PTC vs. ADSK

In the year-to-date period, PTC achieves a -11.01% return, which is significantly lower than ADSK's -7.23% return. Over the past 10 years, PTC has outperformed ADSK with an annualized return of 17.19%, while ADSK has yielded a comparatively lower 15.98% 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 -0.44, which is lower than the ADSK Sharpe Ratio of 0.24. 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) has a higher volatility of 11.19% compared to Autodesk, Inc. (ADSK) at 7.14%. This indicates that PTC's price experiences larger fluctuations and is considered to be riskier than ADSK based on this measure. 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.