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FND vs. ADP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FND and ADP is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

FND vs. ADP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Floor & Decor Holdings, Inc. (FND) and Automatic Data Processing, Inc. (ADP). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
-7.18%
18.37%
FND
ADP

Key characteristics

Sharpe Ratio

FND:

-0.25

ADP:

1.70

Sortino Ratio

FND:

-0.11

ADP:

2.35

Omega Ratio

FND:

0.99

ADP:

1.30

Calmar Ratio

FND:

-0.26

ADP:

2.60

Martin Ratio

FND:

-0.50

ADP:

8.70

Ulcer Index

FND:

19.46%

ADP:

3.02%

Daily Std Dev

FND:

38.38%

ADP:

15.48%

Max Drawdown

FND:

-58.26%

ADP:

-59.50%

Current Drawdown

FND:

-31.13%

ADP:

-0.09%

Fundamentals

Market Cap

FND:

$10.58B

ADP:

$126.11B

EPS

FND:

$1.80

ADP:

$9.58

PE Ratio

FND:

54.83

ADP:

32.35

PEG Ratio

FND:

2.20

ADP:

3.59

Total Revenue (TTM)

FND:

$3.35B

ADP:

$19.90B

Gross Profit (TTM)

FND:

$1.33B

ADP:

$9.35B

EBITDA (TTM)

FND:

$379.24M

ADP:

$6.11B

Returns By Period

In the year-to-date period, FND achieves a -1.00% return, which is significantly lower than ADP's 5.88% return.


FND

YTD

-1.00%

1M

-1.09%

6M

-7.18%

1Y

-11.03%

5Y*

12.46%

10Y*

N/A

ADP

YTD

5.88%

1M

4.65%

6M

18.37%

1Y

25.21%

5Y*

13.83%

10Y*

15.87%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FND vs. ADP — Risk-Adjusted Performance Rank

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

FND
The Risk-Adjusted Performance Rank of FND is 3030
Overall Rank
The Sharpe Ratio Rank of FND is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of FND is 2828
Sortino Ratio Rank
The Omega Ratio Rank of FND is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FND is 2929
Calmar Ratio Rank
The Martin Ratio Rank of FND is 3535
Martin Ratio Rank

ADP
The Risk-Adjusted Performance Rank of ADP is 8787
Overall Rank
The Sharpe Ratio Rank of ADP is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ADP is 8484
Sortino Ratio Rank
The Omega Ratio Rank of ADP is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ADP is 9393
Calmar Ratio Rank
The Martin Ratio Rank of ADP is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FND vs. ADP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Floor & Decor Holdings, Inc. (FND) 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.


Sharpe ratio
The chart of Sharpe ratio for FND, currently valued at -0.25, compared to the broader market-2.000.002.004.00-0.251.70
The chart of Sortino ratio for FND, currently valued at -0.11, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.112.35
The chart of Omega ratio for FND, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.30
The chart of Calmar ratio for FND, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.262.60
The chart of Martin ratio for FND, currently valued at -0.50, compared to the broader market0.0010.0020.0030.00-0.508.70
FND
ADP

The current FND Sharpe Ratio is -0.25, which is lower than the ADP Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of FND and ADP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
-0.25
1.70
FND
ADP

Dividends

FND vs. ADP - Dividend Comparison

FND has not paid dividends to shareholders, while ADP's dividend yield for the trailing twelve months is around 1.85%.


TTM20242023202220212020201920182017201620152014
FND
Floor & Decor Holdings, 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%
ADP
Automatic Data Processing, Inc.
1.85%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%

Drawdowns

FND vs. ADP - Drawdown Comparison

The maximum FND drawdown since its inception was -58.26%, roughly equal to the maximum ADP drawdown of -59.50%. Use the drawdown chart below to compare losses from any high point for FND and ADP. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-31.13%
-0.09%
FND
ADP

Volatility

FND vs. ADP - Volatility Comparison

Floor & Decor Holdings, Inc. (FND) has a higher volatility of 10.72% compared to Automatic Data Processing, Inc. (ADP) at 3.30%. This indicates that FND'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
10.72%
3.30%
FND
ADP

Financials

FND vs. ADP - Financials Comparison

This section allows you to compare key financial metrics between Floor & Decor Holdings, Inc. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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