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

Correlation

The correlation between TWLO and TTD is 0.58, 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.


-0.50.00.51.00.6

Performance

TWLO vs. TTD - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
96.44%
29.09%
TWLO
TTD

Key characteristics

Sharpe Ratio

TWLO:

1.09

TTD:

1.59

Sortino Ratio

TWLO:

1.61

TTD:

2.28

Omega Ratio

TWLO:

1.23

TTD:

1.30

Calmar Ratio

TWLO:

0.49

TTD:

1.57

Martin Ratio

TWLO:

2.30

TTD:

10.82

Ulcer Index

TWLO:

18.87%

TTD:

6.20%

Daily Std Dev

TWLO:

39.96%

TTD:

42.17%

Max Drawdown

TWLO:

-90.36%

TTD:

-64.27%

Current Drawdown

TWLO:

-75.76%

TTD:

-9.59%

Fundamentals

Market Cap

TWLO:

$16.84B

TTD:

$66.64B

EPS

TWLO:

-$2.57

TTD:

$0.62

PEG Ratio

TWLO:

44.96

TTD:

2.66

Total Revenue (TTM)

TWLO:

$4.34B

TTD:

$2.31B

Gross Profit (TTM)

TWLO:

$2.18B

TTD:

$1.87B

EBITDA (TTM)

TWLO:

$123.02M

TTD:

$439.45M

Returns By Period

In the year-to-date period, TWLO achieves a 41.68% return, which is significantly lower than TTD's 75.28% return.


TWLO

YTD

41.68%

1M

11.57%

6M

101.15%

1Y

43.42%

5Y*

1.41%

10Y*

N/A

TTD

YTD

75.28%

1M

5.62%

6M

29.66%

1Y

67.13%

5Y*

36.82%

10Y*

N/A

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

TWLO vs. TTD - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for TWLO, currently valued at 1.09, compared to the broader market-4.00-2.000.002.001.091.59
The chart of Sortino ratio for TWLO, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.001.612.28
The chart of Omega ratio for TWLO, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.30
The chart of Calmar ratio for TWLO, currently valued at 0.49, compared to the broader market0.002.004.006.000.491.57
The chart of Martin ratio for TWLO, currently valued at 2.30, compared to the broader market-5.000.005.0010.0015.0020.0025.002.3010.82
TWLO
TTD

The current TWLO Sharpe Ratio is 1.09, which is lower than the TTD Sharpe Ratio of 1.59. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.09
1.59
TWLO
TTD

Dividends

TWLO vs. TTD - Dividend Comparison

Neither TWLO nor TTD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TWLO vs. TTD - Drawdown Comparison

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.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-75.76%
-9.59%
TWLO
TTD

Volatility

TWLO vs. TTD - Volatility Comparison

Twilio Inc. (TWLO) and The Trade Desk, Inc. (TTD) have volatilities of 10.00% and 10.40%, 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.00%
10.40%
TWLO
TTD

Financials

TWLO vs. TTD - Financials Comparison

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.


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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