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ANSS vs. ADSK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ANSSADSK
YTD Return-8.03%-10.49%
1Y Return5.95%14.63%
3Y Return (Ann)-3.69%-9.90%
5Y Return (Ann)11.40%4.25%
10Y Return (Ann)15.94%16.47%
Sharpe Ratio0.240.54
Daily Std Dev30.56%27.25%
Max Drawdown-63.28%-76.92%
Current Drawdown-18.84%-36.33%

Fundamentals


ANSSADSK
Market Cap$29.14B$46.62B
EPS$5.74$4.18
PE Ratio58.1452.14
PEG Ratio2.091.42
Revenue (TTM)$2.27B$5.50B
Gross Profit (TTM)$1.88B$4.58B
EBITDA (TTM)$758.64M$1.22B

Correlation

-0.50.00.51.00.4

The correlation between ANSS and ADSK is 0.43, 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.

Performance

ANSS vs. ADSK - Performance Comparison

In the year-to-date period, ANSS achieves a -8.03% return, which is significantly higher than ADSK's -10.49% return. Both investments have delivered pretty close results over the past 10 years, with ANSS having a 15.94% annualized return and ADSK not far ahead at 16.47%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%NovemberDecember2024FebruaryMarchApril
11,137.37%
2,645.89%
ANSS
ADSK

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ANSYS, Inc.

Autodesk, Inc.

Risk-Adjusted Performance

ANSS vs. ADSK - Risk-Adjusted Performance Comparison

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.


ANSS
Sharpe ratio
The chart of Sharpe ratio for ANSS, currently valued at 0.24, compared to the broader market-2.00-1.000.001.002.003.004.000.24
Sortino ratio
The chart of Sortino ratio for ANSS, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.006.000.63
Omega ratio
The chart of Omega ratio for ANSS, currently valued at 1.08, compared to the broader market0.501.001.501.08
Calmar ratio
The chart of Calmar ratio for ANSS, currently valued at 0.21, compared to the broader market0.002.004.006.000.21
Martin ratio
The chart of Martin ratio for ANSS, currently valued at 0.68, compared to the broader market0.0010.0020.0030.000.68
ADSK
Sharpe ratio
The chart of Sharpe ratio for ADSK, currently valued at 0.54, compared to the broader market-2.00-1.000.001.002.003.004.000.54
Sortino ratio
The chart of Sortino ratio for ADSK, currently valued at 0.89, compared to the broader market-4.00-2.000.002.004.006.000.89
Omega ratio
The chart of Omega ratio for ADSK, currently valued at 1.11, compared to the broader market0.501.001.501.11
Calmar ratio
The chart of Calmar ratio for ADSK, currently valued at 0.33, compared to the broader market0.002.004.006.000.33
Martin ratio
The chart of Martin ratio for ADSK, currently valued at 2.37, compared to the broader market0.0010.0020.0030.002.37

ANSS vs. ADSK - Sharpe Ratio Comparison

The current ANSS Sharpe Ratio is 0.24, which is lower than the ADSK Sharpe Ratio of 0.54. The chart below compares the 12-month rolling Sharpe Ratio of ANSS and ADSK.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2024FebruaryMarchApril
0.24
0.54
ANSS
ADSK

Dividends

ANSS vs. ADSK - Dividend Comparison

Neither ANSS nor ADSK has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ANSS vs. ADSK - Drawdown Comparison

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.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2024FebruaryMarchApril
-18.84%
-36.33%
ANSS
ADSK

Volatility

ANSS vs. ADSK - Volatility Comparison

The current volatility for ANSYS, Inc. (ANSS) is 4.34%, while Autodesk, Inc. (ADSK) has a volatility of 9.33%. This indicates that ANSS experiences smaller price fluctuations and is considered to be less risky than ADSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
4.34%
9.33%
ANSS
ADSK

Financials

ANSS vs. ADSK - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items