APPF vs. TWLO

Last updated Apr 1, 2026

Compare and contrast key facts about AppFolio, Inc. (APPF) and Twilio Inc. (TWLO).

Performance

APPF vs. TWLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AppFolio, Inc. (APPF) and Twilio Inc. (TWLO). The values are adjusted to include any dividend payments, if applicable.

APPF vs. TWLO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
APPF AppFolio, Inc.	-32.16%	-5.70%	42.42%	64.40%	-12.95%	-32.76%	63.75%	85.66%	42.70%	74.00%
TWLO Twilio Inc.	-11.54%	31.61%	42.45%	54.96%	-81.41%	-22.20%	244.42%	10.06%	278.39%	-18.20%

Fundamentals

Market Cap APPF : $5.71B TWLO : $19.17B
EPS APPF : $3.89 TWLO : $0.22
PE Ratio APPF : 40.56 TWLO : 584.14
PS Ratio APPF : 8.14 TWLO : 3.90
PB Ratio APPF : 10.53 TWLO : 2.45
Total Revenue (TTM) APPF : $702.63M TWLO : $5.07B
Gross Profit (TTM) APPF : $357.29M TWLO : $2.48B
EBITDA (TTM) APPF : $180.31M TWLO : $392.13M

Returns By Period

In the year-to-date period, APPF achieves a -32.16% return, which is significantly lower than TWLO's -11.54% return.

APPF

• 1D: 1.28%
• 1M: -11.22%
• YTD: -32.16%
• 6M: -42.75%
• 1Y: -28.23%
• 3Y*: 8.23%
• 5Y*: 1.99%
• 10Y*: 29.19%

TWLO

• 1D: 4.00%
• 1M: 4.02%
• YTD: -11.54%
• 6M: 25.71%
• 1Y: 28.51%
• 3Y*: 23.60%
• 5Y*: -18.60%
• 10Y*: —

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

Return for Risk

APPF vs. TWLO — Risk / Return Rank

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

APPF

APPF Risk / Return Rank: 18
APPF Sharpe Ratio Rank: 15
APPF Sortino Ratio Rank: 16
APPF Omega Ratio Rank: 16
APPF Calmar Ratio Rank: 23
APPF Martin Ratio Rank: 21

TWLO

TWLO Risk / Return Rank: 60
TWLO Sharpe Ratio Rank: 61
TWLO Sortino Ratio Rank: 58
TWLO Omega Ratio Rank: 59
TWLO Calmar Ratio Rank: 62
TWLO Martin Ratio Rank: 62

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.

APPF vs. TWLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AppFolio, Inc. (APPF) and Twilio Inc. (TWLO). 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.

	APPF	TWLO	Difference
Sharpe ratio Return per unit of total volatility	-0.63	0.53	-1.16
Sortino ratio Return per unit of downside risk	-0.72	1.05	-1.78
Omega ratio Gain probability vs. loss probability	0.90	1.15	-0.24
Calmar ratio Return relative to maximum drawdown	-0.56	0.89	-1.45
Martin ratio Return relative to average drawdown	-1.14	2.02	-3.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

APPF vs. TWLO - Sharpe Ratio Comparison

The current APPF Sharpe Ratio is -0.63, which is lower than the TWLO Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of APPF and TWLO, 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

	APPF	TWLO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.63	0.53	-1.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	-0.32	+0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.27	+0.30

Correlation

The correlation between APPF and TWLO is 0.43, 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.

Dividends

APPF vs. TWLO - Dividend Comparison

Neither APPF nor TWLO has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

APPF vs. TWLO - Drawdown Comparison

The maximum APPF drawdown since its inception was -55.37%, smaller than the maximum TWLO drawdown of -90.36%. Use the drawdown chart below to compare losses from any high point for APPF and TWLO.

Drawdown Indicators

	APPF	TWLO	Difference
Max Drawdown Largest peak-to-trough decline	-55.37%	-90.36%	+34.99%
Max Drawdown (1Y) Largest decline over 1 year	-51.54%	-30.34%	-21.20%
Max Drawdown (5Y) Largest decline over 5 years	-51.54%	-89.57%	+38.03%
Max Drawdown (10Y) Largest decline over 10 years	-55.37%	—	—
Current Drawdown Current decline from peak	-50.87%	-71.63%	+20.76%
Average Drawdown Average peak-to-trough decline	-17.79%	-49.30%	+31.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.26%	13.43%	+11.83%

Volatility

APPF vs. TWLO - Volatility Comparison

The current volatility for AppFolio, Inc. (APPF) is 7.91%, while Twilio Inc. (TWLO) has a volatility of 9.51%. This indicates that APPF experiences smaller price fluctuations and is considered to be less risky than TWLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	APPF	TWLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.91%	9.51%	-1.60%
Volatility (6M) Calculated over the trailing 6-month period	27.61%	35.73%	-8.12%
Volatility (1Y) Calculated over the trailing 1-year period	45.04%	53.58%	-8.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.30%	57.82%	-15.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.80%	60.18%	-16.38%

Financials