ADSK vs. GD

In the year-to-date period, ADSK achieves a 26.43% return, which is significantly higher than GD's 10.03% return. Over the past 10 years, ADSK has outperformed GD with an annualized return of 17.43%, while GD has yielded a comparatively lower 9.28% annualized return.

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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.

The current ADSK Sharpe Ratio is 1.49, which is higher than the GD Sharpe Ratio of 0.93. 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.

ADSK has not paid dividends to shareholders, while GD's dividend yield for the trailing twelve months is around 1.99%.

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.

The current volatility for Autodesk, Inc. (ADSK) is 6.74%, while General Dynamics Corporation (GD) has a volatility of 9.59%. This indicates that ADSK experiences smaller price fluctuations and is considered to be less risky than GD 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 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.