XYZ vs. TWLO
XYZ (Block, Inc) and TWLO (Twilio Inc.) are both stocks. XYZ operates in Software - Infrastructure (Technology), while TWLO operates in Internet Content & Information (Communication Services). Over the past 5 years, XYZ returned -20.53%/yr vs -9.31%/yr for TWLO. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
XYZ vs. TWLO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XYZ achieves a 6.81% return, which is significantly lower than TWLO's 43.48% return.
XYZ
- 1D
- 0.62%
- 1M
- -0.37%
- YTD
- 6.81%
- 6M
- 7.37%
- 1Y
- 8.88%
- 3Y*
- 1.99%
- 5Y*
- -20.53%
- 10Y*
- 22.83%
TWLO
- 1D
- -1.23%
- 1M
- 5.96%
- YTD
- 43.48%
- 6M
- 53.54%
- 1Y
- 76.23%
- 3Y*
- 45.13%
- 5Y*
- -9.31%
- 10Y*
- —
XYZ vs. TWLO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XYZ Block, Inc | 6.81% | -23.41% | 9.88% | 23.09% | -61.09% | -25.79% | 247.89% | 11.54% | 61.78% | 154.37% |
TWLO Twilio Inc. | 43.48% | 31.61% | 42.45% | 54.96% | -81.41% | -22.20% | 244.42% | 10.06% | 278.39% | -18.20% |
Correlation
The correlation between XYZ and TWLO is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2016 | 0.57 |
The correlation between XYZ and TWLO shifts across timeframes, from 0.48 (1 year) to 0.65 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
XYZ:
$41.54B
TWLO:
$32.20B
XYZ:
$1.31
TWLO:
$0.66
XYZ:
53.09
TWLO:
308.70
XYZ:
1.75
TWLO:
6.05
XYZ:
1.91
TWLO:
4.14
XYZ:
$24.48B
TWLO:
$5.30B
XYZ:
$11.01B
TWLO:
$2.59B
XYZ:
$2.42B
TWLO:
$304.06M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XYZ vs. TWLO — Risk / Return Rank
XYZ
TWLO
XYZ vs. TWLO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Block, Inc (XYZ) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XYZ | TWLO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.27 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.23 | 2.53 | -2.30 |
| Martin ratioReturn relative to average drawdown | 0.52 | 5.73 | -5.21 |
Loading charts...
Drawdowns
XYZ vs. TWLO - Drawdown Comparison
The maximum XYZ drawdown since its inception was -86.08%, roughly equal to the maximum TWLO drawdown of -90.36%. Use the drawdown chart below to compare losses from any high point for XYZ and TWLO.
Loading charts...
Drawdown Indicators
| XYZ | TWLO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.08% | -90.36% | +4.28% |
Max Drawdown (1Y)Largest decline over 1 year | -39.48% | -30.34% | -9.14% |
Max Drawdown (3Y)Largest decline over 3 years | -52.96% | -45.17% | -7.79% |
Max Drawdown (5Y)Largest decline over 5 years | -86.08% | -89.57% | +3.49% |
Max Drawdown (10Y)Largest decline over 10 years | -86.08% | — | — |
Current DrawdownCurrent decline from peak | -75.33% | -53.98% | -21.35% |
Average DrawdownAverage peak-to-trough decline | -41.05% | -49.51% | +8.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.15% | 13.35% | +3.80% |
Volatility
XYZ vs. TWLO - Volatility Comparison
The current volatility for Block, Inc (XYZ) is 12.79%, while Twilio Inc. (TWLO) has a volatility of 22.34%. This indicates that XYZ 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.
Loading charts...
Volatility by Period
| XYZ | TWLO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.79% | 22.34% | -9.55% |
Volatility (6M)Calculated over the trailing 6-month period | 35.49% | 43.22% | -7.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.91% | 60.54% | -13.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.99% | 59.33% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.70% | 61.05% | -4.35% |
Dividends
XYZ vs. TWLO - Dividend Comparison
Neither XYZ nor TWLO has paid dividends to shareholders.
Financials
XYZ vs. TWLO - Financials Comparison
This section allows you to compare key financial metrics between Block, 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.
Total Revenue: Total amount of money received from sales and other business activities
XYZ vs. TWLO - Profitability Comparison
XYZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Block, Inc reported a gross profit of 2.91B and revenue of 6.06B. Therefore, the gross margin over that period was 48.0%.
TWLO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Twilio Inc. reported a gross profit of 684.24M and revenue of 1.41B. Therefore, the gross margin over that period was 48.6%.
XYZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Block, Inc reported an operating income of -171.99M and revenue of 6.06B, resulting in an operating margin of -2.8%.
TWLO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Twilio Inc. reported an operating income of 107.67M and revenue of 1.41B, resulting in an operating margin of 7.7%.
XYZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Block, Inc reported a net income of -308.68M and revenue of 6.06B, resulting in a net margin of -5.1%.
TWLO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Twilio Inc. reported a net income of 90.14M and revenue of 1.41B, resulting in a net margin of 6.4%.
Frequently Asked Questions
XYZ and TWLO have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TWLO has higher volatility (22.34%) compared to XYZ (12.79%). In terms of maximum drawdown, XYZ dropped -86.08% vs TWLO's -90.36%.
TWLO currently has the higher Sharpe Ratio (1.27 vs 0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for XYZ and TWLO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer