Automatic Data Processing (ADP): analysis and statistics
Return, volatility, Sharpe ratio and risk for Automatic Data Processing, a component of both the S&P 500 and the Nasdaq 100 in the Industrials. Data as of 2026-10-29.
| Last close price | $285.37 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +12.42% |
| Total return over period | +41.82% |
| Annualized volatility | 21.72% |
| Period volatility | 37.52% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.78 |
| Sortino ratio | 1.14 |
| Max drawdown | -40.78% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.13% |
| Correlation with the S&P 500 | 0.26 |
| 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 +12.42% with annual volatility of 21.72%, a Sharpe ratio of 0.78. Its worst stretch (max drawdown from a peak) was -40.78%. Its correlation with the S&P 500 is 0.26, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Automatic Data Processing (ADP) is of both the S&P 500 and the Nasdaq 100.
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