. Use the drawdown chart below to compare losses from any high point for ADP and ITOCY.
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Drawdown Indicators
| ADP | ITOCY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.51% | -69.11% | +9.60% |
Max Drawdown (1Y)Largest decline over 1 year | -38.16% | -22.31% | -15.85% |
Max Drawdown (3Y)Largest decline over 3 years | -40.78% | -26.47% | -14.31% |
Max Drawdown (5Y)Largest decline over 5 years | -40.78% | -30.18% | -10.60% |
Max Drawdown (10Y)Largest decline over 10 years | -40.78% | -30.18% | -10.60% |
Current DrawdownCurrent decline from peak | -28.50% | -19.71% | -8.79% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -14.27% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.40% | 8.46% | +11.94% |
Volatility
ADP vs. ITOCY - Volatility Comparison
Automatic Data Processing, Inc. (ADP) has a higher volatility of 9.18% compared to Itochu Corp ADR (ITOCY) at 6.29%. This indicates that ADP's price experiences larger fluctuations and is considered to be riskier than ITOCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADP | ITOCY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.18% | 6.29% | +2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 20.54% | 21.20% | -0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.29% | 26.99% | -2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.07% | 26.24% | -4.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.49% | 23.98% | +0.51% |
Dividends
ADP vs. ITOCY - Dividend Comparison
ADP's dividend yield for the trailing twelve months is around 3.62%, while ITOCY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | 3.62% | 2.46% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% |
ITOCY Itochu Corp ADR | 0.00% | 1.07% | 1.35% | 0.00% | 0.00% | 0.00% | 0.00% | 1.85% | 3.93% | 2.83% | 3.68% | 3.30% |
Financials
ADP vs. ITOCY - Financials Comparison
This section allows you to compare key financial metrics between Automatic Data Processing, Inc. and Itochu Corp ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ADP vs. ITOCY - Profitability Comparison
ADP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Automatic Data Processing, Inc. reported a gross profit of 2.87B and revenue of 5.94B. Therefore, the gross margin over that period was 48.3%.
ITOCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported a gross profit of 666.75B and revenue of 3.91T. Therefore, the gross margin over that period was 17.1%.
ADP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Automatic Data Processing, Inc. reported an operating income of 1.79B and revenue of 5.94B, resulting in an operating margin of 30.1%.
ITOCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported an operating income of 178.67B and revenue of 3.91T, resulting in an operating margin of 4.6%.
ADP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Automatic Data Processing, Inc. reported a net income of 1.36B and revenue of 5.94B, resulting in a net margin of 22.9%.
ITOCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported a net income of 198.57B and revenue of 3.91T, resulting in a net margin of 5.1%.
Frequently Asked Questions
ADP and ITOCY have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADP has higher volatility (9.18%) compared to ITOCY (6.29%). In terms of maximum drawdown, ADP dropped -59.51% vs ITOCY's -69.11%.
ITOCY currently has the higher Sharpe Ratio (0.52 vs -1.02), 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.
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