ADBE vs INTU: returns, Sharpe ratio and drawdown

Over the past year, ADBE returned -30.63% against -52.88% for INTU. Over five years, INTU averaged -11.29% a year, compared with -16.99% for ADBE. ADBE had the higher Sharpe ratio over the past year (-0.81 vs -1.36), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -46.26% for ADBE and -62.68% for INTU.