ADP vs G: returns, Sharpe ratio and drawdown

Over the past year, ADP returned +2.07% against -6.52% for G. Over five years, ADP averaged +5.21% a year, compared with -5.50% for G. ADP had the higher Sharpe ratio over the past year (0.05 vs -0.08), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -33.52% for ADP and -43.30% for G.