PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.


-0.50.00.51.00.5

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.

0.00%20.00%40.00%60.00%80.00%100.00%SeptemberOctoberNovemberDecember2025February
11.65%
78.74%
ADSK
TEAM

Key characteristics

Sharpe Ratio

ADSK:

0.43

TEAM:

0.85

Sortino Ratio

ADSK:

0.74

TEAM:

1.45

Omega Ratio

ADSK:

1.10

TEAM:

1.20

Calmar Ratio

ADSK:

0.28

TEAM:

0.57

Martin Ratio

ADSK:

1.22

TEAM:

2.29

Ulcer Index

ADSK:

9.53%

TEAM:

17.30%

Daily Std Dev

ADSK:

27.35%

TEAM:

46.97%

Max Drawdown

ADSK:

-76.92%

TEAM:

-74.61%

Current Drawdown

ADSK:

-16.73%

TEAM:

-37.57%

Fundamentals

Market Cap

ADSK:

$61.42B

TEAM:

$74.93B

EPS

ADSK:

$5.02

TEAM:

-$1.34

PEG Ratio

ADSK:

1.73

TEAM:

4.43

Total Revenue (TTM)

ADSK:

$4.49B

TEAM:

$4.79B

Gross Profit (TTM)

ADSK:

$4.05B

TEAM:

$3.92B

EBITDA (TTM)

ADSK:

$1.08B

TEAM:

$1.43M

Returns By Period

In the year-to-date period, ADSK achieves a -3.58% return, which is significantly lower than TEAM's 17.51% return.


ADSK

YTD

-3.58%

1M

-5.46%

6M

11.65%

1Y

10.90%

5Y*

7.15%

10Y*

16.51%

TEAM

YTD

17.51%

1M

9.64%

6M

78.74%

1Y

39.22%

5Y*

14.44%

10Y*

N/A

*Annualized

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 Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADSK
The Risk-Adjusted Performance Rank of ADSK is 5757
Overall Rank
The Sharpe Ratio Rank of ADSK is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ADSK is 5252
Sortino Ratio Rank
The Omega Ratio Rank of ADSK is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ADSK is 5959
Calmar Ratio Rank
The Martin Ratio Rank of ADSK is 6060
Martin Ratio Rank

TEAM
The Risk-Adjusted Performance Rank of TEAM is 7171
Overall Rank
The Sharpe Ratio Rank of TEAM is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of TEAM is 7070
Sortino Ratio Rank
The Omega Ratio Rank of TEAM is 7171
Omega Ratio Rank
The Calmar Ratio Rank of TEAM is 6969
Calmar Ratio Rank
The Martin Ratio Rank of TEAM is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.43, compared to the broader market-2.000.002.000.430.85
The chart of Sortino ratio for ADSK, currently valued at 0.74, compared to the broader market-4.00-2.000.002.004.006.000.741.45
The chart of Omega ratio for ADSK, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.20
The chart of Calmar ratio for ADSK, currently valued at 0.28, compared to the broader market0.002.004.006.000.280.57
The chart of Martin ratio for ADSK, currently valued at 1.22, compared to the broader market-10.000.0010.0020.0030.001.222.29
ADSK
TEAM

The current ADSK Sharpe Ratio is 0.43, which is lower than the TEAM Sharpe Ratio of 0.85. 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.43
0.85
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%SeptemberOctoberNovemberDecember2025February
-16.73%
-37.57%
ADSK
TEAM

Volatility

ADSK vs. TEAM - Volatility Comparison

The current volatility for Autodesk, Inc. (ADSK) is 7.81%, while Atlassian Corporation Plc (TEAM) has a volatility of 16.72%. 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%SeptemberOctoberNovemberDecember2025February
7.81%
16.72%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab