ADSK vs. SCHW
ADSK (Autodesk, Inc.) and SCHW (The Charles Schwab Corporation) are both stocks. ADSK operates in Software - Application (Technology), while SCHW operates in Capital Markets (Financial Services). Over the past 10 years, ADSK returned 13.36%/yr vs 13.79%/yr for SCHW. At a 0.33 correlation, their price movements are largely independent.
Performance
ADSK vs. SCHW - Performance Comparison
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Returns By Period
In the year-to-date period, ADSK achieves a -32.91% return, which is significantly lower than SCHW's -8.33% return. Both investments have delivered pretty close results over the past 10 years, with ADSK having a 13.36% annualized return and SCHW not far ahead at 13.79%.
ADSK
- 1D
- 0.09%
- 1M
- -16.07%
- YTD
- -32.91%
- 6M
- -32.52%
- 1Y
- -32.02%
- 3Y*
- -2.38%
- 5Y*
- -6.21%
- 10Y*
- 13.36%
SCHW
- 1D
- -0.16%
- 1M
- 0.08%
- YTD
- -8.33%
- 6M
- -3.88%
- 1Y
- 5.43%
- 3Y*
- 20.37%
- 5Y*
- 5.67%
- 10Y*
- 13.79%
ADSK vs. SCHW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADSK Autodesk, Inc. | -32.91% | 0.15% | 21.39% | 30.29% | -33.54% | -7.91% | 66.43% | 42.65% | 22.68% | 41.64% |
SCHW The Charles Schwab Corporation | -8.33% | 36.65% | 9.17% | -15.97% | 0.11% | 60.23% | 13.57% | 16.38% | -18.43% | 31.15% |
Correlation
The correlation between ADSK and SCHW is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 1989 | 0.33 |
The correlation between ADSK and SCHW shifts across timeframes, from 0.26 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ADSK:
$42.10B
SCHW:
$159.34B
ADSK:
$6.84
SCHW:
$5.26
ADSK:
29.05
SCHW:
17.28
ADSK:
1.12
SCHW:
0.99
ADSK:
5.66
SCHW:
6.74
ADSK:
13.20
SCHW:
59.02K
ADSK:
$7.51B
SCHW:
$24.17B
ADSK:
$6.84B
SCHW:
$18.86B
ADSK:
$2.14B
SCHW:
$13.11B
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Return for Risk
ADSK vs. SCHW — Risk / Return Rank
ADSK
SCHW
ADSK vs. SCHW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Autodesk, Inc. (ADSK) and The Charles Schwab Corporation (SCHW). 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.
| ADSK | SCHW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.06 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 0.27 | -1.09 |
| Martin ratioReturn relative to average drawdown | -1.78 | 0.64 | -2.41 |
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Drawdowns
ADSK vs. SCHW - Drawdown Comparison
The maximum ADSK drawdown since its inception was -76.92%, smaller than the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for ADSK and SCHW.
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Drawdown Indicators
| ADSK | SCHW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.92% | -86.79% | +9.87% |
Max Drawdown (1Y)Largest decline over 1 year | -39.28% | -19.83% | -19.45% |
Max Drawdown (3Y)Largest decline over 3 years | -39.28% | -27.11% | -12.17% |
Max Drawdown (5Y)Largest decline over 5 years | -51.99% | -49.70% | -2.29% |
Max Drawdown (10Y)Largest decline over 10 years | -51.99% | -51.08% | -0.91% |
Current DrawdownCurrent decline from peak | -41.98% | -14.57% | -27.41% |
Average DrawdownAverage peak-to-trough decline | -22.63% | -35.53% | +12.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.04% | 8.55% | +9.49% |
Volatility
ADSK vs. SCHW - Volatility Comparison
Autodesk, Inc. (ADSK) has a higher volatility of 13.75% compared to The Charles Schwab Corporation (SCHW) at 7.42%. This indicates that ADSK's price experiences larger fluctuations and is considered to be riskier than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADSK | SCHW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.75% | 7.42% | +6.33% |
Volatility (6M)Calculated over the trailing 6-month period | 27.98% | 19.74% | +8.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.70% | 24.19% | +9.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.23% | 32.21% | +3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.51% | 33.42% | +3.09% |
Dividends
ADSK vs. SCHW - Dividend Comparison
ADSK has not paid dividends to shareholders, while SCHW's dividend yield for the trailing twelve months is around 1.30%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHW The Charles Schwab Corporation | 1.30% | 1.08% | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% |
Financials
ADSK vs. SCHW - Financials Comparison
This section allows you to compare key financial metrics between Autodesk, Inc. and The Charles Schwab 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.
Total Revenue: Total amount of money received from sales and other business activities
ADSK vs. SCHW - Profitability Comparison
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%.
SCHW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported a gross profit of 1.03B and revenue of 3.14B. Therefore, the gross margin over that period was 32.7%.
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%.
SCHW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported an operating income of -730.00M and revenue of 3.14B, resulting in an operating margin of -23.2%.
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%.
SCHW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported a net income of 2.48B and revenue of 3.14B, resulting in a net margin of 78.9%.
Frequently Asked Questions
ADSK and SCHW have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADSK has higher volatility (13.75%) compared to SCHW (7.42%). In terms of maximum drawdown, ADSK dropped -76.92% vs SCHW's -86.79%.
SCHW currently has the higher Sharpe Ratio (0.23 vs -0.96), 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.
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