ADSK Autodesk Inc...

Fundamental Data

Get detailed Fundamental insights of Autodesk Inc. and compare it to the S&P500.
1-Day Range
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1-Year Range
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Company Stats

Mkt Cap $0 Volume 0
Price $undefined Prev. Close $undefined
Alpha 0.05 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of ADSK

Started Recovered Drawdown Days
Aug 26, 2021 Jul 19, 2024 -51.99% 1059
Feb 20, 2020 May 29, 2020 -35.47% 100
Dec 7, 2015 Aug 25, 2016 -34.69% 263
Mar 2, 2015 Nov 30, 2015 -32.85% 274
Aug 27, 2018 Feb 11, 2019 -24.73% 169
May 1, 2019 Nov 26, 2019 -21.63% 210
Jan 13, 2021 Jul 28, 2021 -20.94% 197
Nov 28, 2017 Mar 6, 2018 -20.30% 99
Sep 3, 2020 Nov 6, 2020 -15.45% 65
May 26, 2017 Jul 25, 2017 -12.76% 61

ADSK vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - July 19, 2024

Annual Return (%)

ADSK
S&P500
Metric ADSK S&P500
Cumulative Return +307.27% +167.24%
Compound Annual Growth Rate (CAGR) +10.69% +7.37%
Sharpe 0.58 0.67
Sortino 0.85 0.93
Max Drawdown -51.99% -34.1%
Longest Drawdown Days 1059 745
Volatility (ann.) 36.8% 17.83%
Correlation 67.76% -
R^2 0.46 -
Calmar 0.21 0.22
Skew 0.09 -0.55
Kurtosis 7.44 12.70
Expected Daily +0.06% +0.04%
Expected Monthly +1.23% +0.86%
Expected Yearly +15.08% +10.33%
Kelly Criterion 1.76% 3.9%
Risk of Ruin 0% 0%
Daily Value-at-Risk -3.73% -1.80%
Expected Shortfall (cVaR) -3.73% -1.80%
Max Consecutive Wins 10 10
Max Consecutive Losses 8 8
Gain/Pain Ratio 0.11 0.14
Gain/Pain (1M) 0.56 0.76
Payoff Ratio 0.93 0.91
Profit Factor 1.11 1.14
Outlier Win Ratio 2.71 6.00
Outlier Loss Ratio 2.96 6.28
MTD -2.02% +0.88%
3M +15.11% +9.90%
6M +0.53% +15.22%
YTD -0.42% +15.50%
1Y +11.60% +20.87%
3Y (ann.) -6.60% +5.42%
Best Day +16.20% +9.06%
Worst Day -15.86% -10.94%
Best Month -15.86% -10.94%
Worst Month -23.16% -13.00%
Best Year +66.43% +28.79%
Worst Year -33.54% -19.48%
Avg. Drawdown -5.38% -1.80%
Avg. Drawdown Days 37 21
Recovery Factor 3.94 3.33
Ulcer Index 0.22 0.08
Avg. Up Month +9.37% +3.80%
Avg. Down Month -9.82% -4.71%
Win Days 52.67% 54.28%
Win Month 56.52% 66.96%
Win Quarter 53.85% 76.92%
Win Year 70.00% 70.00%