TWLO vs. TTD

In the year-to-date period, TWLO achieves a 34.53% return, which is significantly lower than TTD's 76.97% return.

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

The current TWLO Sharpe Ratio is 1.59, which is comparable to the TTD Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of TWLO 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.

Neither TWLO nor TTD has paid dividends to shareholders.

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

Twilio Inc. (TWLO) has a higher volatility of 14.88% compared to The Trade Desk, Inc. (TTD) at 13.85%. This indicates that TWLO's price experiences larger fluctuations and is considered to be riskier than TTD 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 Twilio 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.