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

Correlation

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.


-0.50.00.51.00.4

Performance

GLW vs. ADP - Performance Comparison

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

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
13.91%
20.66%
GLW
ADP

Key characteristics

Sharpe Ratio

GLW:

2.68

ADP:

1.84

Sortino Ratio

GLW:

3.81

ADP:

2.55

Omega Ratio

GLW:

1.50

ADP:

1.33

Calmar Ratio

GLW:

1.18

ADP:

2.83

Martin Ratio

GLW:

13.41

ADP:

9.58

Ulcer Index

GLW:

5.36%

ADP:

2.98%

Daily Std Dev

GLW:

26.77%

ADP:

15.52%

Max Drawdown

GLW:

-99.02%

ADP:

-59.41%

Current Drawdown

GLW:

-33.88%

ADP:

-3.33%

Fundamentals

Market Cap

GLW:

$42.67B

ADP:

$120.70B

EPS

GLW:

$0.19

ADP:

$9.36

PE Ratio

GLW:

262.32

ADP:

31.64

PEG Ratio

GLW:

0.63

ADP:

2.69

Total Revenue (TTM)

GLW:

$9.62B

ADP:

$14.86B

Gross Profit (TTM)

GLW:

$3.03B

ADP:

$7.04B

EBITDA (TTM)

GLW:

$1.52B

ADP:

$4.59B

Returns By Period

In the year-to-date period, GLW achieves a 4.88% return, which is significantly higher than ADP's 1.18% return. Over the past 10 years, GLW has underperformed ADP with an annualized return of 10.65%, while ADP has yielded a comparatively higher 15.59% annualized return.


GLW

YTD

4.88%

1M

5.35%

6M

13.92%

1Y

68.54%

5Y*

14.38%

10Y*

10.65%

ADP

YTD

1.18%

1M

0.73%

6M

20.66%

1Y

27.05%

5Y*

13.10%

10Y*

15.59%

*Annualized

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Risk-Adjusted Performance

GLW vs. ADP — Risk-Adjusted Performance Rank

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

GLW
The Risk-Adjusted Performance Rank of GLW is 9393
Overall Rank
The Sharpe Ratio Rank of GLW is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of GLW is 9696
Sortino Ratio Rank
The Omega Ratio Rank of GLW is 9595
Omega Ratio Rank
The Calmar Ratio Rank of GLW is 8282
Calmar Ratio Rank
The Martin Ratio Rank of GLW is 9494
Martin Ratio Rank

ADP
The Risk-Adjusted Performance Rank of ADP is 9090
Overall Rank
The Sharpe Ratio Rank of ADP is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of ADP is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ADP is 8686
Omega Ratio Rank
The Calmar Ratio Rank of ADP is 9494
Calmar Ratio Rank
The Martin Ratio Rank of ADP is 9191
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.

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.


Sharpe ratio
The chart of Sharpe ratio for GLW, currently valued at 2.68, compared to the broader market-2.000.002.004.002.681.84
The chart of Sortino ratio for GLW, currently valued at 3.81, compared to the broader market-4.00-2.000.002.004.003.812.55
The chart of Omega ratio for GLW, currently valued at 1.50, compared to the broader market0.501.001.502.001.501.33
The chart of Calmar ratio for GLW, currently valued at 1.18, compared to the broader market0.002.004.006.001.182.83
The chart of Martin ratio for GLW, currently valued at 13.41, compared to the broader market-10.000.0010.0020.0030.0013.419.58
GLW
ADP

The current GLW Sharpe Ratio is 2.68, which is higher than the ADP Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of GLW 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 Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
2.68
1.84
GLW
ADP

Dividends

GLW vs. ADP - Dividend Comparison

GLW's dividend yield for the trailing twelve months is around 2.25%, more than ADP's 1.94% yield.


TTM20242023202220212020201920182017201620152014
GLW
Corning Incorporated
2.25%2.36%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%
ADP
Automatic Data Processing, Inc.
1.94%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%

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 -59.41%. Use the drawdown chart below to compare losses from any high point for GLW and ADP. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-33.88%
-3.33%
GLW
ADP

Volatility

GLW vs. ADP - Volatility Comparison

Corning Incorporated (GLW) has a higher volatility of 6.29% compared to Automatic Data Processing, Inc. (ADP) at 4.75%. 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%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
6.29%
4.75%
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
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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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