PortfoliosLab logoPortfoliosLab logo
DECK vs. ADP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DECK vs. ADP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deckers Outdoor Corporation (DECK) and Automatic Data Processing, Inc. (ADP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DECK achieves a -6.55% return, which is significantly lower than ADP's 5.24% return. Over the past 10 years, DECK has outperformed ADP with an annualized return of 24.99%, while ADP has yielded a comparatively lower 14.19% annualized return.


DECK

1D
-2.82%
1M
-7.46%
6M
-18.82%
YTD
-6.55%
1Y
-6.26%
3Y*
2.34%
5Y*
7.19%
10Y*
24.99%
ALL TIME*
14.69%

ADP

1D
0.98%
1M
9.98%
6M
9.68%
YTD
5.24%
1Y
-8.85%
3Y*
4.81%
5Y*
7.24%
10Y*
14.19%
ALL TIME*
14.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$692.52M$605.05M$636.26M
$289.63M$238.84M$238.64M

DECK vs. ADP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DECK
Deckers Outdoor Corporation
-6.55%-48.95%82.30%67.46%8.97%27.73%69.83%31.97%59.44%44.88%
ADP
Automatic Data Processing, Inc.
5.24%-10.18%28.41%-0.25%-1.29%42.60%5.86%32.71%14.25%16.54%

Correlation

The correlation between DECK and ADP is 0.15, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.15

Correlation (3Y)
Balances recent behavior with more history.

0.17

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.28

Correlation (10Y)
Provides a long-term view across more market conditions.

0.29

Correlation (All Time)
Calculated using the full available price history since Oct 15, 1993

0.21

The correlation between DECK and ADP shifts across timeframes, from 0.15 (1 year) to 0.29 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DECK:

$13.19B

ADP:

$106.51B

EPS

DECK:

$7.05

ADP:

$10.94

PE Ratio

DECK:

13.74

ADP:

24.35

PEG Ratio

DECK:

0.50

ADP:

2.07

PS Ratio

DECK:

2.53

ADP:

4.90

PB Ratio

DECK:

5.83

ADP:

17.65

Total Revenue (TTM)

DECK:

$5.52B

ADP:

$21.95B

Gross Profit (TTM)

DECK:

$3.17B

ADP:

$10.58B

EBITDA (TTM)

DECK:

$1.36B

ADP:

$6.35B

Compare stocks, funds, or ETFs

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


Return for Risk

DECK vs. ADP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DECK
DECK Risk / Return Rank: 3535
Overall Rank
DECK Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DECK Sortino Ratio Rank: 3434
Sortino Ratio Rank
DECK Omega Ratio Rank: 3333
Omega Ratio Rank
DECK Calmar Ratio Rank: 3636
Calmar Ratio Rank
DECK Martin Ratio Rank: 3535
Martin Ratio Rank

ADP
ADP Risk / Return Rank: 2828
Overall Rank
ADP Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ADP Sortino Ratio Rank: 2222
Sortino Ratio Rank
ADP Omega Ratio Rank: 2323
Omega Ratio Rank
ADP Calmar Ratio Rank: 3434
Calmar Ratio Rank
ADP Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DECK vs. ADP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deckers Outdoor Corporation (DECK) and Automatic Data Processing, Inc. (ADP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DECKADPDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.00

0.95

+0.06

Calmar ratioReturn relative to maximum drawdown

-0.25

-0.31

+0.06

Martin ratioReturn relative to average drawdown

-0.50

-0.54

+0.04

DECK vs. ADP - Sharpe Ratio Comparison

The current DECK Sharpe Ratio is -0.20, which is higher than the ADP Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of DECK and ADP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

DECK vs. ADP - Drawdown Comparison

The maximum DECK drawdown since its inception was -94.36%, which is greater than ADP's maximum drawdown of -59.51%. Use the drawdown chart below to compare losses from any high point for DECK and ADP.


Loading charts...

Drawdown Indicators


DECKADPDifference

Max Drawdown

Largest peak-to-trough decline

-94.36%

-59.51%

-34.85%

Max Drawdown (1Y)

Largest decline over 1 year

-35.81%

-37.68%

+1.87%

Max Drawdown (3Y)

Largest decline over 3 years

-64.35%

-40.78%

-23.57%

Max Drawdown (5Y)

Largest decline over 5 years

-64.35%

-40.78%

-23.57%

Max Drawdown (10Y)

Largest decline over 10 years

-64.35%

-40.78%

-23.57%

Current Drawdown

Current decline from peak

-56.58%

-15.78%

-40.80%

Average Drawdown

Average peak-to-trough decline

-40.40%

-12.63%

-27.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.59%

21.40%

-3.81%

Volatility

DECK vs. ADP - Volatility Comparison

Deckers Outdoor Corporation (DECK) has a higher volatility of 13.10% compared to Automatic Data Processing, Inc. (ADP) at 10.56%. This indicates that DECK's price experiences larger fluctuations and is considered to be riskier than ADP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DECKADPDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.10%

10.56%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

32.72%

23.32%

+9.40%

Volatility (1Y)

Calculated over the trailing 1-year period

45.01%

26.92%

+18.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.26%

22.72%

+21.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.61%

24.71%

+17.90%

Dividends

DECK vs. ADP - Dividend Comparison

DECK has not paid dividends to shareholders, while ADP's dividend yield for the trailing twelve months is around 2.49%.


PositionTTM20252024202320222021202020192018201720162015
ADP
Automatic Data Processing, Inc.
2.49%2.46%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%
DECK
Deckers Outdoor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

DECK vs. ADP - Financials Comparison

This section allows you to compare key financial metrics between Deckers Outdoor Corporation and Automatic Data Processing, 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

DECK vs. ADP - Profitability Comparison

The chart below illustrates the profitability comparison between Deckers Outdoor Corporation and Automatic Data Processing, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

DECK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Deckers Outdoor Corporation reported a gross profit of 575.16M and revenue of 1.02B. Therefore, the gross margin over that period was 56.4%.

ADP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Automatic Data Processing, Inc. reported a gross profit of 2.90B and revenue of 5.47B. Therefore, the gross margin over that period was 53.0%.

DECK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Deckers Outdoor Corporation reported an operating income of 155.30M and revenue of 1.02B, resulting in an operating margin of 15.2%.

ADP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Automatic Data Processing, Inc. reported an operating income of 1.14B and revenue of 5.47B, resulting in an operating margin of 20.8%.

DECK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Deckers Outdoor Corporation reported a net income of 129.97M and revenue of 1.02B, resulting in a net margin of 12.8%.

ADP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Automatic Data Processing, Inc. reported a net income of 978.60M and revenue of 5.47B, resulting in a net margin of 17.9%.


Frequently Asked Questions


DECK and ADP have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DECK has higher volatility (13.10%) compared to ADP (10.56%). In terms of maximum drawdown, DECK dropped -94.36% vs ADP's -59.51%.

DECK currently has the higher Sharpe Ratio (-0.20 vs -0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DECK and ADP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer