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APPF vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between APPF and SPY is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

APPF vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AppFolio, Inc. (APPF) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,688.28%
231.13%
APPF
SPY

Key characteristics

Sharpe Ratio

APPF:

0.96

SPY:

2.21

Sortino Ratio

APPF:

1.91

SPY:

2.93

Omega Ratio

APPF:

1.25

SPY:

1.41

Calmar Ratio

APPF:

1.53

SPY:

3.26

Martin Ratio

APPF:

3.86

SPY:

14.43

Ulcer Index

APPF:

11.41%

SPY:

1.90%

Daily Std Dev

APPF:

46.10%

SPY:

12.41%

Max Drawdown

APPF:

-55.37%

SPY:

-55.19%

Current Drawdown

APPF:

-6.75%

SPY:

-2.74%

Returns By Period

In the year-to-date period, APPF achieves a 45.34% return, which is significantly higher than SPY's 25.54% return.


APPF

YTD

45.34%

1M

9.17%

6M

8.61%

1Y

42.36%

5Y*

18.12%

10Y*

N/A

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

APPF vs. SPY - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for APPF, currently valued at 0.96, compared to the broader market-4.00-2.000.002.000.962.21
The chart of Sortino ratio for APPF, currently valued at 1.91, compared to the broader market-4.00-2.000.002.004.001.912.93
The chart of Omega ratio for APPF, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.41
The chart of Calmar ratio for APPF, currently valued at 1.53, compared to the broader market0.002.004.006.001.533.26
The chart of Martin ratio for APPF, currently valued at 3.86, compared to the broader market-5.000.005.0010.0015.0020.0025.003.8614.43
APPF
SPY

The current APPF Sharpe Ratio is 0.96, which is lower than the SPY Sharpe Ratio of 2.21. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.96
2.21
APPF
SPY

Dividends

APPF vs. SPY - Dividend Comparison

APPF has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.86%.


TTM20232022202120202019201820172016201520142013
APPF
AppFolio, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

APPF vs. SPY - Drawdown Comparison

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.75%
-2.74%
APPF
SPY

Volatility

APPF vs. SPY - Volatility Comparison

AppFolio, Inc. (APPF) has a higher volatility of 8.86% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that APPF's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.86%
3.72%
APPF
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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