Autodesk Inc

10-Year Study

ADSK.US · Technology · US · Common Stock

Executive Summary: Autodesk Inc has compounded at 15.5% annually over the last 10 years, with a maximum drawdown of 46.5% and an annualized volatility of 43.1%.

1Y CAGR
-19.3%
3Y CAGR
+7.0%
5Y CAGR
-3.2%
10Y CAGR
+15.5%

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 →
46.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.52
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.92
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +66.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -33.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-14.6-2.8-2.61.6————————-17.9%
20255.3-11.9-4.54.88.04.5-2.13.80.9-5.10.7-2.40.1%
20244.21.70.9-18.3-5.322.70.04.46.63.02.91.321.4%
202315.1-7.74.8-6.42.42.63.64.7-6.8-4.510.511.530.3%
2022-11.2-11.8-2.7-11.79.8-17.225.8-6.7-7.414.7-5.8-7.5-33.5%
2021-9.1-0.50.45.3-2.12.110.0-3.4-8.011.4-20.010.6-7.9%
20207.3-3.0-18.219.912.413.7-1.23.9-6.02.019.09.066.4%
201914.510.7-4.414.4-9.71.2-4.1-8.53.4-0.222.81.442.6%
201810.31.66.90.32.51.5-2.020.21.1-17.211.8-11.022.7%
20179.96.10.24.224.1-9.89.93.3-1.911.3-12.2-4.441.6%
2016———2.6-2.6-7.19.813.47.3-0.10.51.926.9%

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 43.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 49.4% of variance. Idiosyncratic stock-specific factors contribute 17.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110258.960727148002
2016-05-019993.140113188132
2016-06-019284.856799862802
2016-07-0110195.506774138228
2016-08-0111558.909277996914
2016-09-0112404.390327559593
2016-10-0112395.815469044759
2016-11-0112452.409535242668
2016-12-0112692.505573658034
2017-01-0113949.579831932773
2017-02-0114800.205796604356
2017-03-0114829.360315554792
2017-04-0115446.750128622876
2017-05-0119168.23872406105
2017-06-0117290.344709312296
2017-07-0119000.171497170297
2017-08-0119629.566112159147
2017-09-0119252.27233750643
2017-10-0121430.28640027439
2017-11-0118813.239581546903
2017-12-0117978.048362202022
2018-01-0119828.50282970331
2018-02-0120145.772594752187
2018-03-0121536.614645858343
2018-04-0121591.493740353282
2018-05-0122140.284685302693
2018-06-0122481.564054193102
2018-07-0122027.096552906874
2018-08-0126470.588235294115
2018-09-0126772.423255016292
2018-10-0122166.009260847197
2018-11-0124781.341107871718
2018-12-0122056.251071857318
2019-01-0125244.38346767278
2019-02-0127955.753730063454
2019-03-0126722.68907563025
2019-04-0130562.510718573143
2019-05-0127595.609672440405
2019-06-0127936.889041330818
2019-07-0126782.713085234092
2019-08-0124493.22586177328
2019-09-0125330.132052821125
2019-10-0125271.823014920254
2019-11-0131023.83810667124
2019-12-0131462.870862630767
2020-01-0133759.21797290345
2020-02-0132735.379866232204
2020-03-0126770.708283313325
2020-04-0132092.265477619618
2020-05-0136079.57468701766
2020-06-0141020.4081632653
2020-07-0140547.07597324644
2020-08-0142136.85474189676
2020-09-0139617.56131023838
2020-10-0140394.44349168239
2020-11-0148058.652032241465
2020-12-0152364.94597839135
2021-01-0147578.45995541073
2021-02-0147333.219001886464
2021-03-0147530.440747727655
2021-04-0150061.738981306815
2021-05-0149024.18110101183
2021-06-0150060.02400960384
2021-07-0155072.886297376084
2021-08-0153179.55753730063
2021-09-0148905.84805350712
2021-10-0154469.216257931745
2021-11-0143592.86571771565
2021-12-0148223.28931572629
2022-01-0142838.27816841022
2022-02-0137768.82181444006
2022-03-0136760.418453095524
2022-04-0132460.984393757502
2022-05-0135628.53712913737
2022-06-0129490.653404218832
2022-07-0137098.26787858
2022-08-0134597.83913565426
2022-09-0132035.671411421714
2022-10-0136751.84359458069
2022-11-0134633.85354141656
2022-12-0132047.676213342478
2023-01-0136899.33116103584
2023-02-0134074.772766249356
2023-03-0135698.85096895901
2023-04-0133405.933802092266
2023-05-0134194.820785457036
2023-06-0135090.03601440576
2023-07-0136355.685131195336
2023-08-0138062.0819756474
2023-09-0135484.479506088144
2023-10-0133892.98576573486
2023-11-0137460.12690790602
2023-12-0141756.131023838105
2024-01-0143527.69679300291
2024-02-0144275.42445549648
2024-03-0144661.29308866404
2024-04-0136503.17269765049
2024-05-0134573.82953181272
2024-06-0142436.97478991597
2024-07-0142448.97959183674
2024-08-0144314.868804664715
2024-09-0147244.04047333219
2024-10-0148670.89693020065
2024-11-0150060.02400960384
2024-12-0150689.41862459269
2025-01-0153393.92900017149
2025-02-0147026.239067055394
2025-03-0144897.95918367347
2025-04-0147033.09895386726
2025-05-0150783.74206825587
2025-06-0153090.37900874636
2025-07-0151982.50728862974
2025-08-0153970.15949236837
2025-09-0154479.506088149545
2025-10-0151678.957297204586
2025-11-0152021.951637797974
2025-12-0150764.877379523234
2026-01-0143366.48945292403
2026-02-0142166.0092608472
2026-03-0141056.42256902761
2026-04-0141701.25192934316
Annual Return Matrix
YearAnnual Return
20170.4164302121334953
20180.2268434608413623
20190.4264831661612627
20200.664341000763109
2021-0.07909215955983484
2022-0.3354315587325296
20230.30293787124739113
20240.21393954328897657
20250.0014886490509862238
2026-0.17854126549778726
Total Factor Risk
0.4311264829653273
VTI.US Exposure
0.49417846712165336
VEA.US Exposure
-0.008629264190056362
VWO.US Exposure
-0.01881613568222095
QQQ.US Exposure
-0.08427847053064834
VTV.US Exposure
-0.033382989927493244
IJR.US Exposure
-0.031005494782844784
QUAL.US Exposure
0.0068409754829466185
SHV.US Exposure
0.4022772092532173
TLT.US Exposure
0.0006424065481828962
LQD.US Exposure
0.05826746110096445
HYG.US Exposure
0.025610017198017827
GLD.US Exposure
0.0005579928023532341
USO.US Exposure
0.002677915533235654
VNQ.US Exposure
-0.015721547093031085
BTC-USD.CC Exposure
-0.0023897273684969525
CPER.US Exposure
-0.0014015343682746214
VIX.INDX Exposure
0.018244673761161467
UUP.US Exposure
-0.0000594969884248044
TIP.US Exposure
0.008249216665967106
Idiosyncratic Exposure
0.1781383254637912
Value Score
31.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.1%

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 →45.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$50.5B
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
$0
Avg Yield on Cost
0.00%

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 →
+1.4%
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 →
-14.3%
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 →
25.6% 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 →
1.43
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Autodesk Inc a high-risk investment?

Autodesk Inc (ADSK.US) has an annualized volatility of 43.1% and experienced a maximum drawdown of 46.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ADSK.US has generated a Compound Annual Growth Rate (CAGR) of 15.5%. It has had a positive return in 70% 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.

Run a Full Backtest on Autodesk Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest