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

Correlation

The correlation between ADSK and ADP is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

ADSK vs. ADP - Performance Comparison

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

20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%70,000.00%OctoberNovemberDecember2025FebruaryMarch
53,007.75%
22,664.08%
ADSK
ADP

Key characteristics

Sharpe Ratio

ADSK:

-0.00

ADP:

1.62

Sortino Ratio

ADSK:

0.18

ADP:

2.23

Omega Ratio

ADSK:

1.02

ADP:

1.29

Calmar Ratio

ADSK:

-0.00

ADP:

2.53

Martin Ratio

ADSK:

-0.01

ADP:

9.95

Ulcer Index

ADSK:

9.89%

ADP:

2.57%

Daily Std Dev

ADSK:

27.00%

ADP:

15.76%

Max Drawdown

ADSK:

-76.92%

ADP:

-59.50%

Current Drawdown

ADSK:

-23.92%

ADP:

-5.08%

Fundamentals

Market Cap

ADSK:

$56.12B

ADP:

$123.06B

EPS

ADSK:

$5.13

ADP:

$9.59

PE Ratio

ADSK:

50.76

ADP:

31.54

PEG Ratio

ADSK:

1.54

ADP:

3.31

Total Revenue (TTM)

ADSK:

$6.13B

ADP:

$19.90B

Gross Profit (TTM)

ADSK:

$5.55B

ADP:

$9.35B

EBITDA (TTM)

ADSK:

$1.53B

ADP:

$6.11B

Returns By Period

In the year-to-date period, ADSK achieves a -11.90% return, which is significantly lower than ADP's 3.32% return. Both investments have delivered pretty close results over the past 10 years, with ADSK having a 15.52% annualized return and ADP not far ahead at 15.82%.


ADSK

YTD

-11.90%

1M

-15.14%

6M

3.42%

1Y

3.70%

5Y*

8.50%

10Y*

15.52%

ADP

YTD

3.32%

1M

-0.73%

6M

13.10%

1Y

26.81%

5Y*

16.19%

10Y*

15.82%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ADSK vs. ADP — Risk-Adjusted Performance Rank

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

ADSK
The Risk-Adjusted Performance Rank of ADSK is 4545
Overall Rank
The Sharpe Ratio Rank of ADSK is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of ADSK is 4040
Sortino Ratio Rank
The Omega Ratio Rank of ADSK is 4040
Omega Ratio Rank
The Calmar Ratio Rank of ADSK is 4949
Calmar Ratio Rank
The Martin Ratio Rank of ADSK is 4848
Martin Ratio Rank

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 8585
Omega Ratio Rank
The Calmar Ratio Rank of ADP is 9494
Calmar Ratio Rank
The Martin Ratio Rank of ADP is 9393
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.

ADSK vs. ADP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Autodesk, Inc. (ADSK) and Automatic Data Processing, Inc. (ADP). 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 0.19, compared to the broader market-3.00-2.00-1.000.001.002.003.000.191.80
The chart of Sortino ratio for ADSK, currently valued at 0.43, compared to the broader market-4.00-2.000.002.004.000.432.45
The chart of Omega ratio for ADSK, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.32
The chart of Calmar ratio for ADSK, currently valued at 0.12, compared to the broader market0.001.002.003.004.005.000.122.81
The chart of Martin ratio for ADSK, currently valued at 0.51, compared to the broader market-5.000.005.0010.0015.0020.0025.000.5110.99
ADSK
ADP

The current ADSK Sharpe Ratio is -0.00, which is lower than the ADP Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of ADSK and ADP, 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 Ratio0.000.501.001.502.002.50OctoberNovemberDecember2025FebruaryMarch
0.19
1.80
ADSK
ADP

Dividends

ADSK vs. ADP - Dividend Comparison

ADSK has not paid dividends to shareholders, while ADP's dividend yield for the trailing twelve months is around 1.90%.


TTM20242023202220212020201920182017201620152014
ADSK
Autodesk, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ADP
Automatic Data Processing, Inc.
1.42%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%

Drawdowns

ADSK vs. ADP - Drawdown Comparison

The maximum ADSK drawdown since its inception was -76.92%, which is greater than ADP's maximum drawdown of -59.50%. Use the drawdown chart below to compare losses from any high point for ADSK and ADP. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-24.11%
-3.83%
ADSK
ADP

Volatility

ADSK vs. ADP - Volatility Comparison

Autodesk, Inc. (ADSK) has a higher volatility of 6.46% compared to Automatic Data Processing, Inc. (ADP) at 4.64%. This indicates that ADSK's price experiences larger fluctuations and is considered to be riskier than ADP 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%OctoberNovemberDecember2025FebruaryMarch
6.46%
4.64%
ADSK
ADP

Financials

ADSK vs. ADP - Financials Comparison

This section allows you to compare key financial metrics between Autodesk, Inc. and Automatic Data Processing, 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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