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ADSK vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ADSK and VONG is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
21.18%
11.77%
ADSK
VONG

Key characteristics

Sharpe Ratio

ADSK:

0.86

VONG:

2.12

Sortino Ratio

ADSK:

1.25

VONG:

2.73

Omega Ratio

ADSK:

1.17

VONG:

1.39

Calmar Ratio

ADSK:

0.56

VONG:

2.76

Martin Ratio

ADSK:

2.50

VONG:

10.82

Ulcer Index

ADSK:

9.31%

VONG:

3.35%

Daily Std Dev

ADSK:

27.11%

VONG:

17.15%

Max Drawdown

ADSK:

-76.92%

VONG:

-32.72%

Current Drawdown

ADSK:

-14.21%

VONG:

-3.06%

Returns By Period

In the year-to-date period, ADSK achieves a 20.60% return, which is significantly lower than VONG's 34.60% return. Both investments have delivered pretty close results over the past 10 years, with ADSK having a 17.21% annualized return and VONG not far behind at 16.73%.


ADSK

YTD

20.60%

1M

-3.79%

6M

20.58%

1Y

24.05%

5Y*

9.96%

10Y*

17.21%

VONG

YTD

34.60%

1M

3.22%

6M

11.57%

1Y

36.27%

5Y*

19.27%

10Y*

16.73%

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. VONG - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ADSK, currently valued at 0.89, compared to the broader market-4.00-2.000.002.000.892.12
The chart of Sortino ratio for ADSK, currently valued at 1.29, compared to the broader market-4.00-2.000.002.004.001.292.73
The chart of Omega ratio for ADSK, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.39
The chart of Calmar ratio for ADSK, currently valued at 0.58, compared to the broader market0.002.004.006.000.582.76
The chart of Martin ratio for ADSK, currently valued at 2.58, compared to the broader market0.0010.0020.002.5810.82
ADSK
VONG

The current ADSK Sharpe Ratio is 0.86, which is lower than the VONG Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of ADSK and VONG, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.89
2.12
ADSK
VONG

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 0.42%.


TTM20232022202120202019201820172016201520142013
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
0.42%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%

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. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.21%
-3.06%
ADSK
VONG

Volatility

ADSK vs. VONG - Volatility Comparison

Autodesk, Inc. (ADSK) has a higher volatility of 11.03% compared to Vanguard Russell 1000 Growth ETF (VONG) at 4.87%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.03%
4.87%
ADSK
VONG
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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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