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ADSK vs. ADP
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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ADSK vs. ADP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADSK
Autodesk, Inc.
-19.12%0.15%21.39%30.29%-33.54%-7.91%66.43%42.65%22.68%41.64%
ADP
Automatic Data Processing, Inc.
-20.36%-10.18%28.41%-0.25%-1.29%42.60%5.86%32.71%14.25%16.54%

Fundamentals

Market Cap

ADSK:

$51.23B

ADP:

$82.23B

EPS

ADSK:

$5.23

ADP:

$10.42

PE Ratio

ADSK:

45.79

ADP:

19.50

PEG Ratio

ADSK:

1.76

ADP:

1.47

PS Ratio

ADSK:

7.60

ADP:

3.89

PB Ratio

ADSK:

16.82

ADP:

12.86

Total Revenue (TTM)

ADSK:

$6.78B

ADP:

$21.21B

Gross Profit (TTM)

ADSK:

$6.56B

ADP:

$10.26B

EBITDA (TTM)

ADSK:

$1.68B

ADP:

$6.46B

Returns By Period

In the year-to-date period, ADSK achieves a -19.12% return, which is significantly higher than ADP's -20.36% return. Over the past 10 years, ADSK has outperformed ADP with an annualized return of 15.28%, while ADP has yielded a comparatively lower 10.83% annualized return.


ADSK

1D
1.58%
1M
-2.63%
YTD
-19.12%
6M
-24.64%
1Y
-8.56%
3Y*
4.77%
5Y*
-3.35%
10Y*
15.28%

ADP

1D
-1.11%
1M
-4.43%
YTD
-20.36%
6M
-29.75%
1Y
-31.83%
3Y*
-0.75%
5Y*
3.61%
10Y*
10.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ADSK vs. ADP — Risk / Return Rank

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

ADSK
ADSK Risk / Return Rank: 2929
Overall Rank
ADSK Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ADSK Sortino Ratio Rank: 2626
Sortino Ratio Rank
ADSK Omega Ratio Rank: 2626
Omega Ratio Rank
ADSK Calmar Ratio Rank: 3434
Calmar Ratio Rank
ADSK Martin Ratio Rank: 3131
Martin Ratio Rank

ADP
ADP Risk / Return Rank: 44
Overall Rank
ADP Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ADP Sortino Ratio Rank: 22
Sortino Ratio Rank
ADP Omega Ratio Rank: 33
Omega Ratio Rank
ADP Calmar Ratio Rank: 1111
Calmar Ratio Rank
ADP Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ADSK vs. ADP - Risk-Adjusted Trends 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.


ADSKADPDifference

Sharpe ratio

Return per unit of total volatility

-0.28

-1.42

+1.14

Sortino ratio

Return per unit of downside risk

-0.19

-1.98

+1.79

Omega ratio

Gain probability vs. loss probability

0.98

0.75

+0.23

Calmar ratio

Return relative to maximum drawdown

-0.26

-0.83

+0.58

Martin ratio

Return relative to average drawdown

-0.67

-1.75

+1.08

ADSK vs. ADP - Sharpe Ratio Comparison

The current ADSK Sharpe Ratio is -0.28, which is higher than the ADP Sharpe Ratio of -1.42. 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.


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Sharpe Ratios by Period


ADSKADPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.28

-1.42

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.17

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.45

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.53

-0.20

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.


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 3.19%.


TTM20252024202320222021202020192018201720162015
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.
3.19%2.46%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%

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 -59.51%. Use the drawdown chart below to compare losses from any high point for ADSK and ADP.


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Drawdown Indicators


ADSKADPDifference

Max Drawdown

Largest peak-to-trough decline

-76.92%

-59.51%

-17.41%

Max Drawdown (1Y)

Largest decline over 1 year

-33.09%

-36.87%

+3.78%

Max Drawdown (5Y)

Largest decline over 5 years

-51.99%

-36.87%

-15.12%

Max Drawdown (10Y)

Largest decline over 10 years

-51.99%

-39.45%

-12.54%

Current Drawdown

Current decline from peak

-30.06%

-36.27%

+6.21%

Average Drawdown

Average peak-to-trough decline

-22.59%

-12.50%

-10.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.74%

17.59%

-4.85%

Volatility

ADSK vs. ADP - Volatility Comparison

Autodesk, Inc. (ADSK) has a higher volatility of 8.83% compared to Automatic Data Processing, Inc. (ADP) at 7.22%. 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.


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Volatility by Period


ADSKADPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.83%

7.22%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

21.99%

16.74%

+5.25%

Volatility (1Y)

Calculated over the trailing 1-year period

31.06%

22.58%

+8.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.49%

21.39%

+13.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.11%

24.11%

+12.00%

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


1.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
1.53B
5.36B
(ADSK) Total Revenue
(ADP) Total Revenue
Values in USD except per share items