PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
INTU vs. ADBE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

INTU vs. ADBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intuit Inc. (INTU) and Adobe Inc (ADBE). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
2.85%
3.85%
INTU
ADBE

Returns By Period

In the year-to-date period, INTU achieves a 10.59% return, which is significantly higher than ADBE's -15.63% return. Over the past 10 years, INTU has outperformed ADBE with an annualized return of 23.50%, while ADBE has yielded a comparatively lower 21.80% annualized return.


INTU

YTD

10.59%

1M

12.04%

6M

4.24%

1Y

23.40%

5Y (annualized)

21.13%

10Y (annualized)

23.50%

ADBE

YTD

-15.63%

1M

1.71%

6M

4.12%

1Y

-16.48%

5Y (annualized)

10.90%

10Y (annualized)

21.80%

Fundamentals


INTUADBE
Market Cap$196.06B$231.73B
EPS$10.46$11.80
PE Ratio66.8744.61
PEG Ratio2.131.63
Total Revenue (TTM)$13.31B$20.95B
Gross Profit (TTM)$10.36B$18.49B
EBITDA (TTM)$4.19B$8.60B

Key characteristics


INTUADBE
Sharpe Ratio0.92-0.45
Sortino Ratio1.31-0.43
Omega Ratio1.180.94
Calmar Ratio1.32-0.43
Martin Ratio4.09-0.91
Ulcer Index5.90%17.05%
Daily Std Dev26.13%34.25%
Max Drawdown-75.29%-79.89%
Current Drawdown-2.71%-26.88%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.5

The correlation between INTU and ADBE is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

INTU vs. ADBE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuit Inc. (INTU) and Adobe Inc (ADBE). 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 INTU, currently valued at 0.92, compared to the broader market-4.00-2.000.002.004.000.92-0.48
The chart of Sortino ratio for INTU, currently valued at 1.31, compared to the broader market-4.00-2.000.002.004.001.31-0.47
The chart of Omega ratio for INTU, currently valued at 1.18, compared to the broader market0.501.001.502.001.180.93
The chart of Calmar ratio for INTU, currently valued at 1.32, compared to the broader market0.002.004.006.001.32-0.45
The chart of Martin ratio for INTU, currently valued at 4.09, compared to the broader market0.0010.0020.0030.004.09-0.96
INTU
ADBE

The current INTU Sharpe Ratio is 0.92, which is higher than the ADBE Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of INTU and ADBE, 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.92
-0.48
INTU
ADBE

Dividends

INTU vs. ADBE - Dividend Comparison

INTU's dividend yield for the trailing twelve months is around 0.54%, while ADBE has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
INTU
Intuit Inc.
0.54%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%0.92%
ADBE
Adobe 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%

Drawdowns

INTU vs. ADBE - Drawdown Comparison

The maximum INTU drawdown since its inception was -75.29%, smaller than the maximum ADBE drawdown of -79.89%. Use the drawdown chart below to compare losses from any high point for INTU and ADBE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.71%
-26.88%
INTU
ADBE

Volatility

INTU vs. ADBE - Volatility Comparison

The current volatility for Intuit Inc. (INTU) is 7.62%, while Adobe Inc (ADBE) has a volatility of 8.95%. This indicates that INTU experiences smaller price fluctuations and is considered to be less risky than ADBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
7.62%
8.95%
INTU
ADBE

Financials

INTU vs. ADBE - Financials Comparison

This section allows you to compare key financial metrics between Intuit Inc. and Adobe 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