ADSK vs. SHOP
ADSK (Autodesk, Inc.) and SHOP (Shopify Inc.) are both stocks. Both operate in the Software - Application industry within the Technology sector. Over the past 10 years, ADSK returned 14.69%/yr vs 43.94%/yr for SHOP. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
ADSK vs. SHOP - Performance Comparison
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Returns By Period
In the year-to-date period, ADSK achieves a -22.44% return, which is significantly higher than SHOP's -29.84% return. Over the past 10 years, ADSK has underperformed SHOP with an annualized return of 14.69%, while SHOP has yielded a comparatively higher 43.94% annualized return.
ADSK
- 1D
- -2.98%
- 1M
- -7.25%
- YTD
- -22.44%
- 6M
- -25.27%
- 1Y
- -23.34%
- 3Y*
- 3.98%
- 5Y*
- -4.22%
- 10Y*
- 14.69%
SHOP
- 1D
- -3.48%
- 1M
- -11.45%
- YTD
- -29.84%
- 6M
- -29.41%
- 1Y
- 7.45%
- 3Y*
- 24.67%
- 5Y*
- -1.30%
- 10Y*
- 43.94%
ADSK vs. SHOP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADSK Autodesk, Inc. | -22.44% | 0.15% | 21.39% | 30.29% | -33.54% | -7.91% | 66.43% | 42.65% | 22.68% | 41.64% |
SHOP Shopify Inc. | -29.84% | 51.39% | 36.50% | 124.43% | -74.80% | 21.68% | 184.71% | 187.17% | 37.08% | 135.60% |
Correlation
The correlation between ADSK and SHOP is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since May 22, 2015 | 0.52 |
The correlation between ADSK and SHOP shifts across timeframes, from 0.46 (1 year) to 0.59 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ADSK:
$48.68B
SHOP:
$147.20B
ADSK:
$6.84
SHOP:
$1.02
ADSK:
33.58
SHOP:
110.87
ADSK:
1.29
SHOP:
0.21
ADSK:
6.55
SHOP:
16.06
ADSK:
15.26
SHOP:
11.78
ADSK:
$7.51B
SHOP:
$9.20B
ADSK:
$6.84B
SHOP:
$5.93B
ADSK:
$2.14B
SHOP:
$1.60B
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Return for Risk
ADSK vs. SHOP — Risk / Return Rank
ADSK
SHOP
ADSK vs. SHOP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Autodesk, Inc. (ADSK) and Shopify Inc. (SHOP). 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.
| ADSK | SHOP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.07 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 0.16 | -0.87 |
| Martin ratioReturn relative to average drawdown | -1.37 | 0.35 | -1.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ADSK | SHOP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.72 | 0.13 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | -0.02 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.75 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.69 | -0.36 |
Drawdowns
ADSK vs. SHOP - Drawdown Comparison
The maximum ADSK drawdown since its inception was -76.92%, smaller than the maximum SHOP drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for ADSK and SHOP.
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Drawdown Indicators
| ADSK | SHOP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.92% | -84.82% | +7.90% |
Max Drawdown (1Y)Largest decline over 1 year | -33.15% | -46.71% | +13.56% |
Max Drawdown (3Y)Largest decline over 3 years | -33.15% | -46.71% | +13.56% |
Max Drawdown (5Y)Largest decline over 5 years | -51.99% | -84.82% | +32.83% |
Max Drawdown (10Y)Largest decline over 10 years | -51.99% | -84.82% | +32.83% |
Current DrawdownCurrent decline from peak | -32.92% | -36.91% | +3.99% |
Average DrawdownAverage peak-to-trough decline | -22.62% | -28.21% | +5.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.01% | 21.36% | -4.35% |
Volatility
ADSK vs. SHOP - Volatility Comparison
The current volatility for Autodesk, Inc. (ADSK) is 12.66%, while Shopify Inc. (SHOP) has a volatility of 24.71%. This indicates that ADSK experiences smaller price fluctuations and is considered to be less risky than SHOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADSK | SHOP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.66% | 24.71% | -12.05% |
Volatility (6M)Calculated over the trailing 6-month period | 26.80% | 43.60% | -16.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.66% | 57.17% | -24.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.08% | 65.51% | -30.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.42% | 59.05% | -22.63% |
Dividends
ADSK vs. SHOP - Dividend Comparison
Neither ADSK nor SHOP has paid dividends to shareholders.
Financials
ADSK vs. SHOP - Financials Comparison
This section allows you to compare key financial metrics between Autodesk, Inc. and Shopify 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ADSK and SHOP have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHOP has higher volatility (24.71%) compared to ADSK (12.66%). In terms of maximum drawdown, ADSK dropped -76.92% vs SHOP's -84.82%.
SHOP currently has the higher Sharpe Ratio (0.13 vs -0.72), 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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