ADSK vs. SPYG
Compare and contrast key facts about Autodesk, Inc. (ADSK) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADSK or SPYG.
Performance
ADSK vs. SPYG - Performance Comparison
Returns By Period
In the year-to-date period, ADSK achieves a 26.43% return, which is significantly lower than SPYG's 33.28% return. Over the past 10 years, ADSK has outperformed SPYG with an annualized return of 17.43%, while SPYG has yielded a comparatively lower 14.98% annualized return.
ADSK
26.43%
6.23%
39.95%
41.43%
13.05%
17.43%
SPYG
33.28%
2.17%
14.69%
38.23%
17.66%
14.98%
Key characteristics
| ADSK | SPYG | |
|---|---|---|
| Sharpe Ratio | 1.49 | 2.31 |
| Sortino Ratio | 2.00 | 3.00 |
| Omega Ratio | 1.27 | 1.42 |
| Calmar Ratio | 0.96 | 2.97 |
| Martin Ratio | 4.36 | 12.27 |
| Ulcer Index | 9.21% | 3.21% |
| Daily Std Dev | 26.96% | 17.06% |
| Max Drawdown | -76.92% | -67.79% |
| Current Drawdown | -10.06% | -1.46% |
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Correlation
The correlation between ADSK and SPYG is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
ADSK vs. SPYG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Autodesk, Inc. (ADSK) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.
Dividends
ADSK vs. SPYG - Dividend Comparison
ADSK has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.65%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.65% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
Drawdowns
ADSK vs. SPYG - Drawdown Comparison
The maximum ADSK drawdown since its inception was -76.92%, which is greater than SPYG's maximum drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for ADSK and SPYG. For additional features, visit the drawdowns tool.
Volatility
ADSK vs. SPYG - Volatility Comparison
Autodesk, Inc. (ADSK) has a higher volatility of 6.74% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.57%. This indicates that ADSK's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.