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JEL.F vs. APLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JEL.F vs. APLD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JEOL Ltd (JEL.F) and Applied Digital Corporation (APLD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JEL.F is traded in EUR, while APLD is traded in USD. To make them comparable, the APLD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, JEL.F achieves a 43.39% return, which is significantly lower than APLD's 84.53% return. Over the past 10 years, JEL.F has underperformed APLD with an annualized return of 16.09%, while APLD has yielded a comparatively higher 89.84% annualized return.


JEL.F

1D
2.09%
1M
16.77%
YTD
43.39%
6M
45.53%
1Y
59.86%
3Y*
6.83%
5Y*
-3.15%
10Y*
16.09%

APLD

1D
-6.38%
1M
26.38%
YTD
84.53%
6M
53.12%
1Y
327.51%
3Y*
64.66%
5Y*
56.19%
10Y*
89.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JEL.F vs. APLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JEL.F
JEOL Ltd
43.39%-19.99%-13.70%53.92%-63.43%82.30%42.23%109.31%38.21%14.20%
APLD
Applied Digital Corporation
84.53%182.86%20.84%255.32%-92.23%12,679.24%344.42%-32.36%72.74%-41.52%

Correlation

The correlation between JEL.F and APLD is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.00

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2008

0.03

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Return for Risk

JEL.F vs. APLD — Risk / Return Rank

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

JEL.F
JEL.F Risk / Return Rank: 7979
Overall Rank
JEL.F Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
JEL.F Sortino Ratio Rank: 7676
Sortino Ratio Rank
JEL.F Omega Ratio Rank: 7777
Omega Ratio Rank
JEL.F Calmar Ratio Rank: 8282
Calmar Ratio Rank
JEL.F Martin Ratio Rank: 8383
Martin Ratio Rank

APLD
APLD Risk / Return Rank: 9292
Overall Rank
APLD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
APLD Sortino Ratio Rank: 9191
Sortino Ratio Rank
APLD Omega Ratio Rank: 8686
Omega Ratio Rank
APLD Calmar Ratio Rank: 9494
Calmar Ratio Rank
APLD Martin Ratio Rank: 9393
Martin Ratio Rank
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.

JEL.F vs. APLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JEOL Ltd (JEL.F) 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.


JEL.FAPLDDifference
Sharpe ratioReturn per unit of total volatility

-1.58

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.28

1.38

-0.10

Calmar ratioReturn relative to maximum drawdown

2.98

6.90

-3.92

Martin ratioReturn relative to average drawdown

7.97

15.22

-7.24

JEL.F vs. APLD - Sharpe Ratio Comparison

The current JEL.F Sharpe Ratio is 1.43, which is lower than the APLD Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of JEL.F and APLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JEL.FAPLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

3.01

-1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.39

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.40

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.05

+0.13

Drawdowns

JEL.F vs. APLD - Drawdown Comparison

The maximum JEL.F drawdown since its inception was -71.08%, smaller than the maximum APLD drawdown of -99.70%. Use the drawdown chart below to compare losses from any high point for JEL.F and APLD.


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Drawdown Indicators


JEL.FAPLDDifference

Max Drawdown

Largest peak-to-trough decline

-71.08%

-99.70%

+28.62%

Max Drawdown (1Y)

Largest decline over 1 year

-19.99%

-47.80%

+27.81%

Max Drawdown (3Y)

Largest decline over 3 years

-46.92%

-75.75%

+28.83%

Max Drawdown (5Y)

Largest decline over 5 years

-67.51%

-96.66%

+29.15%

Max Drawdown (10Y)

Largest decline over 10 years

-67.51%

-96.66%

+29.15%

Current Drawdown

Current decline from peak

-47.63%

-9.89%

-37.74%

Average Drawdown

Average peak-to-trough decline

-38.18%

-82.98%

+44.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.49%

21.64%

-14.15%

Volatility

JEL.F vs. APLD - Volatility Comparison

The current volatility for JEOL Ltd (JEL.F) is 19.93%, while Applied Digital Corporation (APLD) has a volatility of 34.23%. This indicates that JEL.F 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


JEL.FAPLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.93%

34.23%

-14.30%

Volatility (6M)

Calculated over the trailing 6-month period

34.41%

78.64%

-44.23%

Volatility (1Y)

Calculated over the trailing 1-year period

41.72%

109.73%

-68.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.29%

143.86%

-101.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.49%

294.84%

-252.35%

Dividends

JEL.F vs. APLD - Dividend Comparison

JEL.F's dividend yield for the trailing twelve months is around 0.01%, while APLD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
APLD
Applied Digital Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JEL.F
JEOL Ltd
0.01%0.01%0.01%0.01%0.01%0.00%0.00%0.00%0.00%0.01%0.01%0.00%

Financials

JEL.F vs. APLD - Financials Comparison

This section allows you to compare key financial metrics between JEOL Ltd 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. JEL.F values in EUR, APLD values in USD

Frequently Asked Questions


JEL.F and APLD have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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