TTD vs. TWLO

In the year-to-date period, TTD achieves a 72.18% return, which is significantly higher than TWLO's 29.75% return.

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

The current TTD Sharpe Ratio is 2.01, which is higher than the TWLO Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of TTD and TWLO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither TTD nor TWLO has paid dividends to shareholders.

The maximum TTD drawdown since its inception was -64.27%, smaller than the maximum TWLO drawdown of -90.36%. Use the drawdown chart below to compare losses from any high point for TTD and TWLO. For additional features, visit the drawdowns tool.

The current volatility for The Trade Desk, Inc. (TTD) is 13.74%, while Twilio Inc. (TWLO) has a volatility of 14.85%. This indicates that TTD experiences smaller price fluctuations and is considered to be less risky than TWLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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