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

Key characteristics


GLWADP
YTD Return11.21%4.49%
1Y Return9.88%14.62%
3Y Return (Ann)-6.34%10.35%
5Y Return (Ann)4.06%10.93%
10Y Return (Ann)7.66%16.02%
Sharpe Ratio0.330.77
Daily Std Dev21.69%18.61%
Max Drawdown-99.02%-59.47%
Current Drawdown-56.36%-7.31%

Fundamentals


GLWADP
Market Cap$26.80B$99.85B
EPS$0.68$8.58
PE Ratio46.0728.33
PEG Ratio1.122.69
Revenue (TTM)$12.59B$18.59B
Gross Profit (TTM)$4.84B$8.51B
EBITDA (TTM)$2.69B$5.31B

Correlation

-0.50.00.51.00.4

The correlation between GLW and ADP is 0.35, 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.

Performance

GLW vs. ADP - Performance Comparison

In the year-to-date period, GLW achieves a 11.21% return, which is significantly higher than ADP's 4.49% return. Over the past 10 years, GLW has underperformed ADP with an annualized return of 7.66%, while ADP has yielded a comparatively higher 16.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%December2024FebruaryMarchAprilMay
1,181.15%
11,617.18%
GLW
ADP

Compare stocks, funds, or ETFs

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


Corning Incorporated

Automatic Data Processing, Inc.

Risk-Adjusted Performance

GLW vs. ADP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Corning Incorporated (GLW) 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.


GLW
Sharpe ratio
The chart of Sharpe ratio for GLW, currently valued at 0.33, compared to the broader market-2.00-1.000.001.002.003.004.000.33
Sortino ratio
The chart of Sortino ratio for GLW, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.006.000.65
Omega ratio
The chart of Omega ratio for GLW, currently valued at 1.08, compared to the broader market0.501.001.501.08
Calmar ratio
The chart of Calmar ratio for GLW, currently valued at 0.11, compared to the broader market0.002.004.006.000.11
Martin ratio
The chart of Martin ratio for GLW, currently valued at 0.59, compared to the broader market-10.000.0010.0020.0030.000.59
ADP
Sharpe ratio
The chart of Sharpe ratio for ADP, currently valued at 0.77, compared to the broader market-2.00-1.000.001.002.003.004.000.77
Sortino ratio
The chart of Sortino ratio for ADP, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.006.001.11
Omega ratio
The chart of Omega ratio for ADP, currently valued at 1.17, compared to the broader market0.501.001.501.17
Calmar ratio
The chart of Calmar ratio for ADP, currently valued at 0.66, compared to the broader market0.002.004.006.000.66
Martin ratio
The chart of Martin ratio for ADP, currently valued at 2.67, compared to the broader market-10.000.0010.0020.0030.002.67

GLW vs. ADP - Sharpe Ratio Comparison

The current GLW Sharpe Ratio is 0.33, which is lower than the ADP Sharpe Ratio of 0.77. The chart below compares the 12-month rolling Sharpe Ratio of GLW and ADP.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
0.33
0.77
GLW
ADP

Dividends

GLW vs. ADP - Dividend Comparison

GLW's dividend yield for the trailing twelve months is around 3.34%, more than ADP's 2.19% yield.


TTM20232022202120202019201820172016201520142013
GLW
Corning Incorporated
3.34%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%2.19%
ADP
Automatic Data Processing, Inc.
2.19%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.11%2.22%

Drawdowns

GLW vs. ADP - Drawdown Comparison

The maximum GLW drawdown since its inception was -99.02%, which is greater than ADP's maximum drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for GLW and ADP. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-56.36%
-7.31%
GLW
ADP

Volatility

GLW vs. ADP - Volatility Comparison

Corning Incorporated (GLW) has a higher volatility of 6.78% compared to Automatic Data Processing, Inc. (ADP) at 5.05%. This indicates that GLW'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%December2024FebruaryMarchAprilMay
6.78%
5.05%
GLW
ADP

Financials

GLW vs. ADP - Financials Comparison

This section allows you to compare key financial metrics between Corning Incorporated 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