Automatic Data Processing (ADP): analysis and statistics
Return, volatility, Sharpe ratio and risk for Automatic Data Processing, an S&P 500 component in the Industrials sector. Data as of 2026-07-30.
| Last close price | $263.87 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +4.64% |
| Total return over period | +14.51% |
| Annualized volatility | 21.58% |
| Sharpe ratio | 0.04 |
| Sortino ratio | 0.06 |
| Max drawdown | -40.78% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.23% |
| Correlation with the S&P 500 | 0.30 |
| Period range | $187.37 – $316.39 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Automatic Data Processing (ADP) has posted an annualized return of +4.64% with annual volatility of 21.58%, a Sharpe ratio of 0.04. Its worst stretch (max drawdown from a peak) was -40.78%. Its correlation with the S&P 500 is 0.30, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how ADP would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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