EOSE vs. APLD
EOSE (Eos Energy Enterprises Inc) and APLD (Applied Digital Corporation) are both stocks. EOSE operates in Electrical Equipment & Parts (Industrials), while APLD operates in Information Technology Services (Technology). Over the past 5 years, EOSE returned -21.15%/yr vs 112.30%/yr for APLD. At a 0.22 correlation, their price movements are largely independent.
Performance
EOSE vs. APLD - Performance Comparison
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Returns By Period
In the year-to-date period, EOSE achieves a -47.12% return, which is significantly lower than APLD's 74.14% return.
EOSE
- 1D
- -2.26%
- 1M
- -26.81%
- YTD
- -47.12%
- 6M
- -59.16%
- 1Y
- 45.67%
- 3Y*
- 23.72%
- 5Y*
- -21.15%
- 10Y*
- —
APLD
- 1D
- 2.97%
- 1M
- -6.11%
- YTD
- 74.14%
- 6M
- 53.27%
- 1Y
- 241.33%
- 3Y*
- 69.23%
- 5Y*
- 112.30%
- 10Y*
- 125.13%
EOSE vs. APLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EOSE Eos Energy Enterprises Inc | -47.12% | 135.80% | 345.87% | -26.35% | -80.32% | -63.92% | 112.65% |
APLD Applied Digital Corporation | 74.14% | 220.94% | 13.35% | 266.30% | -56.09% | 11,789.90% | 396.34% |
Correlation
The correlation between EOSE and APLD is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2020 | 0.22 |
Over the past year, EOSE and APLD have become more correlated (0.44) than their long-term average of 0.22, meaning their price movements have been converging.
Fundamentals
EOSE:
$3.30B
APLD:
$11.60B
EOSE:
-$1.45
APLD:
-$0.72
EOSE:
12.40
APLD:
28.94
EOSE:
$160.71M
APLD:
$390.57M
EOSE:
-$163.73M
APLD:
$124.93M
EOSE:
-$858.77M
APLD:
-$154.66M
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Return for Risk
EOSE vs. APLD — Risk / Return Rank
EOSE
APLD
EOSE vs. APLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eos Energy Enterprises Inc (EOSE) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EOSE | APLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.33 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | 4.83 | -4.23 |
| Martin ratioReturn relative to average drawdown | 1.16 | 11.72 | -10.56 |
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Drawdowns
EOSE vs. APLD - Drawdown Comparison
The maximum EOSE drawdown since its inception was -97.88%, roughly equal to the maximum APLD drawdown of -99.73%. Use the drawdown chart below to compare losses from any high point for EOSE and APLD.
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Drawdown Indicators
| EOSE | APLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.88% | -99.73% | +1.85% |
Max Drawdown (1Y)Largest decline over 1 year | -77.10% | -50.31% | -26.79% |
Max Drawdown (3Y)Largest decline over 3 years | -87.18% | -76.66% | -10.52% |
Max Drawdown (5Y)Largest decline over 5 years | -96.77% | -82.61% | -14.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -89.80% | — |
Current DrawdownCurrent decline from peak | -80.09% | -14.00% | -66.09% |
Average DrawdownAverage peak-to-trough decline | -72.37% | -74.86% | +2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.66% | 21.22% | +18.44% |
Volatility
EOSE vs. APLD - Volatility Comparison
The current volatility for Eos Energy Enterprises Inc (EOSE) is 31.08%, while Applied Digital Corporation (APLD) has a volatility of 33.15%. This indicates that EOSE experiences smaller price fluctuations and is considered to be less risky than APLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EOSE | APLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.08% | 33.15% | -2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 91.90% | 80.49% | +11.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 115.13% | 107.13% | +8.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 117.06% | 165.20% | -48.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.92% | 301.46% | -188.54% |
Dividends
EOSE vs. APLD - Dividend Comparison
Neither EOSE nor APLD has paid dividends to shareholders.
Financials
EOSE vs. APLD - Financials Comparison
This section allows you to compare key financial metrics between Eos Energy Enterprises Inc and Applied Digital Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EOSE and APLD have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
APLD has higher volatility (33.15%) compared to EOSE (31.08%). In terms of maximum drawdown, EOSE dropped -97.88% vs APLD's -99.73%.
APLD currently has the higher Sharpe Ratio (2.27 vs 0.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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