APLD vs. MSFT

In the year-to-date period, APLD achieves a 18.84% return, which is significantly higher than MSFT's 16.97% return. Over the past 10 years, APLD has outperformed MSFT with an annualized return of 114.25%, while MSFT has yielded a comparatively lower 26.56% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for Applied Digital Corporation (APLD) and Microsoft Corporation (MSFT). 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 0.16, which is lower than the MSFT Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of APLD and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

APLD has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.71%.

The maximum APLD drawdown since its inception was -99.99%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for APLD and MSFT. For additional features, visit the drawdowns tool.

Applied Digital Corporation (APLD) has a higher volatility of 29.50% compared to Microsoft Corporation (MSFT) at 5.74%. This indicates that APLD's price experiences larger fluctuations and is considered to be riskier than MSFT 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 Microsoft Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.