PortfoliosLab logoPortfoliosLab logo
MHH vs. ADP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MHH vs. ADP - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, MHH achieves a 11.17% return, which is significantly higher than ADP's 5.24% return. Over the past 10 years, MHH has underperformed ADP with an annualized return of 7.33%, while ADP has yielded a comparatively higher 14.19% annualized return.


MHH

1D
-2.39%
1M
-1.65%
6M
11.82%
YTD
11.17%
1Y
5.60%
3Y*
-11.57%
5Y*
-15.04%
10Y*
7.33%
ALL TIME*
6.32%

ADP

1D
0.98%
1M
9.98%
6M
9.68%
YTD
5.24%
1Y
-8.85%
3Y*
4.81%
5Y*
7.24%
10Y*
14.19%
ALL TIME*
14.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$692.52M$605.05M$636.26M
$80.11K$77.69K$155.62K

MHH vs. ADP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MHH
Mastech Digital, Inc.
11.17%-53.15%76.79%-23.45%-35.50%7.36%43.63%75.71%25.25%47.72%
ADP
Automatic Data Processing, Inc.
5.24%-10.18%28.41%-0.25%-1.29%42.60%5.86%32.71%14.25%16.54%

Correlation

The correlation between MHH and ADP is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.02

Correlation (3Y)
Balances recent behavior with more history.

0.04

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.08

Correlation (10Y)
Provides a long-term view across more market conditions.

0.12

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2008

0.10

The correlation between MHH and ADP shifts across timeframes, from -0.02 (1 year) to 0.12 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MHH:

$92.75M

ADP:

$106.51B

EPS

MHH:

$0.20

ADP:

$10.94

PE Ratio

MHH:

39.69

ADP:

24.35

PS Ratio

MHH:

0.50

ADP:

4.90

PB Ratio

MHH:

1.01

ADP:

17.65

Total Revenue (TTM)

MHH:

$184.14M

ADP:

$21.95B

Gross Profit (TTM)

MHH:

$50.54M

ADP:

$10.58B

EBITDA (TTM)

MHH:

$4.01M

ADP:

$6.35B

Compare stocks, funds, or ETFs

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


Return for Risk

MHH vs. ADP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MHH
MHH Risk / Return Rank: 5050
Overall Rank
MHH Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
MHH Sortino Ratio Rank: 5050
Sortino Ratio Rank
MHH Omega Ratio Rank: 4949
Omega Ratio Rank
MHH Calmar Ratio Rank: 5151
Calmar Ratio Rank
MHH Martin Ratio Rank: 5151
Martin Ratio Rank

ADP
ADP Risk / Return Rank: 2828
Overall Rank
ADP Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ADP Sortino Ratio Rank: 2222
Sortino Ratio Rank
ADP Omega Ratio Rank: 2323
Omega Ratio Rank
ADP Calmar Ratio Rank: 3434
Calmar Ratio Rank
ADP Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MHH vs. ADP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mastech Digital, Inc. (MHH) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MHHADPDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.08

0.95

+0.13

Calmar ratioReturn relative to maximum drawdown

0.23

-0.31

+0.54

Martin ratioReturn relative to average drawdown

0.52

-0.54

+1.06

MHH vs. ADP - Sharpe Ratio Comparison

The current MHH Sharpe Ratio is 0.13, which is higher than the ADP Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of MHH and ADP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MHH vs. ADP - Drawdown Comparison

The maximum MHH drawdown since its inception was -89.23%, which is greater than ADP's maximum drawdown of -59.51%. Use the drawdown chart below to compare losses from any high point for MHH and ADP.


Loading charts...

Drawdown Indicators


MHHADPDifference

Max Drawdown

Largest peak-to-trough decline

-89.23%

-59.51%

-29.72%

Max Drawdown (1Y)

Largest decline over 1 year

-32.01%

-37.68%

+5.67%

Max Drawdown (3Y)

Largest decline over 3 years

-65.58%

-40.78%

-24.80%

Max Drawdown (5Y)

Largest decline over 5 years

-74.14%

-40.78%

-33.36%

Max Drawdown (10Y)

Largest decline over 10 years

-80.82%

-40.78%

-40.04%

Current Drawdown

Current decline from peak

-72.93%

-15.78%

-57.15%

Average Drawdown

Average peak-to-trough decline

-49.09%

-12.63%

-36.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.46%

21.40%

-6.94%

Volatility

MHH vs. ADP - Volatility Comparison

The current volatility for Mastech Digital, Inc. (MHH) is 9.33%, while Automatic Data Processing, Inc. (ADP) has a volatility of 10.56%. This indicates that MHH experiences smaller price fluctuations and is considered to be less risky than ADP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MHHADPDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.33%

10.56%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

43.13%

23.32%

+19.81%

Volatility (1Y)

Calculated over the trailing 1-year period

58.15%

26.92%

+31.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.05%

22.72%

+32.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.84%

24.71%

+34.13%

Dividends

MHH vs. ADP - Dividend Comparison

MHH has not paid dividends to shareholders, while ADP's dividend yield for the trailing twelve months is around 2.49%.


PositionTTM20252024202320222021202020192018201720162015
ADP
Automatic Data Processing, Inc.
2.49%2.46%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%
MHH
Mastech Digital, 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%

Financials

MHH vs. ADP - Financials Comparison

This section allows you to compare key financial metrics between Mastech Digital, Inc. 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

MHH vs. ADP - Profitability Comparison

The chart below illustrates the profitability comparison between Mastech Digital, Inc. and Automatic Data Processing, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

MHH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Mastech Digital, Inc. reported a gross profit of 11.03M and revenue of 41.08M. Therefore, the gross margin over that period was 26.8%.

ADP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Automatic Data Processing, Inc. reported a gross profit of 2.90B and revenue of 5.47B. Therefore, the gross margin over that period was 53.0%.

MHH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Mastech Digital, Inc. reported an operating income of 51.00K and revenue of 41.08M, resulting in an operating margin of 0.1%.

ADP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Automatic Data Processing, Inc. reported an operating income of 1.14B and revenue of 5.47B, resulting in an operating margin of 20.8%.

MHH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Mastech Digital, Inc. reported a net income of 264.00K and revenue of 41.08M, resulting in a net margin of 0.6%.

ADP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Automatic Data Processing, Inc. reported a net income of 978.60M and revenue of 5.47B, resulting in a net margin of 17.9%.


Frequently Asked Questions


MHH and ADP have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADP has higher volatility (10.56%) compared to MHH (9.33%). In terms of maximum drawdown, MHH dropped -89.23% vs ADP's -59.51%.

MHH currently has the higher Sharpe Ratio (0.13 vs -0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MHH and ADP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer