PG vs. ADP
PG (The Procter & Gamble Company) and ADP (Automatic Data Processing, Inc.) are both stocks. PG operates in Household & Personal Products (Consumer Defensive), while ADP operates in Staffing & Employment Services (Industrials). Over the past 10 years, PG returned 8.86%/yr vs 12.74%/yr for ADP. At a 0.35 correlation, their price movements are largely independent.
Performance
PG vs. ADP - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 3.75% return, which is significantly higher than ADP's -9.08% return. Over the past 10 years, PG has underperformed ADP with an annualized return of 8.86%, while ADP has yielded a comparatively higher 12.74% annualized return.
PG
- 1D
- 4.09%
- 1M
- -0.92%
- YTD
- 3.75%
- 6M
- 3.65%
- 1Y
- -7.40%
- 3Y*
- 3.11%
- 5Y*
- 4.13%
- 10Y*
- 8.86%
ADP
- 1D
- 0.28%
- 1M
- 11.94%
- YTD
- -9.08%
- 6M
- -10.03%
- 1Y
- -27.11%
- 3Y*
- 4.66%
- 5Y*
- 5.48%
- 10Y*
- 12.74%
PG vs. ADP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 3.75% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
ADP Automatic Data Processing, Inc. | -9.08% | -10.18% | 28.41% | -0.25% | -1.29% | 42.60% | 5.86% | 32.71% | 14.25% | 16.54% |
Correlation
The correlation between PG and ADP is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 1983 | 0.35 |
Over the past year, the correlation between PG and ADP has dropped to 0.02 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
Fundamentals
PG:
$354.11B
ADP:
$93.31B
PG:
$5.23
ADP:
$10.72
PG:
28.04
ADP:
21.64
PG:
6.86
ADP:
1.63
PG:
4.11
ADP:
4.35
PG:
6.56
ADP:
14.69
PG:
$86.72B
ADP:
$21.60B
PG:
$43.64B
ADP:
$10.26B
PG:
$22.63B
ADP:
$6.51B
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Return for Risk
PG vs. ADP — Risk / Return Rank
PG
ADP
PG vs. ADP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.
| PG | ADP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.81 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | -0.67 | +0.19 |
| Martin ratioReturn relative to average drawdown | -0.83 | -1.19 | +0.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PG | ADP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.40 | -1.12 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.25 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.52 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.54 | -0.08 |
Drawdowns
PG vs. ADP - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, smaller than the maximum ADP drawdown of -59.51%. Use the drawdown chart below to compare losses from any high point for PG and ADP.
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Drawdown Indicators
| PG | ADP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -59.51% | +5.26% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -40.78% | +25.26% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -40.78% | +19.63% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -40.78% | +17.01% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -40.78% | +17.01% |
Current DrawdownCurrent decline from peak | -15.07% | -27.24% | +12.17% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -12.59% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.89% | 22.81% | -13.92% |
Volatility
PG vs. ADP - Volatility Comparison
The current volatility for The Procter & Gamble Company (PG) is 7.05%, while Automatic Data Processing, Inc. (ADP) has a volatility of 9.59%. This indicates that PG 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.
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Volatility by Period
| PG | ADP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.05% | 9.59% | -2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 20.39% | -5.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.70% | 24.27% | -5.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 22.04% | -4.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.04% | 24.47% | -5.43% |
Dividends
PG vs. ADP - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.91%, more than ADP's 2.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | 2.79% | 2.46% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% |
PG The Procter & Gamble Company | 2.91% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Financials
PG vs. ADP - Financials Comparison
This section allows you to compare key financial metrics between The Procter & Gamble Company 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.
Total Revenue: Total amount of money received from sales and other business activities
PG vs. ADP - Profitability Comparison
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.
ADP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Automatic Data Processing, Inc. reported a gross profit of 2.87B and revenue of 5.94B. Therefore, the gross margin over that period was 48.3%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.
ADP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Automatic Data Processing, Inc. reported an operating income of 1.79B and revenue of 5.94B, resulting in an operating margin of 30.1%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.
ADP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Automatic Data Processing, Inc. reported a net income of 1.36B and revenue of 5.94B, resulting in a net margin of 22.9%.
Frequently Asked Questions
PG 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 (9.59%) compared to PG (7.05%). In terms of maximum drawdown, PG dropped -54.25% vs ADP's -59.51%.
PG currently has the higher Sharpe Ratio (-0.40 vs -1.12), 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.
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