GD vs. ADSK

In the year-to-date period, GD achieves a 4.34% return, which is significantly higher than ADSK's -8.67% return. Over the past 10 years, GD has underperformed ADSK with an annualized return of 9.85%, 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 General Dynamics Corporation (GD) 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 GD Sharpe Ratio is -0.23, which is lower than the ADSK Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of GD 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.

GD's dividend yield for the trailing twelve months is around 2.12%, while ADSK has not paid dividends to shareholders.

The maximum GD drawdown since its inception was -76.10%, roughly equal to the maximum ADSK drawdown of -76.92%. Use the drawdown chart below to compare losses from any high point for GD and ADSK. For additional features, visit the drawdowns tool.

The current volatility for General Dynamics Corporation (GD) is 12.10%, while Autodesk, Inc. (ADSK) has a volatility of 14.02%. This indicates that GD 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.

This section allows you to compare key financial metrics between General Dynamics 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.