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 12.60%/yr vs 61.24%/yr for USD. At a 0.46 correlation, their price movements are largely independent.
Performance
ADP vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, ADP achieves a -9.33% return, which is significantly lower than USD's 103.32% return. Over the past 10 years, ADP has underperformed USD with an annualized return of 12.60%, while USD has yielded a comparatively higher 61.24% annualized return.
ADP
- 1D
- 1.56%
- 1M
- 9.83%
- YTD
- -9.33%
- 6M
- -9.51%
- 1Y
- -27.31%
- 3Y*
- 4.64%
- 5Y*
- 5.42%
- 10Y*
- 12.60%
USD
- 1D
- -4.99%
- 1M
- 31.62%
- YTD
- 103.32%
- 6M
- 97.79%
- 1Y
- 250.81%
- 3Y*
- 125.78%
- 5Y*
- 67.80%
- 10Y*
- 61.24%
ADP vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | -9.33% | -10.18% | 28.41% | -0.25% | -1.29% | 42.60% | 5.86% | 32.71% | 14.25% | 16.54% |
USD ProShares Ultra Semiconductors | 103.32% | 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 -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2007 | 0.46 |
The correlation between ADP and USD shifts across timeframes, from -0.22 (1 year) to 0.46 (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.
| ADP | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.25 | ||
| Sortino ratioReturn per unit of downside risk | -5.23 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.48 | -0.68 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 7.94 | -8.61 |
| Martin ratioReturn relative to average drawdown | -1.20 | 22.96 | -24.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ADP | USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.13 | 4.12 | -5.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.89 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.89 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.49 | +0.05 |
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 | -40.78% | -31.80% | -8.98% |
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 | -27.44% | -6.07% | -21.37% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -32.35% | +19.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.74% | 10.98% | +11.76% |
Volatility
ADP vs. USD - Volatility Comparison
The current volatility for Automatic Data Processing, Inc. (ADP) is 9.83%, while ProShares Ultra Semiconductors (USD) has a volatility of 21.29%. 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 | 9.83% | 21.29% | -11.46% |
Volatility (6M)Calculated over the trailing 6-month period | 20.42% | 46.74% | -26.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.27% | 61.28% | -37.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.05% | 76.56% | -54.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.47% | 69.24% | -44.77% |
Dividends
ADP vs. USD - Dividend Comparison
ADP's dividend yield for the trailing twelve months is around 2.80%, more than USD's 0.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | 2.80% | 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 | 0.23% | 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 -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (21.29%) compared to ADP (9.83%). In terms of maximum drawdown, ADP dropped -59.51% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (4.12 vs -1.13), 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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