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ADSK vs. TEAM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADSK and TEAM is 0.55, 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.


-0.50.00.51.00.6

Performance

ADSK vs. TEAM - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
371.41%
826.06%
ADSK
TEAM

Key characteristics

Sharpe Ratio

ADSK:

0.96

TEAM:

0.18

Sortino Ratio

ADSK:

1.36

TEAM:

0.56

Omega Ratio

ADSK:

1.19

TEAM:

1.08

Calmar Ratio

ADSK:

0.62

TEAM:

0.12

Martin Ratio

ADSK:

2.78

TEAM:

0.31

Ulcer Index

ADSK:

9.33%

TEAM:

27.05%

Daily Std Dev

ADSK:

27.14%

TEAM:

47.09%

Max Drawdown

ADSK:

-76.92%

TEAM:

-74.61%

Current Drawdown

ADSK:

-12.90%

TEAM:

-43.85%

Fundamentals

Market Cap

ADSK:

$65.26B

TEAM:

$70.26B

EPS

ADSK:

$5.03

TEAM:

-$1.51

PEG Ratio

ADSK:

1.84

TEAM:

4.05

Total Revenue (TTM)

ADSK:

$5.96B

TEAM:

$4.57B

Gross Profit (TTM)

ADSK:

$5.41B

TEAM:

$3.72B

EBITDA (TTM)

ADSK:

$1.44B

TEAM:

-$3.49M

Returns By Period

In the year-to-date period, ADSK achieves a 22.44% return, which is significantly higher than TEAM's 8.16% return.


ADSK

YTD

22.44%

1M

-3.16%

6M

23.03%

1Y

23.25%

5Y*

10.29%

10Y*

17.30%

TEAM

YTD

8.16%

1M

1.30%

6M

58.35%

1Y

6.84%

5Y*

16.37%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ADSK vs. TEAM - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for ADSK, currently valued at 0.96, compared to the broader market-4.00-2.000.002.000.960.18
The chart of Sortino ratio for ADSK, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.360.56
The chart of Omega ratio for ADSK, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.08
The chart of Calmar ratio for ADSK, currently valued at 0.62, compared to the broader market0.002.004.006.000.620.12
The chart of Martin ratio for ADSK, currently valued at 2.78, compared to the broader market-5.000.005.0010.0015.0020.0025.002.780.31
ADSK
TEAM

The current ADSK Sharpe Ratio is 0.96, which is higher than the TEAM Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of ADSK and TEAM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.96
0.18
ADSK
TEAM

Dividends

ADSK vs. TEAM - Dividend Comparison

Neither ADSK nor TEAM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ADSK vs. TEAM - Drawdown Comparison

The maximum ADSK drawdown since its inception was -76.92%, roughly equal to the maximum TEAM drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for ADSK and TEAM. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-12.90%
-43.85%
ADSK
TEAM

Volatility

ADSK vs. TEAM - Volatility Comparison

The current volatility for Autodesk, Inc. (ADSK) is 11.17%, while Atlassian Corporation Plc (TEAM) has a volatility of 13.57%. This indicates that ADSK experiences smaller price fluctuations and is considered to be less risky than TEAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.17%
13.57%
ADSK
TEAM

Financials

ADSK vs. TEAM - Financials Comparison

This section allows you to compare key financial metrics between Autodesk, Inc. and Atlassian Corporation Plc. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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