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

Correlation

The correlation between ADSK and GD is 0.26, 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.


-0.50.00.51.00.3

Performance

ADSK vs. GD - Performance Comparison

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

10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%70,000.00%JulyAugustSeptemberOctoberNovemberDecember
60,852.77%
8,730.09%
ADSK
GD

Key characteristics

Sharpe Ratio

ADSK:

0.96

GD:

0.44

Sortino Ratio

ADSK:

1.36

GD:

0.71

Omega Ratio

ADSK:

1.19

GD:

1.10

Calmar Ratio

ADSK:

0.62

GD:

0.45

Martin Ratio

ADSK:

2.78

GD:

1.70

Ulcer Index

ADSK:

9.33%

GD:

4.58%

Daily Std Dev

ADSK:

27.14%

GD:

17.79%

Max Drawdown

ADSK:

-76.92%

GD:

-95.88%

Current Drawdown

ADSK:

-12.90%

GD:

-16.05%

Fundamentals

Market Cap

ADSK:

$65.26B

GD:

$72.93B

EPS

ADSK:

$5.03

GD:

$13.12

PE Ratio

ADSK:

60.20

GD:

20.21

PEG Ratio

ADSK:

1.84

GD:

1.53

Total Revenue (TTM)

ADSK:

$5.96B

GD:

$46.05B

Gross Profit (TTM)

ADSK:

$5.41B

GD:

$7.20B

EBITDA (TTM)

ADSK:

$1.44B

GD:

$5.33B

Returns By Period

In the year-to-date period, ADSK achieves a 22.44% return, which is significantly higher than GD's 3.58% return. Over the past 10 years, ADSK has outperformed GD with an annualized return of 17.30%, while GD has yielded a comparatively lower 8.87% annualized return.


ADSK

YTD

22.44%

1M

-3.16%

6M

23.03%

1Y

23.25%

5Y*

10.29%

10Y*

17.30%

GD

YTD

3.58%

1M

-5.86%

6M

-10.73%

1Y

6.55%

5Y*

10.79%

10Y*

8.87%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ADSK vs. GD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Autodesk, Inc. (ADSK) and General Dynamics Corporation (GD). 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 0.96, compared to the broader market-4.00-2.000.002.000.960.44
The chart of Sortino ratio for ADSK, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.360.71
The chart of Omega ratio for ADSK, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.10
The chart of Calmar ratio for ADSK, currently valued at 0.62, compared to the broader market0.002.004.006.000.620.45
The chart of Martin ratio for ADSK, currently valued at 2.78, compared to the broader market-5.000.005.0010.0015.0020.0025.002.781.70
ADSK
GD

The current ADSK Sharpe Ratio is 0.96, which is higher than the GD Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of ADSK and GD, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.96
0.44
ADSK
GD

Dividends

ADSK vs. GD - Dividend Comparison

ADSK has not paid dividends to shareholders, while GD's dividend yield for the trailing twelve months is around 2.12%.


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%
GD
General Dynamics Corporation
2.12%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%2.46%1.76%1.76%

Drawdowns

ADSK vs. GD - Drawdown Comparison

The maximum ADSK drawdown since its inception was -76.92%, smaller than the maximum GD drawdown of -95.88%. Use the drawdown chart below to compare losses from any high point for ADSK and GD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.90%
-16.05%
ADSK
GD

Volatility

ADSK vs. GD - Volatility Comparison

Autodesk, Inc. (ADSK) has a higher volatility of 11.17% compared to General Dynamics Corporation (GD) at 4.45%. This indicates that ADSK's price experiences larger fluctuations and is considered to be riskier than GD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.17%
4.45%
ADSK
GD

Financials

ADSK vs. GD - Financials Comparison

This section allows you to compare key financial metrics between Autodesk, Inc. and General Dynamics Corporation. 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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