ADSK vs. VONG
Compare and contrast key facts about Autodesk, Inc. (ADSK) and Vanguard Russell 1000 Growth ETF (VONG).
VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADSK or VONG.
Key characteristics
| ADSK | VONG | |
|---|---|---|
| YTD Return | 20.33% | 26.90% |
| 1Y Return | 42.18% | 43.71% |
| 3Y Return (Ann) | -0.42% | 10.64% |
| 5Y Return (Ann) | 16.00% | 19.95% |
| 10Y Return (Ann) | 18.73% | 16.85% |
| Sharpe Ratio | 1.46 | 2.55 |
| Sortino Ratio | 1.98 | 3.28 |
| Omega Ratio | 1.26 | 1.46 |
| Calmar Ratio | 0.93 | 2.71 |
| Martin Ratio | 4.31 | 12.75 |
| Ulcer Index | 9.23% | 3.33% |
| Daily Std Dev | 27.22% | 16.68% |
| Max Drawdown | -76.92% | -32.72% |
| Current Drawdown | -14.40% | -0.15% |
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.
Performance
ADSK vs. VONG - Performance Comparison
In the year-to-date period, ADSK achieves a 20.33% return, which is significantly lower than VONG's 26.90% return. Over the past 10 years, ADSK has outperformed VONG with an annualized return of 18.73%, while VONG has yielded a comparatively lower 16.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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 0.61%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.61% | 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.
Volatility
ADSK vs. VONG - Volatility Comparison
Autodesk, Inc. (ADSK) has a higher volatility of 5.79% compared to Vanguard Russell 1000 Growth ETF (VONG) at 3.15%. 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.