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SHOP vs. AVDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SHOP vs. AVDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shopify Inc. (SHOP) and AvidXchange Holdings, Inc. (AVDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SHOP

1D
1.13%
1M
0.34%
YTD
-31.18%
6M
-30.07%
1Y
-0.57%
3Y*
21.77%
5Y*
-1.84%
10Y*
44.31%

AVDX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHOP vs. AVDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SHOP
Shopify Inc.
-31.18%51.39%36.50%124.43%-74.80%-1.54%
AVDX
AvidXchange Holdings, Inc.
0.00%-3.29%-16.55%24.65%-34.00%-39.62%

Correlation

The correlation between SHOP and AVDX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.33

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2021

0.43

Over the past year, the correlation between SHOP and AVDX has dropped to 0.18 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

SHOP:

$144.39B

AVDX:

$2.07B

EPS

SHOP:

$1.02

AVDX:

-$0.04

PS Ratio

SHOP:

15.75

AVDX:

4.63

PB Ratio

SHOP:

11.55

AVDX:

3.01

Total Revenue (TTM)

SHOP:

$9.20B

AVDX:

$446.72M

Gross Profit (TTM)

SHOP:

$5.93B

AVDX:

$323.96M

EBITDA (TTM)

SHOP:

$1.60B

AVDX:

$36.84M

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Return for Risk

SHOP vs. AVDX — Risk / Return Rank

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

SHOP
SHOP Risk / Return Rank: 4141
Overall Rank
SHOP Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SHOP Sortino Ratio Rank: 4040
Sortino Ratio Rank
SHOP Omega Ratio Rank: 4040
Omega Ratio Rank
SHOP Calmar Ratio Rank: 4242
Calmar Ratio Rank
SHOP Martin Ratio Rank: 4141
Martin Ratio Rank

AVDX
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.

SHOP vs. AVDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shopify Inc. (SHOP) and AvidXchange Holdings, Inc. (AVDX). 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.


SHOPAVDXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

-0.01

Martin ratioReturn relative to average drawdown

-0.03

SHOP vs. AVDX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SHOPAVDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

Drawdowns

SHOP vs. AVDX - Drawdown Comparison


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Drawdown Indicators


SHOPAVDXDifference

Max Drawdown

Largest peak-to-trough decline

-84.82%

Max Drawdown (1Y)

Largest decline over 1 year

-46.71%

Max Drawdown (3Y)

Largest decline over 3 years

-46.71%

Max Drawdown (5Y)

Largest decline over 5 years

-84.82%

Max Drawdown (10Y)

Largest decline over 10 years

-84.82%

Current Drawdown

Current decline from peak

-38.12%

Average Drawdown

Average peak-to-trough decline

-28.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.74%

Volatility

SHOP vs. AVDX - Volatility Comparison


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Volatility by Period


SHOPAVDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.86%

Volatility (6M)

Calculated over the trailing 6-month period

43.67%

Volatility (1Y)

Calculated over the trailing 1-year period

57.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.09%

Dividends

SHOP vs. AVDX - Dividend Comparison

Neither SHOP nor AVDX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SHOP vs. AVDX - Financials Comparison

This section allows you to compare key financial metrics between Shopify Inc. and AvidXchange Holdings, Inc.. 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


0.001.00B2.00B3.00B4.00B202220232024202520260
110.57M
(SHOP) Total Revenue
(AVDX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SHOP and AVDX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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