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

Correlation

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.


-0.50.00.51.00.5

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.

850.00%900.00%950.00%1,000.00%1,050.00%1,100.00%1,150.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
957.10%
1,125.43%
VRSK
ADP

Key characteristics

Sharpe Ratio

VRSK:

1.04

ADP:

1.80

Sortino Ratio

VRSK:

1.47

ADP:

2.51

Omega Ratio

VRSK:

1.22

ADP:

1.33

Calmar Ratio

VRSK:

1.50

ADP:

2.14

Martin Ratio

VRSK:

3.84

ADP:

10.07

Ulcer Index

VRSK:

5.02%

ADP:

2.72%

Daily Std Dev

VRSK:

18.63%

ADP:

15.25%

Max Drawdown

VRSK:

-30.88%

ADP:

-59.50%

Current Drawdown

VRSK:

-5.93%

ADP:

-4.91%

Fundamentals

Market Cap

VRSK:

$39.57B

ADP:

$120.94B

EPS

VRSK:

$6.47

ADP:

$9.35

PEG Ratio

VRSK:

1.83

ADP:

2.69

Total Revenue (TTM)

VRSK:

$2.82B

ADP:

$19.52B

Gross Profit (TTM)

VRSK:

$1.77B

ADP:

$9.15B

EBITDA (TTM)

VRSK:

$1.53B

ADP:

$5.98B

Returns By Period

In the year-to-date period, VRSK achieves a 16.61% return, which is significantly lower than ADP's 27.80% return. Both investments have delivered pretty close results over the past 10 years, with VRSK having a 16.04% annualized return and ADP not far behind at 15.53%.


VRSK

YTD

16.61%

1M

-1.56%

6M

3.57%

1Y

19.30%

5Y*

13.83%

10Y*

16.04%

ADP

YTD

27.80%

1M

-1.58%

6M

19.61%

1Y

28.20%

5Y*

13.65%

10Y*

15.53%

Compare stocks, funds, or ETFs

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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 1.04, compared to the broader market-4.00-2.000.002.001.041.85
The chart of Sortino ratio for VRSK, currently valued at 1.47, compared to the broader market-4.00-2.000.002.004.001.472.58
The chart of Omega ratio for VRSK, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.34
The chart of Calmar ratio for VRSK, currently valued at 1.50, compared to the broader market0.002.004.006.001.502.20
The chart of Martin ratio for VRSK, currently valued at 3.84, compared to the broader market0.0010.0020.003.8410.31
VRSK
ADP

The current VRSK Sharpe Ratio is 1.04, which is lower than the ADP Sharpe Ratio of 1.80. 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.04
1.85
VRSK
ADP

Dividends

VRSK vs. ADP - Dividend Comparison

VRSK's dividend yield for the trailing twelve months is around 0.56%, less than ADP's 1.97% yield.


TTM20232022202120202019201820172016201520142013
VRSK
Verisk Analytics, Inc.
0.56%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.
1.97%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 -59.50%. 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%JulyAugustSeptemberOctoberNovemberDecember
-5.93%
-4.91%
VRSK
ADP

Volatility

VRSK vs. ADP - Volatility Comparison

The current volatility for Verisk Analytics, Inc. (VRSK) is 3.68%, while Automatic Data Processing, Inc. (ADP) has a volatility of 4.86%. This indicates that VRSK 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.68%
4.86%
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
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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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