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.
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.
Performance
ADSK vs. SPYG - Performance Comparison
Key characteristics
ADSK:
0.75
SPYG:
2.03
ADSK:
1.13
SPYG:
2.65
ADSK:
1.15
SPYG:
1.36
ADSK:
0.48
SPYG:
2.85
ADSK:
2.11
SPYG:
11.02
ADSK:
9.54%
SPYG:
3.29%
ADSK:
26.89%
SPYG:
17.86%
ADSK:
-76.92%
SPYG:
-67.79%
ADSK:
-15.25%
SPYG:
-2.71%
Returns By Period
In the year-to-date period, ADSK achieves a -1.86% return, which is significantly lower than SPYG's 0.94% return. Over the past 10 years, ADSK has outperformed SPYG with an annualized return of 17.74%, while SPYG has yielded a comparatively lower 15.45% annualized return.
ADSK
-1.86%
-4.21%
19.47%
21.64%
8.48%
17.74%
SPYG
0.94%
-2.36%
10.93%
36.94%
16.24%
15.45%
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Risk-Adjusted Performance
ADSK vs. SPYG — Risk-Adjusted Performance Rank
ADSK
SPYG
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 0.60%.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPDR Portfolio S&P 500 Growth ETF | 0.60% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% |
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) and SPDR Portfolio S&P 500 Growth ETF (SPYG) have volatilities of 6.40% and 6.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.