ITCI vs. ADSK

Last updated Apr 2, 2026

Compare and contrast key facts about Intra-Cellular Therapies, Inc. (ITCI) and Autodesk, Inc. (ADSK).

Performance

ITCI vs. ADSK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intra-Cellular Therapies, Inc. (ITCI) and Autodesk, Inc. (ADSK). The values are adjusted to include any dividend payments, if applicable.

ITCI vs. ADSK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ITCI Intra-Cellular Therapies, Inc.	0.00%	57.89%	16.62%	35.34%	1.11%	64.59%	-7.32%	201.23%	-21.34%	-4.04%
ADSK Autodesk, Inc.	-19.64%	0.15%	21.39%	30.29%	-33.54%	-7.91%	66.43%	42.65%	22.68%	41.64%

Fundamentals

Total Revenue (TTM) ITCI : $680.64M ADSK : $6.78B
Gross Profit (TTM) ITCI : $623.67M ADSK : $6.56B
EBITDA (TTM) ITCI : -$116.21M ADSK : $1.68B

Returns By Period

ITCI

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ADSK

• 1D: -0.64%
• 1M: -3.67%
• YTD: -19.64%
• 6M: -24.66%
• 1Y: -10.11%
• 3Y*: 4.55%
• 5Y*: -3.48%
• 10Y*: 15.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ITCI vs. ADSK — Risk / Return Rank

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

ADSK

ADSK Risk / Return Rank: 27
ADSK Sharpe Ratio Rank: 26
ADSK Sortino Ratio Rank: 23
ADSK Omega Ratio Rank: 23
ADSK Calmar Ratio Rank: 32
ADSK Martin Ratio Rank: 29

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ITCI vs. ADSK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intra-Cellular Therapies, Inc. (ITCI) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ITCI	ADSK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.33	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.10	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.42	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.33	—

Correlation

The correlation between ITCI and ADSK is 0.26, 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.

Dividends

ITCI vs. ADSK - Dividend Comparison

Neither ITCI nor ADSK has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	ITCI	ADSK	Difference
Max Drawdown Largest peak-to-trough decline	—	-76.92%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-33.09%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-51.99%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-51.99%	—
Current Drawdown Current decline from peak	—	-30.50%	—
Average Drawdown Average peak-to-trough decline	—	-22.59%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	12.86%	—

Volatility

Volatility by Period

	ITCI	ADSK	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.36%	—
Volatility (6M) Calculated over the trailing 6-month period	—	21.97%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	31.07%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	34.47%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	36.11%	—

Financials