APLX vs APLD: returns, Sharpe ratio and drawdown
Performance
APLX-91.98%APLD-46.03%
Summary
APLX vs APLD
Over the past year, APLD returned -46.03% against -91.98% for APLX. APLD had the higher Sharpe ratio over the past year (-0.11 vs -0.20), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -71.46% for APLD and -95.45% for APLX. Their daily returns had a correlation of 1.00 over the past year, which is very high.
Ranking
How APLX and APLD rank
APLXAPLD
16
1Y Return Rank——
5Y Return Rank3123
Sharpe Ratio Rank15
Max Drawdown Rank03
Volatility Rank00
Dividend Yield RankCurrent Drawdown
APLX-93.83%APLD-66.32%
Rolling Volatility
APLX237.77%APLD120.47%
METRICS
Correlation Matrix
Fees and dividends
What APLX and APLD cost and pay
APLXAPLDExpense ratio1.51%—Yield0.00%0.00%Paid, past yearNoneNonePays——Growth a year——Return with dividends——Return, price only——
Metrics
Risk Indicators
APLXAPLD
Alpha
APLX
-126.75%
APLD
-53.74%
Beta
APLX
8.56x
APLD
4.30x
Sharpe
APLX
-0.20
APLD
-0.11
Sortino
APLX
-0.30
APLD
-0.16
Omega
APLX
0.97
APLD
0.98
Calmar
APLX
-0.96
APLD
-0.64
Martin
APLX
-0.70
APLD
-0.33
Comparisons