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SHOP vs. TTD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SHOP and TTD is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

SHOP vs. TTD - Performance Comparison

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

2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%NovemberDecember2025FebruaryMarchApril
2,094.16%
1,797.01%
SHOP
TTD

Key characteristics

Sharpe Ratio

SHOP:

0.49

TTD:

-0.65

Sortino Ratio

SHOP:

1.08

TTD:

-0.60

Omega Ratio

SHOP:

1.14

TTD:

0.90

Calmar Ratio

SHOP:

0.38

TTD:

-0.56

Martin Ratio

SHOP:

1.91

TTD:

-1.68

Ulcer Index

SHOP:

13.92%

TTD:

20.68%

Daily Std Dev

SHOP:

54.58%

TTD:

53.32%

Max Drawdown

SHOP:

-84.82%

TTD:

-64.27%

Current Drawdown

SHOP:

-42.25%

TTD:

-59.07%

Fundamentals

Market Cap

SHOP:

$141.30B

TTD:

$28.33B

EPS

SHOP:

$0.99

TTD:

$0.78

PE Ratio

SHOP:

110.02

TTD:

73.21

PEG Ratio

SHOP:

1.12

TTD:

1.72

Total Revenue (TTM)

SHOP:

$7.02B

TTD:

$1.95B

Gross Profit (TTM)

SHOP:

$3.51B

TTD:

$1.59B

EBITDA (TTM)

SHOP:

$1.23B

TTD:

$443.50M

Returns By Period

In the year-to-date period, SHOP achieves a -8.17% return, which is significantly higher than TTD's -51.42% return.


SHOP

YTD

-8.17%

1M

-12.82%

6M

24.46%

1Y

24.88%

5Y*

23.14%

10Y*

N/A

TTD

YTD

-51.42%

1M

-18.80%

6M

-47.48%

1Y

-34.60%

5Y*

28.34%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SHOP vs. TTD — Risk-Adjusted Performance Rank

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

SHOP
The Risk-Adjusted Performance Rank of SHOP is 7070
Overall Rank
The Sharpe Ratio Rank of SHOP is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of SHOP is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SHOP is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SHOP is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SHOP is 7272
Martin Ratio Rank

TTD
The Risk-Adjusted Performance Rank of TTD is 1717
Overall Rank
The Sharpe Ratio Rank of TTD is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of TTD is 2323
Sortino Ratio Rank
The Omega Ratio Rank of TTD is 1919
Omega Ratio Rank
The Calmar Ratio Rank of TTD is 1818
Calmar Ratio Rank
The Martin Ratio Rank of TTD is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SHOP vs. TTD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Shopify Inc. (SHOP) and The Trade Desk, Inc. (TTD). 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.


Sharpe ratio
The chart of Sharpe ratio for SHOP, currently valued at 0.49, compared to the broader market-2.00-1.000.001.002.003.00
SHOP: 0.49
TTD: -0.65
The chart of Sortino ratio for SHOP, currently valued at 1.08, compared to the broader market-6.00-4.00-2.000.002.004.00
SHOP: 1.08
TTD: -0.60
The chart of Omega ratio for SHOP, currently valued at 1.14, compared to the broader market0.501.001.502.00
SHOP: 1.14
TTD: 0.90
The chart of Calmar ratio for SHOP, currently valued at 0.38, compared to the broader market0.001.002.003.004.005.00
SHOP: 0.38
TTD: -0.56
The chart of Martin ratio for SHOP, currently valued at 1.91, compared to the broader market-5.000.005.0010.0015.0020.00
SHOP: 1.91
TTD: -1.68

The current SHOP Sharpe Ratio is 0.49, which is higher than the TTD Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of SHOP and TTD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.49
-0.65
SHOP
TTD

Dividends

SHOP vs. TTD - Dividend Comparison

Neither SHOP nor TTD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SHOP vs. TTD - Drawdown Comparison

The maximum SHOP drawdown since its inception was -84.82%, which is greater than TTD's maximum drawdown of -64.27%. Use the drawdown chart below to compare losses from any high point for SHOP and TTD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-42.25%
-59.07%
SHOP
TTD

Volatility

SHOP vs. TTD - Volatility Comparison

Shopify Inc. (SHOP) and The Trade Desk, Inc. (TTD) have volatilities of 19.36% and 19.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
19.36%
19.33%
SHOP
TTD

Financials

SHOP vs. TTD - Financials Comparison

This section allows you to compare key financial metrics between Shopify Inc. and The Trade Desk, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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