APLD vs. LAES

In the year-to-date period, APLD achieves a -31.28% return, which is significantly higher than LAES's -61.95% return.

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This table presents a comparison of risk-adjusted performance metrics for Applied Digital Corporation (APLD) and SEALSQ Corp (LAES). 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.

The current APLD Sharpe Ratio is 0.51, which is comparable to the LAES Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of APLD and LAES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither APLD nor LAES has paid dividends to shareholders.

The maximum APLD drawdown since its inception was -99.99%, roughly equal to the maximum LAES drawdown of -98.44%. Use the drawdown chart below to compare losses from any high point for APLD and LAES. For additional features, visit the drawdowns tool.

Applied Digital Corporation (APLD) has a higher volatility of 54.12% compared to SEALSQ Corp (LAES) at 32.22%. This indicates that APLD's price experiences larger fluctuations and is considered to be riskier than LAES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Applied Digital Corporation and SEALSQ Corp. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.