LAES vs. APLD
LAES (SEALSQ Corp) and APLD (Applied Digital Corporation) are both stocks. Both are in the Technology sector — LAES in Semiconductors, APLD in Information Technology Services. Over the past 3 years, LAES returned -39.84%/yr vs 43.55%/yr for APLD. Their 0.29 correlation means their historical movements had little consistent relationship.
Performance
LAES vs. APLD - Performance Comparison
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Returns By Period
In the year-to-date period, LAES achieves a -37.57% return, which is significantly lower than APLD's 11.70% return.
LAES
- 1D
- 0.00%
- 1M
- -22.11%
- 6M
- -42.58%
- YTD
- -37.57%
- 1Y
- -20.81%
- 3Y*
- -39.84%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -46.97%
APLD
- 1D
- -2.07%
- 1M
- -17.15%
- 6M
- -19.16%
- YTD
- 11.70%
- 1Y
- 118.77%
- 3Y*
- 43.55%
- 5Y*
- 84.53%
- 10Y*
- 111.35%
- ALL TIME*
- 26.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $653.03M | $590.08M | $826.73M | |
LAES SEALSQ Corp | $42.89M | $39.39M | $52.74M |
LAES vs. APLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LAES SEALSQ Corp | -37.57% | -38.54% | 380.47% | -92.82% |
APLD Applied Digital Corporation | 11.70% | 220.94% | 13.35% | -15.11% |
Correlation
The correlation between LAES and APLD is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (All Time) Calculated using the full available price history since May 24, 2023 | 0.29 |
Over the past year, LAES and APLD have become more correlated (0.51) than their long-term average of 0.29, meaning their price movements have been converging.
Fundamentals
LAES:
$336.52M
APLD:
$7.83B
LAES:
$35.37M
APLD:
$611.31M
LAES:
$13.21M
APLD:
$214.45M
LAES:
-$41.81M
APLD:
-$158.14M
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Return for Risk
LAES vs. APLD — Risk / Return Rank
LAES
APLD
LAES vs. APLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEALSQ Corp (LAES) 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.
| LAES | APLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.23 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | 2.05 | -2.37 |
| Martin ratioReturn relative to average drawdown | -0.51 | 4.56 | -5.07 |
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Drawdowns
LAES vs. APLD - Drawdown Comparison
The maximum LAES drawdown since its inception was -98.44%, roughly equal to the maximum APLD drawdown of -99.73%. Use the drawdown chart below to compare losses from any high point for LAES and APLD.
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Drawdown Indicators
| LAES | APLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.44% | -99.73% | +1.29% |
Max Drawdown (1Y)Largest decline over 1 year | -72.68% | -53.23% | -19.45% |
Max Drawdown (3Y)Largest decline over 3 years | -97.06% | -71.95% | -25.11% |
Max Drawdown (5Y)Largest decline over 5 years | — | -82.61% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -89.80% | — |
Current DrawdownCurrent decline from peak | -89.26% | -44.83% | -44.43% |
Average DrawdownAverage peak-to-trough decline | -84.70% | -74.51% | -10.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.91% | 23.87% | +23.04% |
Volatility
LAES vs. APLD - Volatility Comparison
The current volatility for SEALSQ Corp (LAES) is 15.89%, while Applied Digital Corporation (APLD) has a volatility of 32.97%. This indicates that LAES 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
| LAES | APLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.89% | 32.97% | -17.08% |
Volatility (6M)Calculated over the trailing 6-month period | 62.38% | 76.00% | -13.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 107.30% | 109.72% | -2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 167.24% | 164.94% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 167.24% | 301.14% | -133.90% |
Dividends
LAES vs. APLD - Dividend Comparison
Neither LAES nor APLD has paid dividends to shareholders.
Financials
LAES vs. APLD - Financials Comparison
This section allows you to compare key financial metrics between SEALSQ Corp 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
LAES and APLD have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
APLD has higher volatility (32.97%) compared to LAES (15.89%). In terms of maximum drawdown, LAES dropped -98.44% vs APLD's -99.73%.
APLD currently has the higher Sharpe Ratio (1.03 vs -0.22), 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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