PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ADSK vs. MMM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADSK and MMM is 0.31, 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. MMM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Autodesk, Inc. (ADSK) and 3M Company (MMM). The values are adjusted to include any dividend payments, if applicable.

0.00%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%
5,108.49%
ADSK
MMM

Key characteristics

Sharpe Ratio

ADSK:

0.96

MMM:

1.62

Sortino Ratio

ADSK:

1.36

MMM:

2.92

Omega Ratio

ADSK:

1.19

MMM:

1.41

Calmar Ratio

ADSK:

0.62

MMM:

0.99

Martin Ratio

ADSK:

2.78

MMM:

8.49

Ulcer Index

ADSK:

9.33%

MMM:

6.40%

Daily Std Dev

ADSK:

27.14%

MMM:

33.59%

Max Drawdown

ADSK:

-76.92%

MMM:

-59.10%

Current Drawdown

ADSK:

-12.90%

MMM:

-22.35%

Fundamentals

Market Cap

ADSK:

$65.26B

MMM:

$69.73B

EPS

ADSK:

$5.03

MMM:

$9.61

PE Ratio

ADSK:

60.20

MMM:

13.32

PEG Ratio

ADSK:

1.84

MMM:

1.90

Total Revenue (TTM)

ADSK:

$5.96B

MMM:

$28.57B

Gross Profit (TTM)

ADSK:

$5.41B

MMM:

$12.31B

EBITDA (TTM)

ADSK:

$1.44B

MMM:

$6.89B

Returns By Period

In the year-to-date period, ADSK achieves a 22.44% return, which is significantly lower than MMM's 46.34% return. Over the past 10 years, ADSK has outperformed MMM with an annualized return of 17.30%, while MMM has yielded a comparatively lower 2.65% annualized return.


ADSK

YTD

22.44%

1M

-3.16%

6M

23.03%

1Y

23.25%

5Y*

10.29%

10Y*

17.30%

MMM

YTD

46.34%

1M

1.13%

6M

27.62%

1Y

51.55%

5Y*

1.54%

10Y*

2.65%

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. MMM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Autodesk, Inc. (ADSK) and 3M Company (MMM). 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-4.00-2.000.002.000.961.62
The chart of Sortino ratio for ADSK, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.362.92
The chart of Omega ratio for ADSK, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.41
The chart of Calmar ratio for ADSK, currently valued at 0.62, compared to the broader market0.002.004.006.000.620.99
The chart of Martin ratio for ADSK, currently valued at 2.78, compared to the broader market-5.000.005.0010.0015.0020.0025.002.788.49
ADSK
MMM

The current ADSK Sharpe Ratio is 0.96, which is lower than the MMM Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of ADSK and MMM, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.96
1.62
ADSK
MMM

Dividends

ADSK vs. MMM - Dividend Comparison

ADSK has not paid dividends to shareholders, while MMM's dividend yield for the trailing twelve months is around 2.60%.


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%
MMM
3M Company
2.60%5.49%4.97%3.33%3.36%3.26%2.86%2.00%2.49%2.72%2.08%1.81%

Drawdowns

ADSK vs. MMM - Drawdown Comparison

The maximum ADSK drawdown since its inception was -76.92%, which is greater than MMM's maximum drawdown of -59.10%. Use the drawdown chart below to compare losses from any high point for ADSK and MMM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-12.90%
-22.35%
ADSK
MMM

Volatility

ADSK vs. MMM - Volatility Comparison

Autodesk, Inc. (ADSK) has a higher volatility of 11.17% compared to 3M Company (MMM) at 5.40%. This indicates that ADSK's price experiences larger fluctuations and is considered to be riskier than MMM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.17%
5.40%
ADSK
MMM

Financials

ADSK vs. MMM - Financials Comparison

This section allows you to compare key financial metrics between Autodesk, Inc. and 3M Company. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab