Automatic Data Processing, Inc. (ADP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Automatic Data Processing, Inc. (ADP): 1Y return -1.2%, Sharpe ratio 0.09, volatility 27.3%, max drawdown -33.0%. A Stock in the Equity asset class. Compare ADP with other assets and invest through your own broker with pfolio.
Automatic Data Processing, Inc. (ADP) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
ADP Performance
- MTD
- Return: 6.1%, Sharpe: 7.89, Volatility: 24.0%, Max Drawdown: -2.4%
- YTD
- Return: 8.8%, Sharpe: 0.51, Volatility: 29.0%, Max Drawdown: -28.4%
- 1Y
- Return: -1.2%, Sharpe: 0.09, Volatility: 27.3%, Max Drawdown: -33.0%
- 5Y
- Return: 50.2%, Sharpe: 0.46, Volatility: 22.5%, Max Drawdown: -40.8%
- 10Y
- Return: 292.4%, Sharpe: 0.66, Volatility: 24.4%, Max Drawdown: -40.8%
Frequently Asked Questions
- What is Automatic Data Processing, Inc. (ADP)?
- Automatic Data Processing, Inc. (ADP) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does ADP compare to other assets?
- You can compare ADP with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in ADP through pfolio?
- pfolio helps you build diversified portfolios that may include ADP. You invest through your own broker — pfolio provides the analytics.