ASST vs. APLD

Last updated Apr 1, 2026

Compare and contrast key facts about Asset Entities Inc. Class B Common Stock (ASST) and Applied Digital Corporation (APLD).

Performance

ASST vs. APLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Asset Entities Inc. Class B Common Stock (ASST) and Applied Digital Corporation (APLD). The values are adjusted to include any dividend payments, if applicable.

ASST vs. APLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ASST Asset Entities Inc. Class B Common Stock	-32.11%	50.46%	-84.65%	-82.00%
APLD Applied Digital Corporation	-3.18%	220.94%	13.35%	104.86%

Fundamentals

EPS ASST : -$249.58 APLD : -$0.51
PS Ratio ASST : 4.07 APLD : 20.33
Total Revenue (TTM) ASST : $2.10M APLD : $281.74M
Gross Profit (TTM) ASST : $1.83M APLD : $46.19M
EBITDA (TTM) ASST : -$212.85M APLD : -$49.02M

Returns By Period

In the year-to-date period, ASST achieves a -32.11% return, which is significantly lower than APLD's -3.18% return.

ASST

• 1D: 6.94%
• 1M: 26.20%
• YTD: -32.11%
• 6M: -79.96%
• 1Y: -13.11%
• 3Y*: -57.44%
• 5Y*: —
• 10Y*: —

APLD

• 1D: 15.55%
• 1M: -12.94%
• YTD: -3.18%
• 6M: 3.49%
• 1Y: 322.42%
• 3Y*: 119.66%
• 5Y*: 76.65%
• 10Y*: 75.92%

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

Return for Risk

ASST vs. APLD — Risk / Return Rank

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

ASST

ASST Risk / Return Rank: 63
ASST Sharpe Ratio Rank: 40
ASST Sortino Ratio Rank: 98
ASST Omega Ratio Rank: 93
ASST Calmar Ratio Rank: 41
ASST Martin Ratio Rank: 41

APLD

APLD Risk / Return Rank: 94
APLD Sharpe Ratio Rank: 95
APLD Sortino Ratio Rank: 93
APLD Omega Ratio Rank: 90
APLD Calmar Ratio Rank: 96
APLD Martin Ratio Rank: 94

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.

ASST vs. APLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Asset Entities Inc. Class B Common Stock (ASST) and Applied Digital Corporation (APLD). 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.

	ASST	APLD	Difference
Sharpe ratio Return per unit of total volatility	-0.03	2.57	-2.60
Sortino ratio Return per unit of downside risk	4.26	3.14	+1.12
Omega ratio Gain probability vs. loss probability	1.44	1.39	+0.05
Calmar ratio Return relative to maximum drawdown	-0.03	6.26	-6.30
Martin ratio Return relative to average drawdown	-0.04	14.46	-14.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ASST vs. APLD - Sharpe Ratio Comparison

The current ASST Sharpe Ratio is -0.03, which is lower than the APLD Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of ASST and APLD, 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

	ASST	APLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.03	2.57	-2.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.41	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.33	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.21	0.04	-0.24

Correlation

The correlation between ASST and APLD is 0.15, 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

ASST vs. APLD - Dividend Comparison

Neither ASST nor APLD has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

ASST vs. APLD - Drawdown Comparison

The maximum ASST drawdown since its inception was -97.98%, roughly equal to the maximum APLD drawdown of -99.70%. Use the drawdown chart below to compare losses from any high point for ASST and APLD.

Drawdown Indicators

	ASST	APLD	Difference
Max Drawdown Largest peak-to-trough decline	-97.98%	-99.70%	+1.72%
Max Drawdown (1Y) Largest decline over 1 year	-97.25%	-50.31%	-46.94%
Max Drawdown (5Y) Largest decline over 5 years	—	-97.10%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-97.10%	—
Current Drawdown Current decline from peak	-97.18%	-42.59%	-54.59%
Average Drawdown Average peak-to-trough decline	-83.44%	-84.03%	+0.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	75.30%	21.79%	+53.51%

Volatility

ASST vs. APLD - Volatility Comparison

Asset Entities Inc. Class B Common Stock (ASST) and Applied Digital Corporation (APLD) have volatilities of 31.05% and 32.29%, 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.

Volatility by Period

	ASST	APLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	31.05%	32.29%	-1.24%
Volatility (6M) Calculated over the trailing 6-month period	105.49%	77.82%	+27.67%
Volatility (1Y) Calculated over the trailing 1-year period	508.95%	126.27%	+382.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	331.42%	187.90%	+143.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	331.42%	295.81%	+35.61%

Financials