ADSK vs. ADP

In the year-to-date period, ADSK achieves a 23.72% return, which is significantly lower than ADP's 30.05% return. Over the past 10 years, ADSK has outperformed ADP with an annualized return of 17.35%, while ADP has yielded a comparatively lower 15.80% annualized return.

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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.

The current ADSK Sharpe Ratio is 0.89, which is lower than the ADP Sharpe Ratio of 2.05. 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.

ADSK has not paid dividends to shareholders, while ADP's dividend yield for the trailing twelve months is around 1.94%.

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.

Autodesk, Inc. (ADSK) has a higher volatility of 10.73% compared to Automatic Data Processing, Inc. (ADP) at 4.57%. 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.

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.