APPF vs. SPY

In the year-to-date period, APPF achieves a -4.89% return, which is significantly higher than SPY's -6.44% return.

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This table presents a comparison of risk-adjusted performance metrics for AppFolio, Inc. (APPF) and SPDR S&P 500 ETF (SPY). 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 APPF Sharpe Ratio is 0.24, which is lower than the SPY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of APPF and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

APPF has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.31%.

The maximum APPF drawdown since its inception was -55.37%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for APPF and SPY. For additional features, visit the drawdowns tool.

AppFolio, Inc. (APPF) and SPDR S&P 500 ETF (SPY) have volatilities of 14.73% and 15.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.