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DHR vs. ADSK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DHR vs. ADSK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Danaher Corporation (DHR) and Autodesk, Inc. (ADSK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DHR achieves a -19.66% return, which is significantly higher than ADSK's -23.98% return. Over the past 10 years, DHR has underperformed ADSK with an annualized return of 11.19%, while ADSK has yielded a comparatively higher 14.89% annualized return.


DHR

1D
-0.42%
1M
7.23%
YTD
-19.66%
6M
-17.95%
1Y
-5.73%
3Y*
-3.67%
5Y*
-2.52%
10Y*
11.19%

ADSK

1D
-2.14%
1M
-7.96%
YTD
-23.98%
6M
-25.33%
1Y
-24.45%
3Y*
3.77%
5Y*
-3.97%
10Y*
14.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHR vs. ADSK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DHR
Danaher Corporation
-19.66%0.35%-0.35%-1.22%-19.02%48.57%45.34%49.55%11.80%20.01%
ADSK
Autodesk, Inc.
-23.98%0.15%21.39%30.29%-33.54%-7.91%66.43%42.65%22.68%41.64%

Correlation

The correlation between DHR and ADSK is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Nov 5, 1987

0.34

The correlation between DHR and ADSK shifts across timeframes, from 0.23 (1 year) to 0.45 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DHR:

$130.53B

ADSK:

$47.71B

EPS

DHR:

$5.17

ADSK:

$6.84

PE Ratio

DHR:

35.51

ADSK:

32.92

PS Ratio

DHR:

5.29

ADSK:

6.42

PB Ratio

DHR:

2.47

ADSK:

14.96

Total Revenue (TTM)

DHR:

$24.78B

ADSK:

$7.51B

Gross Profit (TTM)

DHR:

$15.04B

ADSK:

$6.84B

EBITDA (TTM)

DHR:

$6.69B

ADSK:

$2.14B

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Return for Risk

DHR vs. ADSK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DHR
DHR Risk / Return Rank: 3232
Overall Rank
DHR Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
DHR Sortino Ratio Rank: 2929
Sortino Ratio Rank
DHR Omega Ratio Rank: 2929
Omega Ratio Rank
DHR Calmar Ratio Rank: 3737
Calmar Ratio Rank
DHR Martin Ratio Rank: 3434
Martin Ratio Rank

ADSK
ADSK Risk / Return Rank: 1212
Overall Rank
ADSK Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ADSK Sortino Ratio Rank: 1313
Sortino Ratio Rank
ADSK Omega Ratio Rank: 1313
Omega Ratio Rank
ADSK Calmar Ratio Rank: 1414
Calmar Ratio Rank
ADSK Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DHR vs. ADSK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Danaher Corporation (DHR) 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.


DHRADSKDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.82

Omega ratioGain probability vs. loss probability

0.99

0.88

+0.10

Calmar ratioReturn relative to maximum drawdown

-0.17

-0.74

+0.57

Martin ratioReturn relative to average drawdown

-0.42

-1.41

+0.99

DHR vs. ADSK - Sharpe Ratio Comparison

The current DHR Sharpe Ratio is -0.21, which is higher than the ADSK Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of DHR and ADSK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DHRADSKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

-0.75

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

-0.11

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.41

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.33

+0.32

Drawdowns

DHR vs. ADSK - Drawdown Comparison

The maximum DHR drawdown since its inception was -45.80%, smaller than the maximum ADSK drawdown of -76.92%. Use the drawdown chart below to compare losses from any high point for DHR and ADSK.


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Drawdown Indicators


DHRADSKDifference

Max Drawdown

Largest peak-to-trough decline

-45.80%

-76.92%

+31.12%

Max Drawdown (1Y)

Largest decline over 1 year

-32.97%

-33.15%

+0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-41.72%

-33.15%

-8.57%

Max Drawdown (5Y)

Largest decline over 5 years

-43.81%

-51.99%

+8.18%

Max Drawdown (10Y)

Largest decline over 10 years

-43.81%

-51.99%

+8.18%

Current Drawdown

Current decline from peak

-36.31%

-34.25%

-2.06%

Average Drawdown

Average peak-to-trough decline

-10.21%

-22.62%

+12.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.51%

17.31%

-3.80%

Volatility

DHR vs. ADSK - Volatility Comparison

The current volatility for Danaher Corporation (DHR) is 9.24%, while Autodesk, Inc. (ADSK) has a volatility of 12.22%. This indicates that DHR 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.


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Volatility by Period


DHRADSKDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.24%

12.22%

-2.98%

Volatility (6M)

Calculated over the trailing 6-month period

19.43%

26.90%

-7.47%

Volatility (1Y)

Calculated over the trailing 1-year period

28.08%

32.84%

-4.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.00%

35.06%

-7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.53%

36.44%

-10.91%

Dividends

DHR vs. ADSK - Dividend Comparison

DHR's dividend yield for the trailing twelve months is around 0.74%, while ADSK has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
DHR
Danaher Corporation
0.74%0.56%0.47%12.64%0.38%0.26%0.32%0.44%0.62%0.60%32.55%0.58%

Financials

DHR vs. ADSK - Financials Comparison

This section allows you to compare key financial metrics between Danaher Corporation 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


0.002.00B4.00B6.00B8.00B20222023202420252026
5.95B
1.93B
(DHR) Total Revenue
(ADSK) Total Revenue
Values in USD except per share items

DHR vs. ADSK - Profitability Comparison

The chart below illustrates the profitability comparison between Danaher Corporation and Autodesk, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%70.0%80.0%90.0%20222023202420252026
60.3%
91.0%
Portfolio components
DHR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Danaher Corporation reported a gross profit of 3.59B and revenue of 5.95B. Therefore, the gross margin over that period was 60.3%.

ADSK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported a gross profit of 1.76B and revenue of 1.93B. Therefore, the gross margin over that period was 91.0%.

DHR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Danaher Corporation reported an operating income of 1.34B and revenue of 5.95B, resulting in an operating margin of 22.6%.

ADSK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported an operating income of 541.00M and revenue of 1.93B, resulting in an operating margin of 28.0%.

DHR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Danaher Corporation reported a net income of 1.03B and revenue of 5.95B, resulting in a net margin of 17.3%.

ADSK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported a net income of 491.00M and revenue of 1.93B, resulting in a net margin of 25.4%.


Frequently Asked Questions


DHR and ADSK have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADSK has higher volatility (12.22%) compared to DHR (9.24%). In terms of maximum drawdown, DHR dropped -45.80% vs ADSK's -76.92%.

DHR currently has the higher Sharpe Ratio (-0.21 vs -0.75), 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.

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