ADSK vs. ADBE

In the year-to-date period, ADSK achieves a 24.06% return, which is significantly higher than ADBE's -16.27% return. Over the past 10 years, ADSK has underperformed ADBE with an annualized return of 17.22%, while ADBE has yielded a comparatively higher 21.55% annualized return.

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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.

The current ADSK Sharpe Ratio is 1.50, which is higher than the ADBE Sharpe Ratio of -0.50. 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.

Neither ADSK nor ADBE has paid dividends to shareholders.

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.

The current volatility for Autodesk, Inc. (ADSK) is 6.83%, while Adobe Inc (ADBE) has a volatility of 8.99%. 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.

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.