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

Performance

ADSK vs. PTC - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with ADSK having a -36.23% return and PTC slightly higher at -35.52%. Over the past 10 years, ADSK has outperformed PTC with an annualized return of 13.32%, while PTC has yielded a comparatively lower 11.82% annualized return.


ADSK

1D
0.56%
1M
-21.66%
YTD
-36.23%
6M
-36.56%
1Y
-37.27%
3Y*
-2.23%
5Y*
-8.03%
10Y*
13.32%

PTC

1D
-2.32%
1M
-24.22%
YTD
-35.52%
6M
-36.18%
1Y
-32.52%
3Y*
-7.27%
5Y*
-4.00%
10Y*
11.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADSK vs. PTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADSK
Autodesk, Inc.
-36.23%0.15%21.39%30.29%-33.54%-7.91%66.43%42.65%22.68%41.64%
PTC
PTC Inc.
-35.52%-5.25%5.09%45.75%-0.92%1.29%59.71%-9.66%36.42%31.34%

Correlation

The correlation between ADSK and PTC is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.45

The correlation between ADSK and PTC shifts across timeframes, from 0.45 (all time) to 0.68 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ADSK:

$40.02B

PTC:

$713.30K

EPS

ADSK:

$6.84

PTC:

$13.81

PE Ratio

ADSK:

27.61

PTC:

8.14

PEG Ratio

ADSK:

1.06

PTC:

0.36

PS Ratio

ADSK:

5.38

PTC:

3.38

Total Revenue (TTM)

ADSK:

$7.51B

PTC:

$3.00B

Gross Profit (TTM)

ADSK:

$6.84B

PTC:

$2.54B

EBITDA (TTM)

ADSK:

$2.14B

PTC:

$1.67B

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Return for Risk

ADSK vs. PTC — Risk / Return Rank

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

ADSK
ADSK Risk / Return Rank: 55
Overall Rank
ADSK Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ADSK Sortino Ratio Rank: 66
Sortino Ratio Rank
ADSK Omega Ratio Rank: 66
Omega Ratio Rank
ADSK Calmar Ratio Rank: 88
Calmar Ratio Rank
ADSK Martin Ratio Rank: 11
Martin Ratio Rank

PTC
PTC Risk / Return Rank: 1010
Overall Rank
PTC Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PTC Sortino Ratio Rank: 99
Sortino Ratio Rank
PTC Omega Ratio Rank: 88
Omega Ratio Rank
PTC Calmar Ratio Rank: 1717
Calmar Ratio Rank
PTC Martin Ratio Rank: 99
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. PTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Autodesk, Inc. (ADSK) and PTC Inc. (PTC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ADSKPTCDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

0.81

0.83

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.88

-0.68

-0.20

Martin ratioReturn relative to average drawdown

-1.97

-1.38

-0.59

ADSK vs. PTC - Sharpe Ratio Comparison

The current ADSK Sharpe Ratio is -1.10, which is comparable to the PTC Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of ADSK and PTC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ADSK vs. PTC - Drawdown Comparison

The maximum ADSK drawdown since its inception was -76.92%, smaller than the maximum PTC drawdown of -95.28%. Use the drawdown chart below to compare losses from any high point for ADSK and PTC.


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Drawdown Indicators


ADSKPTCDifference

Max Drawdown

Largest peak-to-trough decline

-76.92%

-95.28%

+18.36%

Max Drawdown (1Y)

Largest decline over 1 year

-42.56%

-48.12%

+5.56%

Max Drawdown (3Y)

Largest decline over 3 years

-42.56%

-48.12%

+5.56%

Max Drawdown (5Y)

Largest decline over 5 years

-51.99%

-48.12%

-3.87%

Max Drawdown (10Y)

Largest decline over 10 years

-51.99%

-54.37%

+2.38%

Current Drawdown

Current decline from peak

-44.84%

-48.12%

+3.28%

Average Drawdown

Average peak-to-trough decline

-22.64%

-45.13%

+22.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.94%

23.58%

-4.64%

Volatility

ADSK vs. PTC - Volatility Comparison

The current volatility for Autodesk, Inc. (ADSK) is 13.89%, while PTC Inc. (PTC) has a volatility of 15.43%. This indicates that ADSK experiences smaller price fluctuations and is considered to be less risky than PTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADSKPTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.89%

15.43%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

28.34%

25.47%

+2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

33.93%

35.98%

-2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.30%

30.82%

+4.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.44%

33.07%

+3.37%

Dividends

ADSK vs. PTC - Dividend Comparison

Neither ADSK nor PTC has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

ADSK vs. PTC - Financials Comparison

This section allows you to compare key financial metrics between Autodesk, Inc. and PTC 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


500.00M1.00B1.50B2.00B20222023202420252026
1.93B
774.30M
(ADSK) Total Revenue
(PTC) Total Revenue
Values in USD except per share items

ADSK vs. PTC - Profitability Comparison

The chart below illustrates the profitability comparison between Autodesk, Inc. and PTC Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

80.0%85.0%90.0%20222023202420252026
91.0%
85.3%
Portfolio components
ADSK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported a gross profit of 1.76B and revenue of 1.93B. Therefore, the gross margin over that period was 91.0%.

PTC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PTC Inc. reported a gross profit of 660.69M and revenue of 774.30M. Therefore, the gross margin over that period was 85.3%.

ADSK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported an operating income of 541.00M and revenue of 1.93B, resulting in an operating margin of 28.0%.

PTC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PTC Inc. reported an operating income of 295.80M and revenue of 774.30M, resulting in an operating margin of 38.2%.

ADSK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported a net income of 491.00M and revenue of 1.93B, resulting in a net margin of 25.4%.

PTC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PTC Inc. reported a net income of 590.72M and revenue of 774.30M, resulting in a net margin of 76.3%.


Frequently Asked Questions


ADSK and PTC have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTC has higher volatility (15.43%) compared to ADSK (13.89%). In terms of maximum drawdown, ADSK dropped -76.92% vs PTC's -95.28%.

PTC currently has the higher Sharpe Ratio (-0.91 vs -1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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