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UNMA vs. ADP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UNMA vs. ADP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unum Group (UNMA) and Automatic Data Processing, Inc. (ADP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UNMA achieves a -4.15% return, which is significantly lower than ADP's 5.24% return.


UNMA

1D
0.05%
1M
-2.46%
6M
-5.70%
YTD
-4.15%
1Y
-2.18%
3Y*
2.86%
5Y*
1.55%
10Y*
ALL TIME*
4.38%

ADP

1D
0.98%
1M
9.98%
6M
9.68%
YTD
5.24%
1Y
-8.85%
3Y*
4.81%
5Y*
7.24%
10Y*
14.19%
ALL TIME*
14.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$692.52M$605.05M$636.26M
$639.64K$527.37K$568.21K

UNMA vs. ADP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UNMA
Unum Group
-4.15%4.42%-0.32%12.61%-2.48%0.24%8.68%26.42%-6.18%
ADP
Automatic Data Processing, Inc.
5.24%-10.18%28.41%-0.25%-1.29%42.60%5.86%32.71%-4.68%

Correlation

The correlation between UNMA and ADP is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.01

Correlation (3Y)
Balances recent behavior with more history.

0.06

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.14

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2018

0.17

The correlation between UNMA and ADP shifts across timeframes, from 0.01 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

UNMA:

$13.67B

ADP:

$106.51B

EPS

UNMA:

$4.24

ADP:

$10.94

PE Ratio

UNMA:

5.06

ADP:

24.35

PEG Ratio

UNMA:

0.35

ADP:

2.07

PS Ratio

UNMA:

0.27

ADP:

4.90

PB Ratio

UNMA:

0.36

ADP:

17.65

Total Revenue (TTM)

UNMA:

$13.25B

ADP:

$21.95B

Gross Profit (TTM)

UNMA:

$4.73B

ADP:

$10.58B

EBITDA (TTM)

UNMA:

$1.21B

ADP:

$6.35B

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Return for Risk

UNMA vs. ADP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UNMA
UNMA Risk / Return Rank: 2929
Overall Rank
UNMA Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
UNMA Sortino Ratio Rank: 2424
Sortino Ratio Rank
UNMA Omega Ratio Rank: 2424
Omega Ratio Rank
UNMA Calmar Ratio Rank: 3636
Calmar Ratio Rank
UNMA Martin Ratio Rank: 3131
Martin Ratio Rank

ADP
ADP Risk / Return Rank: 2828
Overall Rank
ADP Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ADP Sortino Ratio Rank: 2222
Sortino Ratio Rank
ADP Omega Ratio Rank: 2323
Omega Ratio Rank
ADP Calmar Ratio Rank: 3434
Calmar Ratio Rank
ADP Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UNMA vs. ADP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unum Group (UNMA) and Automatic Data Processing, Inc. (ADP). 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.


UNMAADPDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

0.95

0.95

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.26

-0.31

+0.04

Martin ratioReturn relative to average drawdown

-0.67

-0.54

-0.13

UNMA vs. ADP - Sharpe Ratio Comparison

The current UNMA Sharpe Ratio is -0.31, which is comparable to the ADP Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of UNMA and ADP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UNMA vs. ADP - Drawdown Comparison

The maximum UNMA drawdown since its inception was -41.65%, smaller than the maximum ADP drawdown of -59.51%. Use the drawdown chart below to compare losses from any high point for UNMA and ADP.


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Drawdown Indicators


UNMAADPDifference

Max Drawdown

Largest peak-to-trough decline

-41.65%

-59.51%

+17.86%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-37.68%

+28.58%

Max Drawdown (3Y)

Largest decline over 3 years

-9.10%

-40.78%

+31.68%

Max Drawdown (5Y)

Largest decline over 5 years

-15.18%

-40.78%

+25.60%

Max Drawdown (10Y)

Largest decline over 10 years

-40.78%

Current Drawdown

Current decline from peak

-8.38%

-15.78%

+7.40%

Average Drawdown

Average peak-to-trough decline

-3.44%

-12.63%

+9.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

21.40%

-17.85%

Volatility

UNMA vs. ADP - Volatility Comparison

The current volatility for Unum Group (UNMA) is 1.85%, while Automatic Data Processing, Inc. (ADP) has a volatility of 10.56%. This indicates that UNMA experiences smaller price fluctuations and is considered to be less risky than ADP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNMAADPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

10.56%

-8.71%

Volatility (6M)

Calculated over the trailing 6-month period

5.17%

23.32%

-18.15%

Volatility (1Y)

Calculated over the trailing 1-year period

7.81%

26.92%

-19.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.61%

22.72%

-10.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.07%

24.71%

-5.64%

Dividends

UNMA vs. ADP - Dividend Comparison

UNMA's dividend yield for the trailing twelve months is around 7.29%, more than ADP's 2.49% yield.


PositionTTM20252024202320222021202020192018201720162015
ADP
Automatic Data Processing, Inc.
2.49%2.46%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%
UNMA
Unum Group
7.29%6.76%6.62%6.19%6.53%5.98%5.65%5.79%3.75%0.00%0.00%0.00%

Financials

UNMA vs. ADP - Financials Comparison

This section allows you to compare key financial metrics between Unum Group and Automatic Data Processing, 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

UNMA vs. ADP - Profitability Comparison

The chart below illustrates the profitability comparison between Unum Group and Automatic Data Processing, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

UNMA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Unum Group reported a gross profit of 1.29B and revenue of 3.29B. Therefore, the gross margin over that period was 39.2%.

ADP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Automatic Data Processing, Inc. reported a gross profit of 2.90B and revenue of 5.47B. Therefore, the gross margin over that period was 53.0%.

UNMA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Unum Group reported an operating income of 329.50M and revenue of 3.29B, resulting in an operating margin of 10.0%.

ADP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Automatic Data Processing, Inc. reported an operating income of 1.14B and revenue of 5.47B, resulting in an operating margin of 20.8%.

UNMA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Unum Group reported a net income of 256.90M and revenue of 3.29B, resulting in a net margin of 7.8%.

ADP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Automatic Data Processing, Inc. reported a net income of 978.60M and revenue of 5.47B, resulting in a net margin of 17.9%.


Frequently Asked Questions


UNMA and ADP have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADP has higher volatility (10.56%) compared to UNMA (1.85%). In terms of maximum drawdown, UNMA dropped -41.65% vs ADP's -59.51%.

UNMA currently has the higher Sharpe Ratio (-0.31 vs -0.43), 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.

Portfolio Optimizer

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