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 12.63%/yr vs 57.21%/yr for USD. At a 0.45 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 -0.85% return, which is significantly lower than USD's 70.32% return. Over the past 10 years, ADP has underperformed USD with an annualized return of 12.63%, while USD has yielded a comparatively higher 57.21% annualized return.
ADP
- 1D
- 3.77%
- 1M
- 10.98%
- 6M
- -2.95%
- YTD
- -0.85%
- 1Y
- -14.74%
- 3Y*
- 5.49%
- 5Y*
- 6.50%
- 10Y*
- 12.63%
USD
- 1D
- -8.00%
- 1M
- -8.85%
- 6M
- 60.45%
- YTD
- 70.32%
- 1Y
- 127.92%
- 3Y*
- 99.92%
- 5Y*
- 59.89%
- 10Y*
- 57.21%
ADP vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | -0.85% | -10.18% | 28.41% | -0.25% | -1.29% | 42.60% | 5.86% | 32.71% | 14.25% | 16.54% |
USD ProShares Ultra Semiconductors | 70.32% | 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 -0.30, 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 | -0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
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 -0.30 (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 | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -2.92 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.29 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 4.05 | -4.43 |
| Martin ratioReturn relative to average drawdown | -0.69 | 10.59 | -11.28 |
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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 | -38.07% | -31.80% | -6.27% |
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 | -20.65% | -21.31% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -32.25% | +19.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.38% | 12.13% | +9.25% |
Volatility
ADP vs. USD - Volatility Comparison
The current volatility for Automatic Data Processing, Inc. (ADP) is 9.70%, while ProShares Ultra Semiconductors (USD) has a volatility of 32.41%. 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 | 9.70% | 32.41% | -22.71% |
Volatility (6M)Calculated over the trailing 6-month period | 22.00% | 57.60% | -35.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.52% | 70.64% | -45.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.42% | 78.22% | -55.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.60% | 70.05% | -45.45% |
Dividends
ADP vs. USD - Dividend Comparison
ADP's dividend yield for the trailing twelve months is around 2.64%, more than USD's 0.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | 2.64% | 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 | 0.34% | 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 -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (32.41%) compared to ADP (9.70%). In terms of maximum drawdown, ADP dropped -59.51% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (1.83 vs -0.58), 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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