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

Correlation

The correlation between ADP and VTI is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ADP vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Automatic Data Processing, Inc. (ADP) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%December2025FebruaryMarchAprilMay
1,112.01%
636.83%
ADP
VTI

Key characteristics

Sharpe Ratio

ADP:

1.52

VTI:

0.52

Sortino Ratio

ADP:

2.08

VTI:

0.87

Omega Ratio

ADP:

1.29

VTI:

1.13

Calmar Ratio

ADP:

2.28

VTI:

0.54

Martin Ratio

ADP:

7.84

VTI:

2.06

Ulcer Index

ADP:

3.68%

VTI:

5.02%

Daily Std Dev

ADP:

19.05%

VTI:

19.96%

Max Drawdown

ADP:

-59.47%

VTI:

-55.45%

Current Drawdown

ADP:

-3.71%

VTI:

-8.59%

Returns By Period

In the year-to-date period, ADP achieves a 4.81% return, which is significantly higher than VTI's -4.39% return. Over the past 10 years, ADP has outperformed VTI with an annualized return of 15.85%, while VTI has yielded a comparatively lower 11.62% annualized return.


ADP

YTD

4.81%

1M

8.52%

6M

1.05%

1Y

27.18%

5Y*

18.43%

10Y*

15.85%

VTI

YTD

-4.39%

1M

11.49%

6M

-5.22%

1Y

9.10%

5Y*

15.13%

10Y*

11.62%

*Annualized

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Risk-Adjusted Performance

ADP vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADP
The Risk-Adjusted Performance Rank of ADP is 9090
Overall Rank
The Sharpe Ratio Rank of ADP is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of ADP is 8686
Sortino Ratio Rank
The Omega Ratio Rank of ADP is 8686
Omega Ratio Rank
The Calmar Ratio Rank of ADP is 9494
Calmar Ratio Rank
The Martin Ratio Rank of ADP is 9292
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5858
Overall Rank
The Sharpe Ratio Rank of VTI is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 5959
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ADP vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Automatic Data Processing, Inc. (ADP) and Vanguard Total Stock Market ETF (VTI). 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.


The current ADP Sharpe Ratio is 1.52, which is higher than the VTI Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of ADP and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.44
0.46
ADP
VTI

Dividends

ADP vs. VTI - Dividend Comparison

ADP's dividend yield for the trailing twelve months is around 1.93%, more than VTI's 1.36% yield.


TTM20242023202220212020201920182017201620152014
ADP
Automatic Data Processing, Inc.
1.93%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%
VTI
Vanguard Total Stock Market ETF
1.36%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

ADP vs. VTI - Drawdown Comparison

The maximum ADP drawdown since its inception was -59.47%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ADP and VTI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.71%
-8.59%
ADP
VTI

Volatility

ADP vs. VTI - Volatility Comparison

The current volatility for Automatic Data Processing, Inc. (ADP) is 8.79%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 12.13%. This indicates that ADP experiences smaller price fluctuations and is considered to be less risky than VTI 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%14.00%December2025FebruaryMarchAprilMay
8.79%
12.13%
ADP
VTI