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PTC vs. ADBE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


PTCADBE
YTD Return6.79%-18.42%
1Y Return33.06%-8.53%
3Y Return (Ann)13.67%-9.23%
5Y Return (Ann)21.91%11.91%
10Y Return (Ann)17.26%21.42%
Sharpe Ratio1.62-0.23
Sortino Ratio2.16-0.09
Omega Ratio1.280.99
Calmar Ratio2.54-0.21
Martin Ratio6.23-0.47
Ulcer Index5.46%16.42%
Daily Std Dev21.05%33.93%
Max Drawdown-95.28%-79.89%
Current Drawdown-1.81%-29.30%

Fundamentals


PTCADBE
Market Cap$22.75B$214.24B
EPS$2.41$11.83
PE Ratio77.5341.14
PEG Ratio1.551.57
Total Revenue (TTM)$1.67B$20.95B
Gross Profit (TTM)$1.32B$18.49B
EBITDA (TTM)$500.42M$8.60B

Correlation

-0.50.00.51.00.4

The correlation between PTC and ADBE is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

PTC vs. ADBE - Performance Comparison

In the year-to-date period, PTC achieves a 6.79% return, which is significantly higher than ADBE's -18.42% return. Over the past 10 years, PTC has underperformed ADBE with an annualized return of 17.26%, while ADBE has yielded a comparatively higher 21.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctober
6.79%
3.68%
PTC
ADBE

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Risk-Adjusted Performance

PTC vs. ADBE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PTC Inc. (PTC) and Adobe Inc (ADBE). 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.


PTC
Sharpe ratio
The chart of Sharpe ratio for PTC, currently valued at 1.62, compared to the broader market-4.00-2.000.002.004.001.62
Sortino ratio
The chart of Sortino ratio for PTC, currently valued at 2.16, compared to the broader market-4.00-2.000.002.004.006.002.16
Omega ratio
The chart of Omega ratio for PTC, currently valued at 1.28, compared to the broader market0.501.001.502.001.28
Calmar ratio
The chart of Calmar ratio for PTC, currently valued at 2.54, compared to the broader market0.002.004.006.002.54
Martin ratio
The chart of Martin ratio for PTC, currently valued at 6.23, compared to the broader market-10.000.0010.0020.0030.006.23
ADBE
Sharpe ratio
The chart of Sharpe ratio for ADBE, currently valued at -0.23, compared to the broader market-4.00-2.000.002.004.00-0.23
Sortino ratio
The chart of Sortino ratio for ADBE, currently valued at -0.09, compared to the broader market-4.00-2.000.002.004.006.00-0.09
Omega ratio
The chart of Omega ratio for ADBE, currently valued at 0.99, compared to the broader market0.501.001.502.000.99
Calmar ratio
The chart of Calmar ratio for ADBE, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.21
Martin ratio
The chart of Martin ratio for ADBE, currently valued at -0.47, compared to the broader market-10.000.0010.0020.0030.00-0.47

PTC vs. ADBE - Sharpe Ratio Comparison

The current PTC Sharpe Ratio is 1.62, which is higher than the ADBE Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of PTC and ADBE, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctober
1.62
-0.23
PTC
ADBE

Dividends

PTC vs. ADBE - Dividend Comparison

Neither PTC nor ADBE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PTC vs. ADBE - Drawdown Comparison

The maximum PTC drawdown since its inception was -95.28%, which is greater than ADBE's maximum drawdown of -79.89%. Use the drawdown chart below to compare losses from any high point for PTC and ADBE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctober
-1.81%
-29.30%
PTC
ADBE

Volatility

PTC vs. ADBE - Volatility Comparison

The current volatility for PTC Inc. (PTC) is 5.35%, while Adobe Inc (ADBE) has a volatility of 6.67%. This indicates that PTC experiences smaller price fluctuations and is considered to be less risky than ADBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctober
5.35%
6.67%
PTC
ADBE

Financials

PTC vs. ADBE - Financials Comparison

This section allows you to compare key financial metrics between PTC Inc. and Adobe 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