Performance

ADSK-24.72%PTC-3.96%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
ADSK	-0.62%	-18.53%	-24.72%	-4.32%	-40.13%	-0.66
PTC	+0.07%	+13.89%	-3.96%	+9.45%	-45.44%	0.06

Summary

ADSK vs PTC

Over the past year, PTC returned -3.96% against -24.72% for ADSK. Over five years, PTC averaged +9.45% a year, compared with -4.32% for ADSK. PTC had the higher Sharpe ratio over the past year (0.06 vs -0.66), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -40.13% for ADSK and -45.44% for PTC.

Current Drawdown

ADSK-25.49%PTC-5.90%

Rolling Volatility

ADSK+2.54%PTC+7.27%

METRICS

Correlation Matrix

	ADSK	PTC
ADSK	1.00	0.60
PTC	0.60	1.00

Metrics

Risk Indicators

ADSKPTC

Alpha

-31.21%

-4.01%

Beta

0.51x

0.63x

Sharpe

-0.66

0.06

Sortino

-0.90

0.10

Omega

0.89

1.01

Calmar

-0.62

-0.09

Martin

-1.13

0.10

Comparisons

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ADSK vs XLK
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ADSK vs INTU
ADSK vs NOW

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PTC vs XLK
PTC vs SPY
PTC vs ADBE
PTC vs WDAY
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ADSK vs PTC: returns, Sharpe ratio and drawdown

ADSK vs PTC

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