ANSS vs. ADSK

In the year-to-date period, ANSS achieves a -4.94% return, which is significantly higher than ADSK's -8.67% return. Over the past 10 years, ANSS has underperformed ADSK with an annualized return of 14.01%, while ADSK has yielded a comparatively higher 16.14% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for ANSYS, Inc. (ANSS) and Autodesk, Inc. (ADSK). 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.

The current ANSS Sharpe Ratio is -0.07, which is lower than the ADSK Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of ANSS and ADSK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither ANSS nor ADSK has paid dividends to shareholders.

The maximum ANSS drawdown since its inception was -63.28%, smaller than the maximum ADSK drawdown of -76.92%. Use the drawdown chart below to compare losses from any high point for ANSS and ADSK. For additional features, visit the drawdowns tool.

ANSYS, Inc. (ANSS) and Autodesk, Inc. (ADSK) have volatilities of 14.12% and 14.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between ANSYS, Inc. and Autodesk, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.