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ITCI vs. ADSK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ITCI and ADSK is 0.32, 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.


-0.50.00.51.0
Correlation: 0.3

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.

400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
779.13%
446.44%
ITCI
ADSK

Key characteristics

Sharpe Ratio

ITCI:

1.72

ADSK:

0.90

Sortino Ratio

ITCI:

4.01

ADSK:

1.41

Omega Ratio

ITCI:

1.53

ADSK:

1.18

Calmar Ratio

ITCI:

4.86

ADSK:

0.63

Martin Ratio

ITCI:

11.21

ADSK:

3.01

Ulcer Index

ITCI:

8.08%

ADSK:

8.73%

Daily Std Dev

ITCI:

52.51%

ADSK:

29.27%

Max Drawdown

ITCI:

-87.64%

ADSK:

-76.92%

Current Drawdown

ITCI:

-0.04%

ADSK:

-20.69%

Fundamentals

Market Cap

ITCI:

$14.05B

ADSK:

$57.87B

EPS

ITCI:

-$0.73

ADSK:

$5.13

PEG Ratio

ITCI:

0.00

ADSK:

1.60

PS Ratio

ITCI:

20.63

ADSK:

9.44

PB Ratio

ITCI:

12.23

ADSK:

21.94

Total Revenue (TTM)

ITCI:

$535.77M

ADSK:

$6.13B

Gross Profit (TTM)

ITCI:

$488.71M

ADSK:

$5.55B

EBITDA (TTM)

ITCI:

-$95.53M

ADSK:

$1.53B

Returns By Period

In the year-to-date period, ITCI achieves a 57.89% return, which is significantly higher than ADSK's -8.15% return. Over the past 10 years, ITCI has outperformed ADSK with an annualized return of 20.12%, while ADSK has yielded a comparatively lower 16.83% annualized return.


ITCI

YTD

57.89%

1M

0.05%

6M

71.66%

1Y

80.00%

5Y*

48.53%

10Y*

20.12%

ADSK

YTD

-8.15%

1M

3.76%

6M

-5.25%

1Y

24.57%

5Y*

7.67%

10Y*

16.83%

*Annualized

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Risk-Adjusted Performance

ITCI vs. ADSK — Risk-Adjusted Performance Rank

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

ITCI
The Risk-Adjusted Performance Rank of ITCI is 9797
Overall Rank
The Sharpe Ratio Rank of ITCI is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ITCI is 9898
Sortino Ratio Rank
The Omega Ratio Rank of ITCI is 9797
Omega Ratio Rank
The Calmar Ratio Rank of ITCI is 9999
Calmar Ratio Rank
The Martin Ratio Rank of ITCI is 9696
Martin Ratio Rank

ADSK
The Risk-Adjusted Performance Rank of ADSK is 7878
Overall Rank
The Sharpe Ratio Rank of ADSK is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ADSK is 7777
Sortino Ratio Rank
The Omega Ratio Rank of ADSK is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ADSK is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ADSK is 7979
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.

ITCI vs. ADSK - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for ITCI, currently valued at 1.74, compared to the broader market-2.00-1.000.001.002.003.00
ITCI: 1.74
ADSK: 0.90
The chart of Sortino ratio for ITCI, currently valued at 4.04, compared to the broader market-6.00-4.00-2.000.002.004.00
ITCI: 4.04
ADSK: 1.41
The chart of Omega ratio for ITCI, currently valued at 1.57, compared to the broader market0.501.001.502.00
ITCI: 1.57
ADSK: 1.18
The chart of Calmar ratio for ITCI, currently valued at 4.31, compared to the broader market0.001.002.003.004.005.00
ITCI: 4.31
ADSK: 0.63
The chart of Martin ratio for ITCI, currently valued at 13.44, compared to the broader market-5.000.005.0010.0015.0020.00
ITCI: 13.44
ADSK: 3.01

The current ITCI Sharpe Ratio is 1.72, which is higher than the ADSK Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of ITCI 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.74
0.90
ITCI
ADSK

Dividends

ITCI vs. ADSK - Dividend Comparison

Neither ITCI nor ADSK has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ITCI vs. ADSK - Drawdown Comparison

The maximum ITCI drawdown since its inception was -87.64%, which is greater than ADSK's maximum drawdown of -76.92%. Use the drawdown chart below to compare losses from any high point for ITCI and ADSK. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.04%
-20.69%
ITCI
ADSK

Volatility

ITCI vs. ADSK - Volatility Comparison

The current volatility for Intra-Cellular Therapies, Inc. (ITCI) is 0.10%, while Autodesk, Inc. (ADSK) has a volatility of 14.02%. This indicates that ITCI 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
0.10%
14.02%
ITCI
ADSK

Financials

ITCI vs. ADSK - Financials Comparison

This section allows you to compare key financial metrics between Intra-Cellular Therapies, Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items