ADP vs. RHHBY
ADP (Automatic Data Processing, Inc.) and RHHBY (Roche Holding AG) are both stocks. ADP operates in Staffing & Employment Services (Industrials), while RHHBY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, ADP returned 12.78%/yr vs 8.02%/yr for RHHBY. At a 0.25 correlation, their price movements are largely independent.
Performance
ADP vs. RHHBY - Performance Comparison
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Returns By Period
In the year-to-date period, ADP achieves a 0.81% return, which is significantly lower than RHHBY's 1.94% return. Over the past 10 years, ADP has outperformed RHHBY with an annualized return of 12.78%, while RHHBY has yielded a comparatively lower 8.02% annualized return.
ADP
- 1D
- -0.01%
- 1M
- 16.86%
- 6M
- -0.44%
- YTD
- 0.81%
- 1Y
- -13.07%
- 3Y*
- 4.84%
- 5Y*
- 6.86%
- 10Y*
- 12.78%
- ALL TIME*
- 14.07%
RHHBY
- 1D
- -1.16%
- 1M
- 2.53%
- 6M
- -3.10%
- YTD
- 1.94%
- 1Y
- 31.16%
- 3Y*
- 12.44%
- 5Y*
- 4.45%
- 10Y*
- 8.02%
- ALL TIME*
- 8.39%
ADP vs. RHHBY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | 0.81% | -10.18% | 28.41% | -0.25% | -1.29% | 42.60% | 5.86% | 32.71% | 14.25% | 16.54% |
RHHBY Roche Holding AG | 1.94% | 52.86% | 0.23% | -4.02% | -22.21% | 20.20% | 9.94% | 33.47% | 2.16% | 14.32% |
Correlation
The correlation between ADP and RHHBY is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.25 |
The correlation between ADP and RHHBY shifts across timeframes, from 0.05 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ADP:
$102.03B
RHHBY:
$328.23B
ADP:
$21.60B
RHHBY:
CHF 107.65B
ADP:
$10.26B
RHHBY:
CHF 79.28B
ADP:
$6.51B
RHHBY:
CHF 31.01B
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Return for Risk
ADP vs. RHHBY — Risk / Return Rank
ADP
RHHBY
ADP vs. RHHBY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Automatic Data Processing, Inc. (ADP) and Roche Holding AG (RHHBY). 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 | RHHBY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.40 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.22 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 1.62 | -1.96 |
| Martin ratioReturn relative to average drawdown | -0.61 | 3.53 | -4.14 |
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Drawdowns
ADP vs. RHHBY - Drawdown Comparison
The maximum ADP drawdown since its inception was -59.51%, which is greater than RHHBY's maximum drawdown of -45.73%. Use the drawdown chart below to compare losses from any high point for ADP and RHHBY.
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Drawdown Indicators
| ADP | RHHBY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.51% | -45.73% | -13.78% |
Max Drawdown (1Y)Largest decline over 1 year | -38.07% | -19.38% | -18.69% |
Max Drawdown (3Y)Largest decline over 3 years | -40.78% | -23.46% | -17.32% |
Max Drawdown (5Y)Largest decline over 5 years | -40.78% | -40.88% | +0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -40.78% | -40.88% | +0.10% |
Current DrawdownCurrent decline from peak | -19.33% | -13.22% | -6.11% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -12.84% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.50% | 8.86% | +12.64% |
Volatility
ADP vs. RHHBY - Volatility Comparison
Automatic Data Processing, Inc. (ADP) and Roche Holding AG (RHHBY) have volatilities of 9.64% and 9.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADP | RHHBY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.64% | 9.32% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 22.23% | 19.61% | +2.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.78% | 28.19% | -2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.47% | 23.67% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.63% | 22.62% | +2.01% |
Dividends
ADP vs. RHHBY - Dividend Comparison
ADP's dividend yield for the trailing twelve months is around 2.60%, less than RHHBY's 3.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | 2.60% | 2.46% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% |
RHHBY Roche Holding AG | 3.04% | 2.69% | 3.87% | 3.55% | 3.23% | 1.57% | 1.66% | 1.70% | 3.58% | 3.25% | 3.57% | 2.91% |
Financials
ADP vs. RHHBY - Financials Comparison
This section allows you to compare key financial metrics between Automatic Data Processing, Inc. and Roche Holding AG. 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. RHHBY - Profitability Comparison
ADP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
RHHBY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Roche Holding AG reported a gross profit of 21.75B and revenue of 30.32B. Therefore, the gross margin over that period was 71.7%.
ADP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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%.
RHHBY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Roche Holding AG reported an operating income of 7.05B and revenue of 30.32B, resulting in an operating margin of 23.2%.
ADP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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%.
RHHBY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Roche Holding AG reported a net income of 5.42B and revenue of 30.32B, resulting in a net margin of 17.9%.
Frequently Asked Questions
ADP and RHHBY have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADP has higher volatility (9.64%) compared to RHHBY (9.32%). In terms of maximum drawdown, ADP dropped -59.51% vs RHHBY's -45.73%.
RHHBY currently has the higher Sharpe Ratio (1.11 vs -0.51), 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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