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TEAM vs. ADSK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TEAM and ADSK is 0.55, 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.


-0.50.00.51.00.5

Performance

TEAM vs. ADSK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Atlassian Corporation Plc (TEAM) and Autodesk, Inc. (ADSK). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
56.72%
23.03%
TEAM
ADSK

Key characteristics

Sharpe Ratio

TEAM:

0.15

ADSK:

0.96

Sortino Ratio

TEAM:

0.53

ADSK:

1.36

Omega Ratio

TEAM:

1.08

ADSK:

1.19

Calmar Ratio

TEAM:

0.10

ADSK:

0.62

Martin Ratio

TEAM:

0.26

ADSK:

2.78

Ulcer Index

TEAM:

27.05%

ADSK:

9.33%

Daily Std Dev

TEAM:

47.05%

ADSK:

27.14%

Max Drawdown

TEAM:

-74.61%

ADSK:

-76.92%

Current Drawdown

TEAM:

-44.42%

ADSK:

-12.90%

Fundamentals

Market Cap

TEAM:

$70.26B

ADSK:

$65.26B

EPS

TEAM:

-$1.51

ADSK:

$5.03

PEG Ratio

TEAM:

4.05

ADSK:

1.84

Total Revenue (TTM)

TEAM:

$4.57B

ADSK:

$5.96B

Gross Profit (TTM)

TEAM:

$3.72B

ADSK:

$5.41B

EBITDA (TTM)

TEAM:

-$3.49M

ADSK:

$1.44B

Returns By Period

In the year-to-date period, TEAM achieves a 7.04% return, which is significantly lower than ADSK's 22.44% return.


TEAM

YTD

7.04%

1M

2.78%

6M

61.64%

1Y

7.16%

5Y*

16.05%

10Y*

N/A

ADSK

YTD

22.44%

1M

-3.16%

6M

23.03%

1Y

23.25%

5Y*

10.29%

10Y*

17.30%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TEAM vs. ADSK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Atlassian Corporation Plc (TEAM) 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.


Sharpe ratio
The chart of Sharpe ratio for TEAM, currently valued at 0.15, compared to the broader market-4.00-2.000.002.000.150.96
The chart of Sortino ratio for TEAM, currently valued at 0.53, compared to the broader market-4.00-2.000.002.004.000.531.36
The chart of Omega ratio for TEAM, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.19
The chart of Calmar ratio for TEAM, currently valued at 0.10, compared to the broader market0.002.004.006.000.100.62
The chart of Martin ratio for TEAM, currently valued at 0.26, compared to the broader market-5.000.005.0010.0015.0020.0025.000.262.78
TEAM
ADSK

The current TEAM Sharpe Ratio is 0.15, which is lower than the ADSK Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of TEAM 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.15
0.96
TEAM
ADSK

Dividends

TEAM vs. ADSK - Dividend Comparison

Neither TEAM nor ADSK has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TEAM vs. ADSK - Drawdown Comparison

The maximum TEAM drawdown since its inception was -74.61%, roughly equal to the maximum ADSK drawdown of -76.92%. Use the drawdown chart below to compare losses from any high point for TEAM and ADSK. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-44.42%
-12.90%
TEAM
ADSK

Volatility

TEAM vs. ADSK - Volatility Comparison

Atlassian Corporation Plc (TEAM) has a higher volatility of 13.44% compared to Autodesk, Inc. (ADSK) at 11.17%. This indicates that TEAM'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.44%
11.17%
TEAM
ADSK

Financials

TEAM vs. ADSK - Financials Comparison

This section allows you to compare key financial metrics between Atlassian Corporation Plc 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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