SCHW vs. ADSK
SCHW (The Charles Schwab Corporation) and ADSK (Autodesk, Inc.) are both stocks. SCHW operates in Capital Markets (Financial Services), while ADSK operates in Software - Application (Technology). Over the past 10 years, SCHW returned 13.79%/yr vs 13.36%/yr for ADSK. At a 0.33 correlation, their price movements are largely independent.
Performance
SCHW vs. ADSK - Performance Comparison
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Returns By Period
In the year-to-date period, SCHW achieves a -8.33% return, which is significantly higher than ADSK's -32.91% return. Both investments have delivered pretty close results over the past 10 years, with SCHW having a 13.79% annualized return and ADSK not far behind at 13.36%.
SCHW
- 1D
- -0.16%
- 1M
- 0.08%
- YTD
- -8.33%
- 6M
- -3.88%
- 1Y
- 5.43%
- 3Y*
- 20.37%
- 5Y*
- 5.67%
- 10Y*
- 13.79%
ADSK
- 1D
- 0.09%
- 1M
- -16.07%
- YTD
- -32.91%
- 6M
- -32.52%
- 1Y
- -32.02%
- 3Y*
- -2.38%
- 5Y*
- -6.21%
- 10Y*
- 13.36%
SCHW vs. ADSK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHW The Charles Schwab Corporation | -8.33% | 36.65% | 9.17% | -15.97% | 0.11% | 60.23% | 13.57% | 16.38% | -18.43% | 31.15% |
ADSK Autodesk, Inc. | -32.91% | 0.15% | 21.39% | 30.29% | -33.54% | -7.91% | 66.43% | 42.65% | 22.68% | 41.64% |
Correlation
The correlation between SCHW and ADSK is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 1989 | 0.33 |
The correlation between SCHW and ADSK shifts across timeframes, from 0.26 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SCHW:
$159.34B
ADSK:
$42.10B
SCHW:
$5.26
ADSK:
$6.84
SCHW:
17.28
ADSK:
29.05
SCHW:
0.99
ADSK:
1.12
SCHW:
6.74
ADSK:
5.66
SCHW:
59.02K
ADSK:
13.20
SCHW:
$24.17B
ADSK:
$7.51B
SCHW:
$18.86B
ADSK:
$6.84B
SCHW:
$13.11B
ADSK:
$2.14B
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Return for Risk
SCHW vs. ADSK — Risk / Return Rank
SCHW
ADSK
SCHW vs. ADSK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Charles Schwab Corporation (SCHW) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SCHW | ADSK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.84 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | -0.82 | +1.09 |
| Martin ratioReturn relative to average drawdown | 0.64 | -1.78 | +2.41 |
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Drawdowns
SCHW vs. ADSK - Drawdown Comparison
The maximum SCHW drawdown since its inception was -86.79%, which is greater than ADSK's maximum drawdown of -76.92%. Use the drawdown chart below to compare losses from any high point for SCHW and ADSK.
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Drawdown Indicators
| SCHW | ADSK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.79% | -76.92% | -9.87% |
Max Drawdown (1Y)Largest decline over 1 year | -19.83% | -39.28% | +19.45% |
Max Drawdown (3Y)Largest decline over 3 years | -27.11% | -39.28% | +12.17% |
Max Drawdown (5Y)Largest decline over 5 years | -49.70% | -51.99% | +2.29% |
Max Drawdown (10Y)Largest decline over 10 years | -51.08% | -51.99% | +0.91% |
Current DrawdownCurrent decline from peak | -14.57% | -41.98% | +27.41% |
Average DrawdownAverage peak-to-trough decline | -35.53% | -22.63% | -12.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.55% | 18.04% | -9.49% |
Volatility
SCHW vs. ADSK - Volatility Comparison
The current volatility for The Charles Schwab Corporation (SCHW) is 7.42%, while Autodesk, Inc. (ADSK) has a volatility of 13.75%. This indicates that SCHW experiences smaller price fluctuations and is considered to be less risky than ADSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHW | ADSK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.42% | 13.75% | -6.33% |
Volatility (6M)Calculated over the trailing 6-month period | 19.74% | 27.98% | -8.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.19% | 33.70% | -9.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.21% | 35.23% | -3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.42% | 36.51% | -3.09% |
Dividends
SCHW vs. ADSK - Dividend Comparison
SCHW's dividend yield for the trailing twelve months is around 1.30%, while ADSK has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADSK Autodesk, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHW The Charles Schwab Corporation | 1.30% | 1.08% | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% |
Financials
SCHW vs. ADSK - Financials Comparison
This section allows you to compare key financial metrics between The Charles Schwab Corporation 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.
Total Revenue: Total amount of money received from sales and other business activities
SCHW vs. ADSK - Profitability Comparison
SCHW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported a gross profit of 1.03B and revenue of 3.14B. Therefore, the gross margin over that period was 32.7%.
ADSK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported a gross profit of 1.76B and revenue of 1.93B. Therefore, the gross margin over that period was 91.0%.
SCHW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported an operating income of -730.00M and revenue of 3.14B, resulting in an operating margin of -23.2%.
ADSK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported an operating income of 541.00M and revenue of 1.93B, resulting in an operating margin of 28.0%.
SCHW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported a net income of 2.48B and revenue of 3.14B, resulting in a net margin of 78.9%.
ADSK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported a net income of 491.00M and revenue of 1.93B, resulting in a net margin of 25.4%.
Frequently Asked Questions
SCHW and ADSK have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADSK has higher volatility (13.75%) compared to SCHW (7.42%). In terms of maximum drawdown, SCHW dropped -86.79% vs ADSK's -76.92%.
SCHW currently has the higher Sharpe Ratio (0.23 vs -0.96), 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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