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ADP vs. UNH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ADPUNH
YTD Return7.21%-5.97%
1Y Return18.61%5.95%
3Y Return (Ann)11.07%10.97%
5Y Return (Ann)11.57%16.58%
10Y Return (Ann)16.45%21.59%
Sharpe Ratio0.980.19
Daily Std Dev18.90%20.89%
Max Drawdown-59.47%-82.68%
Current Drawdown-4.90%-10.17%

Fundamentals


ADPUNH
Market Cap$101.72B$451.81B
EPS$8.59$23.87
PE Ratio28.8320.53
PEG Ratio2.731.38
Revenue (TTM)$18.59B$371.62B
Gross Profit (TTM)$8.51B$79.62B
EBITDA (TTM)$5.31B$35.13B

Correlation

0.27
-1.001.00

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.


0.00%100,000.00%200,000.00%300,000.00%400,000.00%500,000.00%OctoberNovemberDecember2024FebruaryMarch
26,031.75%
445,338.12%
ADP
UNH

Compare stocks, funds, or ETFs


Automatic Data Processing, Inc.

UnitedHealth Group Incorporated

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ADP
Automatic Data Processing, Inc.
0.98
UNH
UnitedHealth Group Incorporated
0.19

ADP vs. UNH - Sharpe Ratio Comparison

The current ADP Sharpe Ratio is 0.98, which is higher than the UNH Sharpe Ratio of 0.19. The chart below compares the 12-month rolling Sharpe Ratio of ADP and UNH.


Rolling 12-month Sharpe Ratio-0.500.000.501.00OctoberNovemberDecember2024FebruaryMarch
0.98
0.19
ADP
UNH

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.


TTM20232022202120202019201820172016201520142013
ADP
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%
UNH
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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-4.90%
-10.17%
ADP
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.


2.00%4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
3.64%
5.58%
ADP
UNH