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WSC vs. APP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


WSCAPP
YTD Return-21.39%613.90%
1Y Return-10.56%603.31%
3Y Return (Ann)-3.55%40.54%
Sharpe Ratio-0.297.48
Sortino Ratio-0.167.36
Omega Ratio0.981.90
Calmar Ratio-0.298.25
Martin Ratio-0.5388.28
Ulcer Index20.65%6.40%
Daily Std Dev37.59%75.47%
Max Drawdown-60.05%-91.90%
Current Drawdown-34.06%-1.90%

Fundamentals


WSCAPP
Market Cap$6.96B$97.00B
EPS$0.12$3.29
PE Ratio313.7587.85
PEG Ratio1.422.03
Total Revenue (TTM)$2.41B$4.29B
Gross Profit (TTM)$1.29B$3.14B
EBITDA (TTM)$791.65M$1.88B

Correlation

-0.50.00.51.00.3

The correlation between WSC and APP is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

WSC vs. APP - Performance Comparison

In the year-to-date period, WSC achieves a -21.39% return, which is significantly lower than APP's 613.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%JuneJulyAugustSeptemberOctoberNovember
-11.69%
241.82%
WSC
APP

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Risk-Adjusted Performance

WSC vs. APP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WillScot Mobile Mini Holdings Corp. (WSC) and AppLovin Corporation (APP). 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.


WSC
Sharpe ratio
The chart of Sharpe ratio for WSC, currently valued at -0.29, compared to the broader market-4.00-2.000.002.004.00-0.29
Sortino ratio
The chart of Sortino ratio for WSC, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.006.00-0.16
Omega ratio
The chart of Omega ratio for WSC, currently valued at 0.98, compared to the broader market0.501.001.502.000.98
Calmar ratio
The chart of Calmar ratio for WSC, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.29
Martin ratio
The chart of Martin ratio for WSC, currently valued at -0.53, compared to the broader market0.0010.0020.0030.00-0.53
APP
Sharpe ratio
The chart of Sharpe ratio for APP, currently valued at 7.48, compared to the broader market-4.00-2.000.002.004.007.48
Sortino ratio
The chart of Sortino ratio for APP, currently valued at 7.36, compared to the broader market-4.00-2.000.002.004.006.007.36
Omega ratio
The chart of Omega ratio for APP, currently valued at 1.90, compared to the broader market0.501.001.502.001.90
Calmar ratio
The chart of Calmar ratio for APP, currently valued at 8.25, compared to the broader market0.002.004.006.008.25
Martin ratio
The chart of Martin ratio for APP, currently valued at 88.28, compared to the broader market0.0010.0020.0030.0088.28

WSC vs. APP - Sharpe Ratio Comparison

The current WSC Sharpe Ratio is -0.29, which is lower than the APP Sharpe Ratio of 7.48. The chart below compares the historical Sharpe Ratios of WSC and APP, 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 Ratio0.002.004.006.008.00JuneJulyAugustSeptemberOctoberNovember
-0.29
7.48
WSC
APP

Dividends

WSC vs. APP - Dividend Comparison

Neither WSC nor APP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WSC vs. APP - Drawdown Comparison

The maximum WSC drawdown since its inception was -60.05%, smaller than the maximum APP drawdown of -91.90%. Use the drawdown chart below to compare losses from any high point for WSC and APP. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-34.06%
-1.90%
WSC
APP

Volatility

WSC vs. APP - Volatility Comparison

The current volatility for WillScot Mobile Mini Holdings Corp. (WSC) is 21.89%, while AppLovin Corporation (APP) has a volatility of 41.57%. This indicates that WSC experiences smaller price fluctuations and is considered to be less risky than APP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
21.89%
41.57%
WSC
APP

Financials

WSC vs. APP - Financials Comparison

This section allows you to compare key financial metrics between WillScot Mobile Mini Holdings Corp. and AppLovin Corporation. 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