ADP vs. UNH
Compare and contrast key facts about Automatic Data Processing, Inc. (ADP) and UnitedHealth Group Incorporated (UNH).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADP or UNH.
Key characteristics
ADP | UNH | |
---|---|---|
YTD Return | 7.21% | -5.97% |
1Y Return | 18.61% | 5.95% |
3Y Return (Ann) | 11.07% | 10.97% |
5Y Return (Ann) | 11.57% | 16.58% |
10Y Return (Ann) | 16.45% | 21.59% |
Sharpe Ratio | 0.98 | 0.19 |
Daily Std Dev | 18.90% | 20.89% |
Max Drawdown | -59.47% | -82.68% |
Current Drawdown | -4.90% | -10.17% |
Fundamentals
ADP | UNH | |
---|---|---|
Market Cap | $101.72B | $451.81B |
EPS | $8.59 | $23.87 |
PE Ratio | 28.83 | 20.53 |
PEG Ratio | 2.73 | 1.38 |
Revenue (TTM) | $18.59B | $371.62B |
Gross Profit (TTM) | $8.51B | $79.62B |
EBITDA (TTM) | $5.31B | $35.13B |
Correlation
The correlation between ADP and UNH is 0.27, 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.
Performance
ADP vs. UNH - Performance Comparison
In the year-to-date period, ADP achieves a 7.21% return, which is significantly higher than UNH's -5.97% return. Over the past 10 years, ADP has underperformed UNH with an annualized return of 16.45%, while UNH has yielded a comparatively higher 21.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
ADP vs. UNH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Automatic Data Processing, Inc. (ADP) and UnitedHealth Group Incorporated (UNH). 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Automatic Data Processing, Inc. | 0.98 | ||||
UnitedHealth Group Incorporated | 0.19 |
Dividends
ADP vs. UNH - Dividend Comparison
ADP's dividend yield for the trailing twelve months is around 2.13%, more than UNH's 1.53% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Automatic Data Processing, Inc. | 2.13% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.11% | 2.22% |
UnitedHealth Group Incorporated | 1.53% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
Drawdowns
ADP vs. UNH - Drawdown Comparison
The maximum ADP drawdown since its inception was -59.47%, smaller than the maximum UNH drawdown of -82.68%. The drawdown chart below compares losses from any high point along the way for ADP and UNH
Volatility
ADP vs. UNH - Volatility Comparison
The current volatility for Automatic Data Processing, Inc. (ADP) is 3.64%, while UnitedHealth Group Incorporated (UNH) has a volatility of 5.58%. This indicates that ADP experiences smaller price fluctuations and is considered to be less risky than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.