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ADSK vs. ADBE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADSK and ADBE is 0.46, 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.


-0.50.00.51.00.5

Performance

ADSK vs. ADBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Autodesk, Inc. (ADSK) and Adobe Inc (ADBE). The values are adjusted to include any dividend payments, if applicable.

0.00%100,000.00%200,000.00%300,000.00%400,000.00%JulyAugustSeptemberOctoberNovemberDecember
20,350.45%
279,919.04%
ADSK
ADBE

Key characteristics

Sharpe Ratio

ADSK:

0.83

ADBE:

-0.72

Sortino Ratio

ADSK:

1.22

ADBE:

-0.83

Omega Ratio

ADSK:

1.17

ADBE:

0.88

Calmar Ratio

ADSK:

0.54

ADBE:

-0.73

Martin Ratio

ADSK:

2.41

ADBE:

-1.47

Ulcer Index

ADSK:

9.30%

ADBE:

17.97%

Daily Std Dev

ADSK:

27.12%

ADBE:

36.59%

Max Drawdown

ADSK:

-76.92%

ADBE:

-79.89%

Current Drawdown

ADSK:

-14.44%

ADBE:

-35.89%

Fundamentals

Market Cap

ADSK:

$65.26B

ADBE:

$200.39B

EPS

ADSK:

$5.03

ADBE:

$12.38

PE Ratio

ADSK:

60.20

ADBE:

36.77

PEG Ratio

ADSK:

1.84

ADBE:

1.51

Total Revenue (TTM)

ADSK:

$5.96B

ADBE:

$21.51B

Gross Profit (TTM)

ADSK:

$5.41B

ADBE:

$19.06B

EBITDA (TTM)

ADSK:

$1.44B

ADBE:

$8.52B

Returns By Period

In the year-to-date period, ADSK achieves a 20.27% return, which is significantly higher than ADBE's -26.03% return. Over the past 10 years, ADSK has underperformed ADBE with an annualized return of 17.23%, while ADBE has yielded a comparatively higher 19.52% annualized return.


ADSK

YTD

20.27%

1M

-3.05%

6M

19.95%

1Y

22.96%

5Y*

9.91%

10Y*

17.23%

ADBE

YTD

-26.03%

1M

-11.65%

6M

-15.50%

1Y

-27.01%

5Y*

6.16%

10Y*

19.52%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ADSK vs. ADBE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Autodesk, Inc. (ADSK) and Adobe Inc (ADBE). 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 ratio
The chart of Sharpe ratio for ADSK, currently valued at 0.83, compared to the broader market-4.00-2.000.002.000.83-0.72
The chart of Sortino ratio for ADSK, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.001.22-0.83
The chart of Omega ratio for ADSK, currently valued at 1.17, compared to the broader market0.501.001.502.001.170.88
The chart of Calmar ratio for ADSK, currently valued at 0.54, compared to the broader market0.002.004.006.000.54-0.73
The chart of Martin ratio for ADSK, currently valued at 2.41, compared to the broader market0.0010.0020.002.41-1.47
ADSK
ADBE

The current ADSK Sharpe Ratio is 0.83, which is higher than the ADBE Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of ADSK and ADBE, 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 Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.83
-0.72
ADSK
ADBE

Dividends

ADSK vs. ADBE - Dividend Comparison

Neither ADSK nor ADBE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ADSK vs. ADBE - Drawdown Comparison

The maximum ADSK drawdown since its inception was -76.92%, roughly equal to the maximum ADBE drawdown of -79.89%. Use the drawdown chart below to compare losses from any high point for ADSK and ADBE. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-14.44%
-35.89%
ADSK
ADBE

Volatility

ADSK vs. ADBE - Volatility Comparison

The current volatility for Autodesk, Inc. (ADSK) is 11.14%, while Adobe Inc (ADBE) has a volatility of 16.54%. This indicates that ADSK experiences smaller price fluctuations and is considered to be less risky than ADBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
11.14%
16.54%
ADSK
ADBE

Financials

ADSK vs. ADBE - Financials Comparison

This section allows you to compare key financial metrics between Autodesk, Inc. and Adobe Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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