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VRSK vs. ADP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

VRSK vs. ADP - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
12.38%
18.82%
VRSK
ADP

Returns By Period

In the year-to-date period, VRSK achieves a 19.53% return, which is significantly lower than ADP's 30.31% return. Both investments have delivered pretty close results over the past 10 years, with VRSK having a 16.86% annualized return and ADP not far behind at 16.04%.


VRSK

YTD

19.53%

1M

6.01%

6M

12.38%

1Y

19.23%

5Y (annualized)

15.03%

10Y (annualized)

16.86%

ADP

YTD

30.31%

1M

2.64%

6M

18.82%

1Y

32.09%

5Y (annualized)

14.42%

10Y (annualized)

16.04%

Fundamentals


VRSKADP
Market Cap$40.13B$121.66B
EPS$6.48$9.37
PE Ratio43.8631.87
PEG Ratio1.842.69
Total Revenue (TTM)$2.82B$19.52B
Gross Profit (TTM)$1.77B$9.15B
EBITDA (TTM)$1.53B$5.98B

Key characteristics


VRSKADP
Sharpe Ratio1.002.14
Sortino Ratio1.412.98
Omega Ratio1.221.39
Calmar Ratio1.512.39
Martin Ratio3.8011.71
Ulcer Index5.13%2.72%
Daily Std Dev19.50%14.87%
Max Drawdown-30.88%-59.47%
Current Drawdown-2.01%-3.03%

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Correlation

-0.50.00.51.00.5

The correlation between VRSK and ADP is 0.54, 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.

Risk-Adjusted Performance

VRSK vs. ADP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Verisk Analytics, Inc. (VRSK) 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.


Sharpe ratio
The chart of Sharpe ratio for VRSK, currently valued at 1.00, compared to the broader market-4.00-2.000.002.004.001.002.14
The chart of Sortino ratio for VRSK, currently valued at 1.41, compared to the broader market-4.00-2.000.002.004.001.412.98
The chart of Omega ratio for VRSK, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.39
The chart of Calmar ratio for VRSK, currently valued at 1.51, compared to the broader market0.002.004.006.001.512.39
The chart of Martin ratio for VRSK, currently valued at 3.80, compared to the broader market-10.000.0010.0020.0030.003.8011.71
VRSK
ADP

The current VRSK Sharpe Ratio is 1.00, which is lower than the ADP Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of VRSK and ADP, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.00
2.14
VRSK
ADP

Dividends

VRSK vs. ADP - Dividend Comparison

VRSK's dividend yield for the trailing twelve months is around 0.53%, less than ADP's 1.88% yield.


TTM20232022202120202019201820172016201520142013
VRSK
Verisk Analytics, Inc.
0.53%0.57%0.70%0.51%0.52%0.67%0.00%0.00%0.00%0.00%0.00%0.00%
ADP
Automatic Data Processing, Inc.
1.88%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%2.21%

Drawdowns

VRSK vs. ADP - Drawdown Comparison

The maximum VRSK drawdown since its inception was -30.88%, smaller than the maximum ADP drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for VRSK and ADP. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.01%
-3.03%
VRSK
ADP

Volatility

VRSK vs. ADP - Volatility Comparison

Verisk Analytics, Inc. (VRSK) and Automatic Data Processing, Inc. (ADP) have volatilities of 5.74% and 5.96%, 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.74%
5.96%
VRSK
ADP

Financials

VRSK vs. ADP - Financials Comparison

This section allows you to compare key financial metrics between Verisk Analytics, Inc. 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