Automatic Data Processing Inc

10-Year Study

ADP.US · Technology · US · Common Stock

Executive Summary: Automatic Data Processing Inc has compounded at 11.0% annually over the last 10 years, with a maximum drawdown of 37.4% and an annualized volatility of 36.4%.

1Y CAGR
-40.0%
3Y CAGR
+0.6%
5Y CAGR
+2.5%
10Y CAGR
+11.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
37.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.63
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +42.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -22.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.0-13.2-5.2-1.4————————-22.1%
20253.54.0-2.5-1.68.3-4.80.4-1.8-3.0-11.3-1.91.4-10.2%
20245.52.20.0-3.11.3-2.010.05.10.84.56.1-4.128.4%
2023-5.5-2.71.9-1.2-5.05.812.53.0-5.0-9.35.41.9-0.2%
2022-16.4-0.811.9-4.12.2-5.314.81.4-7.16.99.3-9.1-1.3%
2021-6.35.48.9-0.84.81.85.5-0.3-3.912.32.97.342.6%
20200.5-9.7-11.17.3-0.12.2-10.74.61.013.210.11.95.9%
20196.79.44.92.9-2.63.70.72.0-4.50.55.30.432.7%
20185.5-6.7-1.14.110.13.70.68.73.1-4.42.3-10.614.3%
2017-1.71.60.32.1-2.00.716.1-10.53.26.3-1.52.916.5%
2016———-1.4-0.75.2-3.21.0-1.2-1.310.37.716.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 36.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.0% of variance. Idiosyncratic stock-specific factors contribute 13.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019858.431856335468
2016-05-019791.542453957727
2016-06-0110303.633101530668
2016-07-019976.151159883395
2016-08-0110072.604331806606
2016-09-019950.722471487174
2016-10-019822.109083715473
2016-11-0110832.978439879218
2016-12-0111664.899068301651
2017-01-0111461.74431735443
2017-02-0111646.737681991655
2017-03-0111684.502924779988
2017-04-0111924.159039891858
2017-05-0111682.222448132896
2017-06-0111758.728318299589
2017-07-0113646.592061193707
2017-08-0112218.931253245557
2017-09-0112612.547017658582
2017-10-0113413.22786357804
2017-11-0113205.553372770011
2017-12-0113594.40211672194
2018-01-0114341.464285812413
2018-02-0113377.482079025385
2018-03-0113236.43597218368
2018-04-0113772.97992356282
2018-05-0115165.678002192555
2018-06-0115725.97462901041
2018-07-0115825.614973115105
2018-08-0117204.31422220635
2018-09-0117745.927425891383
2018-10-0116970.881335535047
2018-11-0117364.291032781166
2018-12-0115532.257754307493
2019-01-0116565.217510763574
2019-02-0118127.687459301735
2019-03-0119021.057316895585
2019-04-0119574.759794372443
2019-05-0119066.30966674818
2019-06-0119781.26657123467
2019-07-0119923.65898356683
2019-08-0120320.88779230628
2019-09-0119408.60096879044
2019-10-0119506.002049681418
2019-11-0120534.01619413176
2019-12-0120612.51404691188
2020-01-0120720.10858365915
2020-02-0118707.217021697503
2020-03-0116626.07601405653
2020-04-0117843.726903305043
2020-05-0117819.39723979899
2020-06-0118217.573957506207
2020-07-0116262.326251033772
2020-08-0117018.48285109037
2020-09-0117181.344602001875
2020-10-0119456.339862457036
2020-11-0121417.247547113828
2020-12-0121819.73793751494
2021-01-0120447.646575575818
2021-02-0121549.776211056742
2021-03-0123459.015988064595
2021-04-0123274.791940850482
2021-05-0124398.764696023452
2021-06-0124838.951640157273
2021-07-0126215.837498179742
2021-08-0126142.05171461621
2021-09-0125115.383875656327
2021-10-0128202.050230932608
2021-11-0129006.069364955947
2021-12-0131115.262982918404
2022-01-0126016.03477314753
2022-02-0125797.74095433826
2022-03-0128855.777711225717
2022-04-0127668.77587860171
2022-05-0128272.4152995255
2022-06-0126763.01451537124
2022-07-0130723.185853351617
2022-08-0131142.381422083257
2022-09-0128945.361977585388
2022-10-0130930.159715792164
2022-11-0133801.7881134963
2022-12-0130714.833264186353
2023-01-0129036.74589720271
2023-02-0128266.49430292973
2023-03-0128789.959858115886
2023-04-0128449.85286804283
2023-05-0127026.06612283252
2023-06-0128587.780491758687
2023-07-0132160.765360933518
2023-08-0133116.76589945571
2023-09-0131448.487329616797
2023-10-0128525.603158597536
2023-11-0130055.019933563948
2023-12-0130638.327394019656
2024-01-0132322.995172533174
2024-02-0133026.577169406446
2024-03-0133033.50102621449
2024-04-0131995.16978560772
2024-05-0132395.956687429083
2024-06-0131753.892608782862
2024-07-0134937.39679469391
2024-08-0136705.425611126535
2024-09-0137000.56874538067
2024-10-0138673.24341478024
2024-11-0141038.50983215142
2024-12-0139342.686951002725
2025-01-0140724.29861605291
2025-02-0142359.93614665388
2025-03-0141281.79272940084
2025-04-0140615.67374347111
2025-05-0143984.10260496375
2025-06-0141877.78018952684
2025-07-0142027.15140991156
2025-08-0141287.0955244959
2025-09-0140061.51791822706
2025-10-0135529.853637360255
2025-11-0134847.372918378176
2025-12-0135337.771562181464
2026-01-0133907.66542385269
2026-02-0129448.37193200333
2026-03-0127912.48464799607
2026-04-0127529.199717550604
Annual Return Matrix
YearAnnual Return
20170.165411036745577
20180.14254805918988311
20190.32707777407283256
20200.0585675230035283
20210.42601451364920173
2022-0.012869237806277911
2023-0.0024908443913287392
20240.2841003506830495
2025-0.10179567536424183
2026-0.22096956031567094
Total Factor Risk
0.364046295434252
VTI.US Exposure
0.05659484121071218
VEA.US Exposure
-0.0377424375714975
VWO.US Exposure
0.009366414908204567
QQQ.US Exposure
-0.05209830991625041
VTV.US Exposure
-0.021335775800828218
IJR.US Exposure
0.02250558271489781
QUAL.US Exposure
0.16411376650636755
SHV.US Exposure
0.5795530833501793
TLT.US Exposure
0.013301233088604312
LQD.US Exposure
0.09603845031027129
HYG.US Exposure
-0.0006554330838059435
GLD.US Exposure
-0.00009781101636327338
USO.US Exposure
0.0048202692349117076
VNQ.US Exposure
0.0030384988679869273
BTC-USD.CC Exposure
0.0005067005979345836
CPER.US Exposure
-0.0011511789184252689
VIX.INDX Exposure
0.00007853025422471244
UUP.US Exposure
0.01232704539611369
TIP.US Exposure
0.01309354298069577
Idiosyncratic Exposure
0.1377429868860662
Value Score
42.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
37.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →19.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.14%
Market Cap$82.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$234
Avg Yield on Cost
2.34%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$233.542.34%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-4.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-23.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
37.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.86
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Automatic Data Processing Inc a high-risk investment?

Automatic Data Processing Inc (ADP.US) has an annualized volatility of 36.4% and experienced a maximum drawdown of 37.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ADP.US?

Over the past 10 years, ADP.US has generated a Compound Annual Growth Rate (CAGR) of 11.0%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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