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

Key characteristics


MHHADP
YTD Return0.02%5.99%
1Y Return-7.67%17.13%
3Y Return (Ann)-19.76%10.29%
5Y Return (Ann)9.50%11.07%
10Y Return (Ann)0.16%16.20%
Sharpe Ratio-0.200.98
Daily Std Dev44.22%18.43%
Max Drawdown-89.23%-59.47%
Current Drawdown-70.60%-5.98%

Fundamentals


MHHADP
Market Cap$97.65M$101.04B
EPS-$0.61$8.96
PE Ratio18.6427.55
PEG Ratio0.692.67
Revenue (TTM)$201.10M$18.91B
Gross Profit (TTM)$63.18M$8.51B
EBITDA (TTM)$2.28M$5.49B

Correlation

-0.50.00.51.00.1

The correlation between MHH and ADP is 0.10, 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.

Performance

MHH vs. ADP - Performance Comparison

In the year-to-date period, MHH achieves a 0.02% return, which is significantly lower than ADP's 5.99% return. Over the past 10 years, MHH has underperformed ADP with an annualized return of 0.16%, while ADP has yielded a comparatively higher 16.20% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%300.00%400.00%500.00%600.00%700.00%800.00%900.00%December2024FebruaryMarchAprilMay
224.48%
821.80%
MHH
ADP

Compare stocks, funds, or ETFs

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


Mastech Digital, Inc.

Automatic Data Processing, Inc.

Risk-Adjusted Performance

MHH vs. ADP - Risk-Adjusted Performance 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.


MHH
Sharpe ratio
The chart of Sharpe ratio for MHH, currently valued at -0.20, compared to the broader market-2.00-1.000.001.002.003.004.00-0.20
Sortino ratio
The chart of Sortino ratio for MHH, currently valued at 0.01, compared to the broader market-4.00-2.000.002.004.006.000.01
Omega ratio
The chart of Omega ratio for MHH, currently valued at 1.00, compared to the broader market0.501.001.502.001.00
Calmar ratio
The chart of Calmar ratio for MHH, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.13
Martin ratio
The chart of Martin ratio for MHH, currently valued at -0.48, compared to the broader market-10.000.0010.0020.0030.00-0.48
ADP
Sharpe ratio
The chart of Sharpe ratio for ADP, currently valued at 0.98, compared to the broader market-2.00-1.000.001.002.003.004.000.98
Sortino ratio
The chart of Sortino ratio for ADP, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.006.001.36
Omega ratio
The chart of Omega ratio for ADP, currently valued at 1.21, compared to the broader market0.501.001.502.001.21
Calmar ratio
The chart of Calmar ratio for ADP, currently valued at 0.83, compared to the broader market0.002.004.006.000.83
Martin ratio
The chart of Martin ratio for ADP, currently valued at 3.34, compared to the broader market-10.000.0010.0020.0030.003.34

MHH vs. ADP - Sharpe Ratio Comparison

The current MHH Sharpe Ratio is -0.20, which is lower than the ADP Sharpe Ratio of 0.98. The chart below compares the 12-month rolling Sharpe Ratio of MHH and ADP.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00December2024FebruaryMarchAprilMay
-0.20
0.98
MHH
ADP

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 2.16%.


TTM20232022202120202019201820172016201520142013
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%3.57%
ADP
Automatic Data Processing, Inc.
2.16%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.11%2.22%

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 -59.47%. Use the drawdown chart below to compare losses from any high point for MHH and ADP. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-70.60%
-5.98%
MHH
ADP

Volatility

MHH vs. ADP - Volatility Comparison

Mastech Digital, Inc. (MHH) has a higher volatility of 11.09% compared to Automatic Data Processing, Inc. (ADP) at 4.44%. This indicates that MHH'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.


5.00%10.00%15.00%20.00%25.00%December2024FebruaryMarchAprilMay
11.09%
4.44%
MHH
ADP

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