ADSK vs. ANSS

In the year-to-date period, ADSK achieves a 22.44% return, which is significantly higher than ANSS's -6.75% return. Over the past 10 years, ADSK has outperformed ANSS with an annualized return of 17.30%, while ANSS has yielded a comparatively lower 14.99% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Autodesk, Inc. (ADSK) and ANSYS, Inc. (ANSS). 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 0.96, which is higher than the ANSS Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of ADSK and ANSS, 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 ANSS has paid dividends to shareholders.

The maximum ADSK drawdown since its inception was -76.92%, which is greater than ANSS's maximum drawdown of -63.28%. Use the drawdown chart below to compare losses from any high point for ADSK and ANSS. For additional features, visit the drawdowns tool.

Autodesk, Inc. (ADSK) has a higher volatility of 11.17% compared to ANSYS, Inc. (ANSS) at 7.30%. This indicates that ADSK's price experiences larger fluctuations and is considered to be riskier than ANSS 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 ANSYS, 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.