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ALUM.L vs. APP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ALUM.L vs. APP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Aluminium (ALUM.L) and AppLovin Corporation (APP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ALUM.L achieves a 25.85% return, which is significantly higher than APP's -17.06% return.


ALUM.L

1D
-0.93%
1M
2.73%
YTD
25.85%
6M
29.08%
1Y
52.01%
3Y*
17.40%
5Y*
7.40%
10Y*
6.81%

APP

1D
-2.10%
1M
16.89%
YTD
-17.06%
6M
-18.27%
1Y
34.18%
3Y*
179.48%
5Y*
49.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALUM.L vs. APP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ALUM.L
WisdomTree Aluminium
25.85%17.98%4.62%-4.48%-15.92%18.86%
APP
AppLovin Corporation
-17.06%108.08%712.62%278.44%-88.83%44.57%

Correlation

The correlation between ALUM.L and APP is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2021

0.13

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Return for Risk

ALUM.L vs. APP — Risk / Return Rank

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

ALUM.L
ALUM.L Risk / Return Rank: 8787
Overall Rank
ALUM.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ALUM.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
ALUM.L Omega Ratio Rank: 8282
Omega Ratio Rank
ALUM.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
ALUM.L Martin Ratio Rank: 9090
Martin Ratio Rank

APP
APP Risk / Return Rank: 5757
Overall Rank
APP Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
APP Sortino Ratio Rank: 5656
Sortino Ratio Rank
APP Omega Ratio Rank: 5757
Omega Ratio Rank
APP Calmar Ratio Rank: 5757
Calmar Ratio Rank
APP Martin Ratio Rank: 5656
Martin Ratio Rank
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.

ALUM.L vs. APP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Aluminium (ALUM.L) and AppLovin Corporation (APP). 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.


ALUM.LAPPDifference
Sharpe ratioReturn per unit of total volatility

+2.36

Sortino ratioReturn per unit of downside risk

+2.81

Omega ratioGain probability vs. loss probability

1.48

1.14

+0.34

Calmar ratioReturn relative to maximum drawdown

5.84

0.69

+5.16

Martin ratioReturn relative to average drawdown

20.87

1.36

+19.51

ALUM.L vs. APP - Sharpe Ratio Comparison

The current ALUM.L Sharpe Ratio is 2.85, which is higher than the APP Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of ALUM.L and APP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ALUM.LAPPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

0.49

+2.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.64

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.67

-0.78

Drawdowns

ALUM.L vs. APP - Drawdown Comparison

The maximum ALUM.L drawdown since its inception was -77.63%, smaller than the maximum APP drawdown of -91.90%. Use the drawdown chart below to compare losses from any high point for ALUM.L and APP.


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Drawdown Indicators


ALUM.LAPPDifference

Max Drawdown

Largest peak-to-trough decline

-77.63%

-91.90%

+14.27%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-49.99%

+41.13%

Max Drawdown (3Y)

Largest decline over 3 years

-20.63%

-57.00%

+36.37%

Max Drawdown (5Y)

Largest decline over 5 years

-47.34%

-91.90%

+44.56%

Max Drawdown (10Y)

Largest decline over 10 years

-47.34%

Current Drawdown

Current decline from peak

-49.28%

-23.82%

-25.46%

Average Drawdown

Average peak-to-trough decline

-58.59%

-42.49%

-16.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

25.21%

-22.73%

Volatility

ALUM.L vs. APP - Volatility Comparison

The current volatility for WisdomTree Aluminium (ALUM.L) is 6.12%, while AppLovin Corporation (APP) has a volatility of 21.29%. This indicates that ALUM.L experiences smaller price fluctuations and is considered to be less risky than APP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALUM.LAPPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

21.29%

-15.17%

Volatility (6M)

Calculated over the trailing 6-month period

15.69%

58.34%

-42.65%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

70.85%

-52.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.79%

77.75%

-54.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.01%

77.53%

-57.52%

Dividends

ALUM.L vs. APP - Dividend Comparison

Neither ALUM.L nor APP has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ALUM.L and APP have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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