Autodesk (ADSK): analysis and statistics
Return, volatility, Sharpe ratio and risk for Autodesk, a component of both the S&P 500 and the Nasdaq 100 in the Information Technology sector. Data as of 2026-09-13.
| Last close price | $212.40 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +0.02% |
| Total return over period | +0.07% |
| Annualized volatility | 31.65% |
| Period volatility | 54.64% |
| Sharpe ratio | -0.12 |
| Sortino ratio | -0.17 |
| Max drawdown | -42.56% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.86% |
| Correlation with the S&P 500 | 0.46 |
| Period range | $187.72 – $326.79 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Autodesk (ADSK) has posted an annualized return of +0.02% with annual volatility of 31.65%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -42.56%. Its correlation with the S&P 500 is 0.46, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how ADSK would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with ADSK →
Other Information Technology stocks
Is it part of the S&P 500?
Yes, Autodesk (ADSK) is of both the S&P 500 and the Nasdaq 100.
What is the Sharpe ratio? · How to optimize an investment portfolio