ADSK vs. VOO
Compare and contrast key facts about Autodesk, Inc. (ADSK) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADSK or VOO.
Performance
ADSK vs. VOO - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with ADSK having a 26.43% return and VOO slightly lower at 25.52%. Over the past 10 years, ADSK has outperformed VOO with an annualized return of 17.43%, while VOO has yielded a comparatively lower 13.15% annualized return.
ADSK
26.43%
6.23%
39.95%
41.43%
13.05%
17.43%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| ADSK | VOO | |
|---|---|---|
| Sharpe Ratio | 1.49 | 2.62 |
| Sortino Ratio | 2.00 | 3.50 |
| Omega Ratio | 1.27 | 1.49 |
| Calmar Ratio | 0.96 | 3.78 |
| Martin Ratio | 4.36 | 17.12 |
| Ulcer Index | 9.21% | 1.86% |
| Daily Std Dev | 26.96% | 12.19% |
| Max Drawdown | -76.92% | -33.99% |
| Current Drawdown | -10.06% | -1.36% |
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Correlation
The correlation between ADSK and VOO is 0.68, 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.
Risk-Adjusted Performance
ADSK vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Autodesk, Inc. (ADSK) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
ADSK has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ADSK vs. VOO - Drawdown Comparison
The maximum ADSK drawdown since its inception was -76.92%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ADSK and VOO. For additional features, visit the drawdowns tool.
Volatility
ADSK vs. VOO - Volatility Comparison
Autodesk, Inc. (ADSK) has a higher volatility of 6.74% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that ADSK's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.