KD vs. APPF

Last updated Apr 1, 2026

Compare and contrast key facts about Kyndryl Holdings, Inc. (KD) and AppFolio, Inc. (APPF).

Performance

KD vs. APPF - Performance Comparison

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

KD vs. APPF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
KD Kyndryl Holdings, Inc.	-50.60%	-23.24%	66.51%	86.87%	-38.56%	-55.58%
APPF AppFolio, Inc.	-32.16%	-5.70%	42.42%	64.40%	-12.95%	-8.95%

Fundamentals

Market Cap KD : $3.05B APPF : $5.71B
EPS KD : $1.73 APPF : $3.89
PE Ratio KD : 7.59 APPF : 40.56
PS Ratio KD : 0.21 APPF : 8.14
Total Revenue (TTM) KD : $15.12B APPF : $702.63M
Gross Profit (TTM) KD : $2.39B APPF : $357.29M
EBITDA (TTM) KD : $1.31B APPF : $180.31M

Returns By Period

In the year-to-date period, KD achieves a -50.60% return, which is significantly lower than APPF's -32.16% return.

KD

• 1D: 4.54%
• 1M: 6.41%
• YTD: -50.60%
• 6M: -56.31%
• 1Y: -58.22%
• 3Y*: -3.85%
• 5Y*: —
• 10Y*: —

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%

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

Return for Risk

KD vs. APPF — Risk / Return Rank

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

KD

KD Risk / Return Rank: 11
KD Sharpe Ratio Rank: 9
KD Sortino Ratio Rank: 15
KD Omega Ratio Rank: 8
KD Calmar Ratio Rank: 15
KD Martin Ratio Rank: 9

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

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.

KD vs. APPF - Risk-Adjusted Trends Comparison

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

	KD	APPF	Difference
Sharpe ratio Return per unit of total volatility	-0.79	-0.63	-0.17
Sortino ratio Return per unit of downside risk	-0.77	-0.72	-0.05
Omega ratio Gain probability vs. loss probability	0.83	0.90	-0.07
Calmar ratio Return relative to maximum drawdown	-0.77	-0.56	-0.21
Martin ratio Return relative to average drawdown	-1.55	-1.14	-0.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KD vs. APPF - Sharpe Ratio Comparison

The current KD Sharpe Ratio is -0.79, which is comparable to the APPF Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of KD and APPF, 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

	KD	APPF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.79	-0.63	-0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.05	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.39	0.57	-0.96

Correlation

The correlation between KD and APPF is 0.38, 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

KD vs. APPF - Dividend Comparison

Neither KD nor APPF has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

KD vs. APPF - Drawdown Comparison

The maximum KD drawdown since its inception was -79.80%, which is greater than APPF's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for KD and APPF.

Drawdown Indicators

	KD	APPF	Difference
Max Drawdown Largest peak-to-trough decline	-79.80%	-55.37%	-24.43%
Max Drawdown (1Y) Largest decline over 1 year	-75.60%	-51.54%	-24.06%
Max Drawdown (5Y) Largest decline over 5 years	—	-51.54%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-55.37%	—
Current Drawdown Current decline from peak	-69.80%	-50.87%	-18.93%
Average Drawdown Average peak-to-trough decline	-49.48%	-17.79%	-31.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	37.60%	25.26%	+12.34%

Volatility

KD vs. APPF - Volatility Comparison

Kyndryl Holdings, Inc. (KD) has a higher volatility of 11.97% compared to AppFolio, Inc. (APPF) at 7.91%. This indicates that KD's price experiences larger fluctuations and is considered to be riskier than APPF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KD	APPF	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.97%	7.91%	+4.06%
Volatility (6M) Calculated over the trailing 6-month period	86.29%	27.61%	+58.68%
Volatility (1Y) Calculated over the trailing 1-year period	73.43%	45.04%	+28.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	58.82%	42.30%	+16.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	58.82%	43.80%	+15.02%

Financials