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APLD vs. CMB1.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

APLD vs. CMB1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Applied Digital Corporation (APLD) and iShares FTSE MIB UCITS ETF (Acc) (CMB1.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

APLD is traded in USD, while CMB1.L is traded in GBp. To make them comparable, the CMB1.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, APLD achieves a 89.52% return, which is significantly higher than CMB1.L's 17.02% return. Over the past 10 years, APLD has outperformed CMB1.L with an annualized return of 128.45%, while CMB1.L has yielded a comparatively lower 16.17% annualized return.


APLD

1D
8.83%
1M
9.19%
YTD
89.52%
6M
102.22%
1Y
315.65%
3Y*
73.16%
5Y*
110.66%
10Y*
128.45%

CMB1.L

1D
1.03%
1M
6.84%
YTD
17.02%
6M
18.75%
1Y
37.91%
3Y*
31.24%
5Y*
19.47%
10Y*
16.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

APLD vs. CMB1.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
APLD
Applied Digital Corporation
89.52%220.94%13.35%266.30%-56.09%11,789.90%389.44%-34.55%64.99%-33.33%
CMB1.L
iShares FTSE MIB UCITS ETF (Acc)
17.02%54.68%11.37%37.57%-13.87%17.22%4.63%29.84%-18.67%34.14%

Correlation

The correlation between APLD and CMB1.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.24

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

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2010

0.07

The correlation between APLD and CMB1.L shifts across timeframes, from 0.07 (all time) to 0.24 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

APLD vs. CMB1.L — Risk / Return Rank

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

APLD
APLD Risk / Return Rank: 9393
Overall Rank
APLD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
APLD Sortino Ratio Rank: 9292
Sortino Ratio Rank
APLD Omega Ratio Rank: 8888
Omega Ratio Rank
APLD Calmar Ratio Rank: 9595
Calmar Ratio Rank
APLD Martin Ratio Rank: 9393
Martin Ratio Rank

CMB1.L
CMB1.L Risk / Return Rank: 8181
Overall Rank
CMB1.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CMB1.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
CMB1.L Omega Ratio Rank: 8181
Omega Ratio Rank
CMB1.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
CMB1.L Martin Ratio Rank: 7777
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.

APLD vs. CMB1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Digital Corporation (APLD) and iShares FTSE MIB UCITS ETF (Acc) (CMB1.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


APLDCMB1.LDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.37

1.38

-0.01

Calmar ratioReturn relative to maximum drawdown

6.32

3.35

+2.97

Martin ratioReturn relative to average drawdown

15.33

11.77

+3.56

APLD vs. CMB1.L - Sharpe Ratio Comparison

The current APLD Sharpe Ratio is 2.98, which is higher than the CMB1.L Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of APLD and CMB1.L, 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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Drawdowns

APLD vs. CMB1.L - Drawdown Comparison

The maximum APLD drawdown since its inception was -99.73%, which is greater than CMB1.L's maximum drawdown of -57.87%. Use the drawdown chart below to compare losses from any high point for APLD and CMB1.L.


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Drawdown Indicators


APLDCMB1.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.73%

-57.87%

-41.86%

Max Drawdown (1Y)

Largest decline over 1 year

-50.31%

-11.25%

-39.06%

Max Drawdown (3Y)

Largest decline over 3 years

-76.66%

-17.48%

-59.18%

Max Drawdown (5Y)

Largest decline over 5 years

-82.61%

-35.65%

-46.96%

Max Drawdown (10Y)

Largest decline over 10 years

-89.80%

-41.93%

-47.87%

Current Drawdown

Current decline from peak

-6.40%

0.00%

-6.40%

Average Drawdown

Average peak-to-trough decline

-74.85%

-19.36%

-55.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.70%

3.20%

+17.50%

Volatility

APLD vs. CMB1.L - Volatility Comparison

Applied Digital Corporation (APLD) has a higher volatility of 34.19% compared to iShares FTSE MIB UCITS ETF (Acc) (CMB1.L) at 4.73%. This indicates that APLD's price experiences larger fluctuations and is considered to be riskier than CMB1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APLDCMB1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.19%

4.73%

+29.46%

Volatility (6M)

Calculated over the trailing 6-month period

80.90%

13.97%

+66.93%

Volatility (1Y)

Calculated over the trailing 1-year period

107.00%

17.22%

+89.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

165.28%

21.24%

+144.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

301.55%

22.73%

+278.82%

Dividends

APLD vs. CMB1.L - Dividend Comparison

Neither APLD nor CMB1.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


APLD and CMB1.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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