ADP vs. USD
ADP (Automatic Data Processing, Inc.) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, ADP returned 14.19%/yr vs 54.19%/yr for USD. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
ADP vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, ADP achieves a 5.24% return, which is significantly lower than USD's 50.25% return. Over the past 10 years, ADP has underperformed USD with an annualized return of 14.19%, while USD has yielded a comparatively higher 54.19% annualized return.
ADP
- 1D
- 0.98%
- 1M
- 9.98%
- 6M
- 9.68%
- YTD
- 5.24%
- 1Y
- -8.85%
- 3Y*
- 4.81%
- 5Y*
- 7.24%
- 10Y*
- 14.19%
- ALL TIME*
- 14.17%
USD
- 1D
- 1.44%
- 1M
- -10.08%
- 6M
- 34.80%
- YTD
- 50.25%
- 1Y
- 92.29%
- 3Y*
- 87.71%
- 5Y*
- 55.02%
- 10Y*
- 54.19%
- ALL TIME*
- 28.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $692.52M | $605.05M | $636.26M | |
| $68.86M | $72.62M | $95.81M |
ADP vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | 5.24% | -10.18% | 28.41% | -0.25% | -1.29% | 42.60% | 5.86% | 32.71% | 14.25% | 16.54% |
USD ProShares Ultra Semiconductors | 50.25% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between ADP and USD is -0.35, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.35 |
Correlation (3Y) Balances recent behavior with more history. | -0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.31 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.45 |
The correlation between ADP and USD shifts across timeframes, from -0.35 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ADP vs. USD — Risk / Return Rank
ADP
USD
ADP vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Automatic Data Processing, Inc. (ADP) and ProShares Ultra Semiconductors (USD). 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 | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.22 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 2.16 | -2.46 |
| Martin ratioReturn relative to average drawdown | -0.54 | 6.21 | -6.75 |
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Drawdowns
ADP vs. USD - Drawdown Comparison
The maximum ADP drawdown since its inception was -59.51%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for ADP and USD.
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Drawdown Indicators
| ADP | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.51% | -88.63% | +29.12% |
Max Drawdown (1Y)Largest decline over 1 year | -37.68% | -39.33% | +1.65% |
Max Drawdown (3Y)Largest decline over 3 years | -40.78% | -64.46% | +23.68% |
Max Drawdown (5Y)Largest decline over 5 years | -40.78% | -77.85% | +37.07% |
Max Drawdown (10Y)Largest decline over 10 years | -40.78% | -77.85% | +37.07% |
Current DrawdownCurrent decline from peak | -15.78% | -30.59% | +14.81% |
Average DrawdownAverage peak-to-trough decline | -12.63% | -32.23% | +19.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.40% | 13.62% | +7.78% |
Volatility
ADP vs. USD - Volatility Comparison
The current volatility for Automatic Data Processing, Inc. (ADP) is 10.56%, while ProShares Ultra Semiconductors (USD) has a volatility of 28.19%. This indicates that ADP experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADP | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.56% | 28.19% | -17.63% |
Volatility (6M)Calculated over the trailing 6-month period | 23.32% | 61.13% | -37.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.92% | 73.80% | -46.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.72% | 78.73% | -56.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.71% | 70.38% | -45.67% |
Dividends
ADP vs. USD - Dividend Comparison
ADP's dividend yield for the trailing twelve months is around 2.49%, more than USD's 0.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | 2.49% | 2.46% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% |
USD ProShares Ultra Semiconductors | 0.39% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
ADP and USD have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (28.19%) compared to ADP (10.56%). In terms of maximum drawdown, ADP dropped -59.51% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (1.15 vs -0.43), 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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