PTC vs. ADSK

In the year-to-date period, PTC achieves a -23.98% return, which is significantly lower than ADSK's -16.94% return. Over the past 10 years, PTC has underperformed ADSK with an annualized return of 14.23%, while ADSK has yielded a comparatively higher 15.03% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for PTC Inc. (PTC) 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 current PTC Sharpe Ratio is -1.01, which is lower than the ADSK Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of PTC 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.

Neither PTC nor ADSK has paid dividends to shareholders.

The maximum PTC drawdown since its inception was -95.28%, which is greater than ADSK's maximum drawdown of -76.92%. Use the drawdown chart below to compare losses from any high point for PTC and ADSK. For additional features, visit the drawdowns tool.

PTC Inc. (PTC) and Autodesk, Inc. (ADSK) have volatilities of 10.23% and 10.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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