TWLO vs. APPF

Last updated Apr 1, 2026

Compare and contrast key facts about Twilio Inc. (TWLO) and AppFolio, Inc. (APPF).

Performance

TWLO vs. APPF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Twilio Inc. (TWLO) and AppFolio, Inc. (APPF). The values are adjusted to include any dividend payments, if applicable.

TWLO vs. APPF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TWLO Twilio Inc.	-11.54%	31.61%	42.45%	54.96%	-81.41%	-22.20%	244.42%	10.06%	278.39%	-18.20%
APPF AppFolio, Inc.	-32.16%	-5.70%	42.42%	64.40%	-12.95%	-32.76%	63.75%	85.66%	42.70%	74.00%

Fundamentals

Market Cap TWLO : $19.17B APPF : $5.71B
EPS TWLO : $0.22 APPF : $3.89
PE Ratio TWLO : 584.14 APPF : 40.56
PS Ratio TWLO : 3.90 APPF : 8.14
PB Ratio TWLO : 2.45 APPF : 10.53
Total Revenue (TTM) TWLO : $5.07B APPF : $702.63M
Gross Profit (TTM) TWLO : $2.48B APPF : $357.29M
EBITDA (TTM) TWLO : $392.13M APPF : $180.31M

Returns By Period

In the year-to-date period, TWLO achieves a -11.54% return, which is significantly higher than APPF's -32.16% return.

TWLO

• 1D: 4.00%
• 1M: 4.02%
• YTD: -11.54%
• 6M: 25.71%
• 1Y: 28.51%
• 3Y*: 23.60%
• 5Y*: -18.60%
• 10Y*: —

APPF

• 1D: 1.28%
• 1M: -11.22%
• YTD: -32.16%
• 6M: -42.75%
• 1Y: -28.23%
• 3Y*: 8.23%
• 5Y*: 1.99%
• 10Y*: 29.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TWLO vs. APPF — Risk / Return Rank

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

TWLO

TWLO Risk / Return Rank: 60
TWLO Sharpe Ratio Rank: 61
TWLO Sortino Ratio Rank: 58
TWLO Omega Ratio Rank: 59
TWLO Calmar Ratio Rank: 62
TWLO Martin Ratio Rank: 62

APPF

APPF Risk / Return Rank: 18
APPF Sharpe Ratio Rank: 15
APPF Sortino Ratio Rank: 16
APPF Omega Ratio Rank: 16
APPF Calmar Ratio Rank: 23
APPF Martin Ratio Rank: 21

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.

TWLO vs. APPF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Twilio Inc. (TWLO) and AppFolio, Inc. (APPF). 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.

	TWLO	APPF	Difference
Sharpe ratio Return per unit of total volatility	0.53	-0.63	+1.16
Sortino ratio Return per unit of downside risk	1.05	-0.72	+1.78
Omega ratio Gain probability vs. loss probability	1.15	0.90	+0.24
Calmar ratio Return relative to maximum drawdown	0.89	-0.56	+1.45
Martin ratio Return relative to average drawdown	2.02	-1.14	+3.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TWLO vs. APPF - Sharpe Ratio Comparison

The current TWLO Sharpe Ratio is 0.53, which is higher than the APPF Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of TWLO and APPF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TWLO	APPF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.53	-0.63	+1.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.32	0.05	-0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.57	-0.30

Correlation

The correlation between TWLO and APPF is 0.43, 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.

Dividends

TWLO vs. APPF - Dividend Comparison

Neither TWLO nor APPF has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

TWLO vs. APPF - Drawdown Comparison

The maximum TWLO drawdown since its inception was -90.36%, which is greater than APPF's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for TWLO and APPF.

Drawdown Indicators

	TWLO	APPF	Difference
Max Drawdown Largest peak-to-trough decline	-90.36%	-55.37%	-34.99%
Max Drawdown (1Y) Largest decline over 1 year	-30.34%	-51.54%	+21.20%
Max Drawdown (5Y) Largest decline over 5 years	-89.57%	-51.54%	-38.03%
Max Drawdown (10Y) Largest decline over 10 years	—	-55.37%	—
Current Drawdown Current decline from peak	-71.63%	-50.87%	-20.76%
Average Drawdown Average peak-to-trough decline	-49.30%	-17.79%	-31.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.43%	25.26%	-11.83%

Volatility

TWLO vs. APPF - Volatility Comparison

Twilio Inc. (TWLO) has a higher volatility of 9.51% compared to AppFolio, Inc. (APPF) at 7.91%. This indicates that TWLO's price experiences larger fluctuations and is considered to be riskier than APPF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TWLO	APPF	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.51%	7.91%	+1.60%
Volatility (6M) Calculated over the trailing 6-month period	35.73%	27.61%	+8.12%
Volatility (1Y) Calculated over the trailing 1-year period	53.58%	45.04%	+8.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	57.82%	42.30%	+15.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	60.18%	43.80%	+16.38%

Financials