AENT vs. DJT

Last updated Jun 4, 2026

AENT (Alliance Entertainment Holding Corporation Class A Common Stock) and DJT (Trump Media & Technology Group Corp.) are both stocks. Both are in the Communication Services sector — AENT in Entertainment, DJT in Internet Content & Information. Over the past 3 years, AENT returned 22.69%/yr vs -12.61%/yr for DJT. At a 0.13 correlation, their price movements are largely independent.

Performance

AENT vs. DJT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alliance Entertainment Holding Corporation Class A Common Stock (AENT) and Trump Media & Technology Group Corp. (DJT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AENT achieves a -31.44% return, which is significantly higher than DJT's -34.82% return.

AENT

• 1D: -4.15%
• 1M: -25.74%
• YTD: -31.44%
• 6M: -19.59%
• 1Y: 56.50%
• 3Y*: 22.69%
• 5Y*: -10.63%
• 10Y*: —

DJT

• 1D: -4.54%
• 1M: -6.20%
• YTD: -34.82%
• 6M: -25.02%
• 1Y: -60.49%
• 3Y*: -12.61%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AENT vs. DJT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
AENT Alliance Entertainment Holding Corporation Class A Common Stock	-31.44%	-10.82%	876.08%	-90.88%	3.98%	-0.10%
DJT Trump Media & Technology Group Corp.	-34.82%	-61.17%	94.86%	16.67%	-70.83%	416.88%

Correlation

The correlation between AENT and DJT is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (All Time) Calculated using the full available price history since Oct 1, 2021	0.13

Fundamentals

Market Cap AENT : $281.64B DJT : $2.39B
EPS AENT : $0.00 DJT : -$4.05
PS Ratio AENT : 63.70 DJT : 619.55
PB Ratio AENT : 2.35K DJT : 1.91
Total Revenue (TTM) AENT : $1.11B DJT : $3.73M
Gross Profit (TTM) AENT : $150.69M DJT : -$1.01M
EBITDA (TTM) AENT : $46.47M DJT : -$1.06B

Return for Risk

AENT vs. DJT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AENT

AENT Risk / Return Rank: 66
AENT Sharpe Ratio Rank: 65
AENT Sortino Ratio Rank: 67
AENT Omega Ratio Rank: 63
AENT Calmar Ratio Rank: 66
AENT Martin Ratio Rank: 69

DJT

DJT Risk / Return Rank: 5
DJT Sharpe Ratio Rank: 6
DJT Sortino Ratio Rank: 3
DJT Omega Ratio Rank: 6
DJT Calmar Ratio Rank: 3
DJT Martin Ratio Rank: 6

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AENT vs. DJT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alliance Entertainment Holding Corporation Class A Common Stock (AENT) and Trump Media & Technology Group Corp. (DJT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	AENT	DJT	Difference
Sharpe ratio Return per unit of total volatility	0.71	-0.91	+1.62
Sortino ratio Return per unit of downside risk	1.57	-1.77	+3.34
Omega ratio Gain probability vs. loss probability	1.18	0.81	+0.38
Calmar ratio Return relative to maximum drawdown	1.26	-0.95	+2.21
Martin ratio Return relative to average drawdown	3.52	-1.49	+5.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AENT vs. DJT - Sharpe Ratio Comparison

The current AENT Sharpe Ratio is 0.71, which is higher than the DJT Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of AENT and DJT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AENT	DJT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.71	-0.91	+1.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.12	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.12	-0.01	-0.10

Drawdowns

AENT vs. DJT - Drawdown Comparison

The maximum AENT drawdown since its inception was -92.91%, roughly equal to the maximum DJT drawdown of -91.85%. Use the drawdown chart below to compare losses from any high point for AENT and DJT.

Drawdown Indicators

	AENT	DJT	Difference
Max Drawdown Largest peak-to-trough decline	-92.91%	-91.85%	-1.06%
Max Drawdown (1Y) Largest decline over 1 year	-45.20%	-63.67%	+18.47%
Max Drawdown (3Y) Largest decline over 3 years	-81.85%	-87.99%	+6.14%
Max Drawdown (5Y) Largest decline over 5 years	-92.91%	—	—
Current Drawdown Current decline from peak	-47.24%	-91.15%	+43.91%
Average Drawdown Average peak-to-trough decline	-40.30%	-71.10%	+30.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.09%	40.72%	-24.63%

Volatility

AENT vs. DJT - Volatility Comparison

Alliance Entertainment Holding Corporation Class A Common Stock (AENT) has a higher volatility of 19.92% compared to Trump Media & Technology Group Corp. (DJT) at 13.15%. This indicates that AENT's price experiences larger fluctuations and is considered to be riskier than DJT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AENT	DJT	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.92%	13.15%	+6.77%
Volatility (6M) Calculated over the trailing 6-month period	50.54%	54.45%	-3.91%
Volatility (1Y) Calculated over the trailing 1-year period	82.65%	66.48%	+16.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	91.11%	204.71%	-113.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	89.39%	204.71%	-115.32%

Dividends

AENT vs. DJT - Dividend Comparison

Neither AENT nor DJT has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both AENT and DJT in my portfolio?

AENT and DJT have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AENT or DJT?

AENT has higher volatility (19.92%) compared to DJT (13.15%). In terms of maximum drawdown, AENT dropped -92.91% vs DJT's -91.85%.

Which has better risk-adjusted returns?

AENT currently has the higher Sharpe Ratio (0.71 vs -0.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.