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

Performance

TTD vs. AAPL - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
33.93%
22.82%
TTD
AAPL

Returns By Period

In the year-to-date period, TTD achieves a 72.18% return, which is significantly higher than AAPL's 19.53% return.


TTD

YTD

72.18%

1M

4.81%

6M

29.98%

1Y

88.15%

5Y (annualized)

38.58%

10Y (annualized)

N/A

AAPL

YTD

19.53%

1M

-3.06%

6M

20.23%

1Y

20.71%

5Y (annualized)

29.37%

10Y (annualized)

24.39%

Fundamentals


TTDAAPL
Market Cap$58.94B$3.46T
EPS$0.62$6.07
PE Ratio192.6137.73
PEG Ratio2.352.37
Total Revenue (TTM)$2.31B$391.04B
Gross Profit (TTM)$1.87B$180.68B
EBITDA (TTM)$439.45M$134.66B

Key characteristics


TTDAAPL
Sharpe Ratio2.010.90
Sortino Ratio2.681.43
Omega Ratio1.361.18
Calmar Ratio1.961.22
Martin Ratio13.112.85
Ulcer Index6.42%7.08%
Daily Std Dev41.93%22.51%
Max Drawdown-64.27%-81.80%
Current Drawdown-6.51%-3.06%

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Correlation

-0.50.00.51.00.5

The correlation between TTD and AAPL is 0.45, 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.

Risk-Adjusted Performance

TTD vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Trade Desk, Inc. (TTD) and Apple Inc (AAPL). 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 TTD, currently valued at 2.01, compared to the broader market-4.00-2.000.002.004.002.010.90
The chart of Sortino ratio for TTD, currently valued at 2.68, compared to the broader market-4.00-2.000.002.004.002.681.43
The chart of Omega ratio for TTD, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.18
The chart of Calmar ratio for TTD, currently valued at 1.96, compared to the broader market0.002.004.006.001.961.22
The chart of Martin ratio for TTD, currently valued at 13.11, compared to the broader market-10.000.0010.0020.0030.0013.112.85
TTD
AAPL

The current TTD Sharpe Ratio is 2.01, which is higher than the AAPL Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of TTD and AAPL, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.01
0.90
TTD
AAPL

Dividends

TTD vs. AAPL - Dividend Comparison

TTD has not paid dividends to shareholders, while AAPL's dividend yield for the trailing twelve months is around 0.43%.


TTM20232022202120202019201820172016201520142013
TTD
The Trade Desk, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

TTD vs. AAPL - Drawdown Comparison

The maximum TTD drawdown since its inception was -64.27%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for TTD and AAPL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.51%
-3.06%
TTD
AAPL

Volatility

TTD vs. AAPL - Volatility Comparison

The Trade Desk, Inc. (TTD) has a higher volatility of 13.74% compared to Apple Inc (AAPL) at 5.16%. This indicates that TTD's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
13.74%
5.16%
TTD
AAPL

Financials

TTD vs. AAPL - Financials Comparison

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