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

Key characteristics


ADSKADP
YTD Return-10.49%4.94%
1Y Return14.63%15.02%
3Y Return (Ann)-9.90%9.67%
5Y Return (Ann)4.25%10.54%
10Y Return (Ann)16.47%16.20%
Sharpe Ratio0.540.96
Daily Std Dev27.25%18.69%
Max Drawdown-76.92%-59.47%
Current Drawdown-36.33%-6.91%

Fundamentals


ADSKADP
Market Cap$46.31B$99.95B
EPS$4.20$8.59
PE Ratio51.5528.32
PEG Ratio1.422.69
Revenue (TTM)$5.50B$18.59B
Gross Profit (TTM)$4.58B$8.51B
EBITDA (TTM)$1.22B$5.31B

Correlation

-0.50.00.51.00.4

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.

Performance

ADSK vs. ADP - Performance Comparison

In the year-to-date period, ADSK achieves a -10.49% return, which is significantly lower than ADP's 4.94% return. Both investments have delivered pretty close results over the past 10 years, with ADSK having a 16.47% annualized return and ADP not far behind at 16.20%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
11.67%
14.48%
ADSK
ADP

Compare stocks, funds, or ETFs

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


Autodesk, Inc.

Automatic Data Processing, Inc.

Risk-Adjusted Performance

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.


ADSK
Sharpe ratio
The chart of Sharpe ratio for ADSK, currently valued at 0.54, compared to the broader market-2.00-1.000.001.002.003.004.000.54
Sortino ratio
The chart of Sortino ratio for ADSK, currently valued at 0.89, compared to the broader market-4.00-2.000.002.004.006.000.89
Omega ratio
The chart of Omega ratio for ADSK, currently valued at 1.11, compared to the broader market0.501.001.501.11
Calmar ratio
The chart of Calmar ratio for ADSK, currently valued at 0.33, compared to the broader market0.002.004.006.000.33
Martin ratio
The chart of Martin ratio for ADSK, currently valued at 2.37, compared to the broader market0.0010.0020.0030.002.37
ADP
Sharpe ratio
The chart of Sharpe ratio for ADP, currently valued at 0.96, compared to the broader market-2.00-1.000.001.002.003.004.000.96
Sortino ratio
The chart of Sortino ratio for ADP, currently valued at 1.34, compared to the broader market-4.00-2.000.002.004.006.001.34
Omega ratio
The chart of Omega ratio for ADP, currently valued at 1.21, compared to the broader market0.501.001.501.21
Calmar ratio
The chart of Calmar ratio for ADP, currently valued at 0.82, compared to the broader market0.002.004.006.000.82
Martin ratio
The chart of Martin ratio for ADP, currently valued at 3.30, compared to the broader market0.0010.0020.0030.003.30

ADSK vs. ADP - Sharpe Ratio Comparison

The current ADSK Sharpe Ratio is 0.54, which is lower than the ADP Sharpe Ratio of 0.96. The chart below compares the 12-month rolling Sharpe Ratio of ADSK and ADP.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2024FebruaryMarchApril
0.54
0.96
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 2.18%.


TTM20232022202120202019201820172016201520142013
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.
2.18%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.11%2.22%

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 -59.47%. Use the drawdown chart below to compare losses from any high point for ADSK and ADP. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-36.33%
-6.91%
ADSK
ADP

Volatility

ADSK vs. ADP - Volatility Comparison

Autodesk, Inc. (ADSK) has a higher volatility of 9.33% compared to Automatic Data Processing, Inc. (ADP) at 4.48%. 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%NovemberDecember2024FebruaryMarchApril
9.33%
4.48%
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