APP vs. DXPE

Last updated Apr 1, 2026

Compare and contrast key facts about AppLovin Corporation (APP) and DXP Enterprises, Inc. (DXPE).

Performance

APP vs. DXPE - Performance Comparison

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

APP vs. DXPE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
APP AppLovin Corporation	-40.93%	108.08%	712.62%	278.44%	-88.83%	44.57%
DXPE DXP Enterprises, Inc.	27.27%	32.89%	145.16%	22.32%	7.32%	-14.63%

Fundamentals

Market Cap APP : $135.28B DXPE : $2.30B
EPS APP : $9.78 DXPE : $5.37
PE Ratio APP : 40.71 DXPE : 26.01
PEG Ratio APP : 0.12 DXPE : 0.36
PS Ratio APP : 24.76 DXPE : 1.14
PB Ratio APP : 63.37 DXPE : 4.61
Total Revenue (TTM) APP : $5.48B DXPE : $2.02B
Gross Profit (TTM) APP : $4.82B DXPE : $635.93M
EBITDA (TTM) APP : $4.12B DXPE : $151.88M

Returns By Period

In the year-to-date period, APP achieves a -40.93% return, which is significantly lower than DXPE's 27.27% return.

APP

• 1D: 6.97%
• 1M: -8.46%
• YTD: -40.93%
• 6M: -44.61%
• 1Y: 50.21%
• 3Y*: 193.45%
• 5Y*: —
• 10Y*: —

DXPE

• 1D: 2.94%
• 1M: 0.91%
• YTD: 27.27%
• 6M: 17.35%
• 1Y: 69.86%
• 3Y*: 73.14%
• 5Y*: 35.59%
• 10Y*: 23.10%

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

Return for Risk

APP vs. DXPE — Risk / Return Rank

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

APP

APP Risk / Return Rank: 64
APP Sharpe Ratio Rank: 66
APP Sortino Ratio Rank: 64
APP Omega Ratio Rank: 64
APP Calmar Ratio Rank: 63
APP Martin Ratio Rank: 64

DXPE

DXPE Risk / Return Rank: 79
DXPE Sharpe Ratio Rank: 83
DXPE Sortino Ratio Rank: 77
DXPE Omega Ratio Rank: 77
DXPE Calmar Ratio Rank: 79
DXPE Martin Ratio Rank: 81

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.

APP vs. DXPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AppLovin Corporation (APP) and DXP Enterprises, Inc. (DXPE). 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.

	APP	DXPE	Difference
Sharpe ratio Return per unit of total volatility	0.67	1.40	-0.74
Sortino ratio Return per unit of downside risk	1.29	1.88	-0.59
Omega ratio Gain probability vs. loss probability	1.17	1.26	-0.08
Calmar ratio Return relative to maximum drawdown	0.92	2.08	-1.16
Martin ratio Return relative to average drawdown	2.24	6.06	-3.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

APP vs. DXPE - Sharpe Ratio Comparison

The current APP Sharpe Ratio is 0.67, which is lower than the DXPE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of APP and DXPE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	APP	DXPE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.67	1.40	-0.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.80	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.41	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.16	+0.41

Correlation

The correlation between APP and DXPE is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

APP vs. DXPE - Dividend Comparison

Neither APP nor DXPE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

APP vs. DXPE - Drawdown Comparison

The maximum APP drawdown since its inception was -91.90%, roughly equal to the maximum DXPE drawdown of -95.45%. Use the drawdown chart below to compare losses from any high point for APP and DXPE.

Drawdown Indicators

	APP	DXPE	Difference
Max Drawdown Largest peak-to-trough decline	-91.90%	-95.45%	+3.55%
Max Drawdown (1Y) Largest decline over 1 year	-49.99%	-32.99%	-17.00%
Max Drawdown (5Y) Largest decline over 5 years	—	-37.98%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-77.28%	—
Current Drawdown Current decline from peak	-45.75%	-12.32%	-33.43%
Average Drawdown Average peak-to-trough decline	-42.76%	-54.82%	+12.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.59%	11.32%	+9.27%

Volatility

APP vs. DXPE - Volatility Comparison

AppLovin Corporation (APP) has a higher volatility of 21.74% compared to DXP Enterprises, Inc. (DXPE) at 11.14%. This indicates that APP's price experiences larger fluctuations and is considered to be riskier than DXPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	APP	DXPE	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.74%	11.14%	+10.60%
Volatility (6M) Calculated over the trailing 6-month period	58.38%	39.03%	+19.35%
Volatility (1Y) Calculated over the trailing 1-year period	75.93%	50.05%	+25.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	77.95%	44.51%	+33.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	77.95%	56.39%	+21.56%

Financials