ADSK vs. VONG

Last updated Jul 30, 2026

ADSK (Autodesk, Inc.) is a stock, while VONG (Vanguard Russell 1000 Growth ETF) is Large Cap Growth Equities fund tracking the Russell 1000 Growth Index. Over the past 10 years, ADSK returned 15.22%/yr vs 16.94%/yr for VONG. Their 0.67 correlation means they have sometimes moved together and sometimes differently.

Performance

ADSK vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Autodesk, Inc. (ADSK) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ADSK achieves a -17.15% return, which is significantly lower than VONG's -3.31% return. Over the past 10 years, ADSK has underperformed VONG with an annualized return of 15.22%, while VONG has yielded a comparatively higher 16.94% annualized return.

ADSK

• 1D: 3.32%
• 1M: 25.61%
• 6M: -8.60%
• YTD: -17.15%
• 1Y: -20.01%
• 3Y*: 5.34%
• 5Y*: -5.25%
• 10Y*: 15.22%
• ALL TIME*: 16.74%

VONG

• 1D: -2.08%
• 1M: -6.46%
• 6M: -3.34%
• YTD: -3.31%
• 1Y: 4.42%
• 3Y*: 17.81%
• 5Y*: 11.00%
• 10Y*: 16.94%
• ALL TIME*: 16.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ADSK Autodesk, Inc.	$557.49M	$480.28M	$582.97M
VONG Vanguard Russell 1000 Growth ETF	$175.23M	$152.82M	$175.54M

ADSK vs. VONG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ADSK Autodesk, Inc.	-17.15%	0.15%	21.39%	30.29%	-33.54%	-7.91%	66.43%	42.65%	22.68%	41.64%
VONG Vanguard Russell 1000 Growth ETF	-3.31%	18.45%	33.20%	42.67%	-29.18%	27.60%	38.30%	36.06%	-1.53%	30.05%

Correlation

The correlation between ADSK and VONG is 0.20, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.20
Correlation (3Y) Balances recent behavior with more history.	0.49
Correlation (5Y) Shows whether the relationship held over a longer period.	0.64
Correlation (10Y) Provides a long-term view across more market conditions.	0.68
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010	0.67

Over the past year, the correlation between ADSK and VONG has dropped to 0.20 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

Return for Risk

ADSK vs. VONG — Risk / Return Rank

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

ADSK

ADSK Risk / Return Rank: 23
ADSK Sharpe Ratio Rank: 19
ADSK Sortino Ratio Rank: 20
ADSK Omega Ratio Rank: 20
ADSK Calmar Ratio Rank: 28
ADSK Martin Ratio Rank: 26

VONG

VONG Risk / Return Rank: 15
VONG Sharpe Ratio Rank: 15
VONG Sortino Ratio Rank: 15
VONG Omega Ratio Rank: 15
VONG Calmar Ratio Rank: 15
VONG Martin Ratio Rank: 16

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ADSK vs. VONG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Autodesk, Inc. (ADSK) and Vanguard Russell 1000 Growth ETF (VONG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ADSK	VONG	Difference
Sharpe ratio: Return per unit of total volatility	-0.57	0.26	-0.82
Sortino ratio: Return per unit of downside risk	-0.62	0.47	-1.09
Omega ratio: Gain probability vs. loss probability	0.92	1.06	-0.13
Calmar ratio: Return relative to maximum drawdown	-0.47	0.27	-0.75
Martin ratio: Return relative to average drawdown	-0.91	0.82	-1.74

ADSK vs. VONG - Sharpe Ratio Comparison

The current ADSK Sharpe Ratio is -0.57, which is lower than the VONG Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of ADSK and VONG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ADSK vs. VONG - Drawdown Comparison

The maximum ADSK drawdown since its inception was -76.92%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for ADSK and VONG.

Drawdown Indicators

	ADSK	VONG	Difference
Max Drawdown Largest peak-to-trough decline	-76.92%	-32.72%	-44.20%
Max Drawdown (1Y) Largest decline over 1 year	-42.56%	-16.23%	-26.33%
Max Drawdown (3Y) Largest decline over 3 years	-42.56%	-23.27%	-19.29%
Max Drawdown (5Y) Largest decline over 5 years	-51.99%	-32.72%	-19.27%
Max Drawdown (10Y) Largest decline over 10 years	-51.99%	-32.72%	-19.27%
Current Drawdown Current decline from peak	-28.35%	-11.28%	-17.07%
Average Drawdown Average peak-to-trough decline	-22.68%	-4.88%	-17.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.96%	5.37%	+16.59%

Volatility

ADSK vs. VONG - Volatility Comparison

Autodesk, Inc. (ADSK) has a higher volatility of 13.01% compared to Vanguard Russell 1000 Growth ETF (VONG) at 5.90%. This indicates that ADSK's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ADSK	VONG	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.01%	5.90%	+7.11%
Volatility (6M) Calculated over the trailing 6-month period	30.03%	13.69%	+16.34%
Volatility (1Y) Calculated over the trailing 1-year period	35.54%	17.19%	+18.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.75%	21.61%	+14.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.57%	20.99%	+15.58%

Dividends

ADSK vs. VONG - Dividend Comparison

ADSK has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.49%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VONG Vanguard Russell 1000 Growth ETF	0.49%	0.45%	0.55%	0.71%	0.98%	0.58%	0.77%	1.03%	1.18%	1.19%	1.48%	1.47%

Frequently Asked Questions

Can I hold both ADSK and VONG in my portfolio?

ADSK and VONG have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ADSK or VONG?

ADSK has higher volatility (13.01%) compared to VONG (5.90%). In terms of maximum drawdown, ADSK dropped -76.92% vs VONG's -32.72%.

Which has better risk-adjusted returns?

VONG currently has the higher Sharpe Ratio (0.26 vs -0.57), 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.