Applied Digital Corporation

10-Year Study

APLD.US · Technology · US · Common Stock

Executive Summary: Applied Digital Corporation has compounded at 82.3% annually over the last 10 years, with a maximum drawdown of 96.3% and an annualized volatility of 274.8%.

1Y CAGR
+403.7%
3Y CAGR
+55.0%
5Y CAGR
+39.1%
10Y CAGR
+82.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
96.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
2.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
11.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
307.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +11792.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -92.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202638.2-19.5-12.926.7————————22.7%
2025-6.812.4-29.8-19.250.447.430.521.643.651.1-21.8-9.5220.9%
2024-23.7-19.33.1-36.856.440.7-18.3-24.9126.0-18.149.4-24.413.4%
202368.5-14.5-15.542.9161.611.72.5-37.03.3-21.8-4.344.3266.3%
2022-64.225.338.8-78.543.8-78.3101.911.8-28.332.4-13.3-5.6-92.7%
2021183.0100.64.0404.8-5.777.8-27.318.032.5134.5-33.935.211792.1%
202051.2-33.8-1.40.00.0111.312.0-40.522.5-6.933.2132.1389.4%
2019-10.01.3-0.30.00.00.027.0-0.80.0-55.829.30.0-34.5%
201833.5-42.7-19.639.0757.9-63.226.62.7-44.0-2.7-1.2-12.765.0%
201744.7-24.09.10.0-31.7-2.4-12.50.085.7-46.2-7.12.6-33.3%
2016———-13.27.4-7.728.3-9.1-7.144.6-30.9-23.1-28.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 274.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 63.2% of variance. Idiosyncratic stock-specific factors contribute 13.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018684.21052631579
2016-05-019330.143540669857
2016-06-018612.44019138756
2016-07-0111052.63157894737
2016-08-0110047.846889952154
2016-09-019330.143540669857
2016-10-0113492.82296650718
2016-11-019330.143540669857
2016-12-017177.033492822968
2017-01-0110382.775119617227
2017-02-017894.736842105264
2017-03-018612.44019138756
2017-04-018612.44019138756
2017-05-015885.167464114833
2017-06-015741.6267942583745
2017-07-015023.923444976077
2017-08-015023.923444976077
2017-09-019330.143540669857
2017-10-015023.923444976077
2017-11-014665.071770334928
2017-12-014784.6889952153115
2018-01-016387.559808612441
2018-02-013660.287081339713
2018-03-012942.5837320574165
2018-04-014090.909090909091
2018-05-0135095.69377990431
2018-06-0112918.66028708134
2018-07-0116351.674641148325
2018-08-0116794.258373205743
2018-09-019401.913875598088
2018-10-019150.717703349283
2018-11-019043.062200956938
2018-12-017894.736842105264
2019-01-017105.263157894738
2019-02-017200.956937799044
2019-03-017177.033492822968
2019-04-017177.033492822968
2019-05-017177.033492822968
2019-06-017177.033492822968
2019-07-019114.832535885169
2019-08-019043.062200956938
2019-09-019043.062200956938
2019-10-013995.215311004785
2019-11-015167.464114832536
2019-12-015167.464114832536
2020-01-017811.004784688995
2020-02-015167.464114832536
2020-03-015095.693779904307
2020-04-015095.693779904307
2020-05-015095.693779904307
2020-06-0110765.55023923445
2020-07-0112057.416267942584
2020-08-017177.033492822968
2020-09-018791.866028708135
2020-10-018181.818181818182
2020-11-0110897.129186602871
2020-12-0125287.081339712924
2021-01-0171555.02392344497
2021-02-01143540.66985645934
2021-03-01149282.2966507177
2021-04-01753588.5167464116
2021-05-01710526.3157894738
2021-06-011263157.8947368423
2021-07-01918660.2870813399
2021-08-011083732.0574162682
2021-09-011435406.6985645934
2021-10-013366028.7081339713
2021-11-012224880.38277512
2021-12-013007177.033492823
2022-01-011076555.023923445
2022-02-011349282.2966507177
2022-03-011873205.7416267944
2022-04-01401913.8755980861
2022-05-01577751.1961722489
2022-06-01125598.08612440193
2022-07-01253588.5167464115
2022-08-01283492.8229665072
2022-09-01203349.28229665075
2022-10-01269138.75598086126
2022-11-01233253.58851674644
2022-12-01220095.69377990434
2023-01-01370813.3971291866
2023-02-01316985.6459330144
2023-03-01267942.5837320575
2023-04-01382775.11961722496
2023-05-011001196.1722488039
2023-06-011118421.052631579
2023-07-011145933.014354067
2023-08-01722488.0382775121
2023-09-01746411.4832535886
2023-10-01583732.0574162679
2023-11-01558612.4401913875
2023-12-01806220.09569378
2024-01-01614832.5358851674
2024-02-01496411.4832535886
2024-03-01511961.72248803836
2024-04-01323564.5933014354
2024-05-01505980.86124401924
2024-06-01711722.4880382776
2024-07-01581339.7129186604
2024-08-01436602.87081339717
2024-09-01986842.105263158
2024-10-01808612.4401913877
2024-11-011208133.9712918662
2024-12-01913875.5980861244
2025-01-01851674.6411483254
2025-02-01956937.7990430623
2025-03-01672248.8038277513
2025-04-01543062.2009569379
2025-05-01816985.6459330145
2025-06-011204545.4545454546
2025-07-011571770.3349282297
2025-08-011911483.253588517
2025-09-012744019.138755981
2025-10-014145933.014354067
2025-11-013241626.794258374
2025-12-012933014.354066986
2026-01-014052631.578947369
2026-02-013261961.7224880387
2026-03-012839712.9186602873
2026-04-013599282.296650718
Annual Return Matrix
YearAnnual Return
2017-0.33333333333333326
20180.6500000000000001
2019-0.34545454545454546
20203.893518518518518
2021117.92147587511826
2022-0.9268098647573588
20232.6630434782608696
20240.1335311572700295
20252.2094240837696337
20260.22716150081566067
Total Factor Risk
2.748384746327023
VTI.US Exposure
-0.057095078063998425
VEA.US Exposure
-0.03823023295895086
VWO.US Exposure
0.01836712814317868
QQQ.US Exposure
0.1033451459218601
VTV.US Exposure
0.03412208560099421
IJR.US Exposure
0.03317520674545174
QUAL.US Exposure
-0.003733107387432522
SHV.US Exposure
0.6316631203469373
TLT.US Exposure
-0.010090900776348052
LQD.US Exposure
0.010731204885482643
HYG.US Exposure
0.1326393161535654
GLD.US Exposure
-0.000025764428173023993
USO.US Exposure
0.006249814645547568
VNQ.US Exposure
-0.005060336237082037
BTC-USD.CC Exposure
0.005472656143485514
CPER.US Exposure
0.0021248743898818535
VIX.INDX Exposure
-0.014205256671125486
UUP.US Exposure
0.012023187767809184
TIP.US Exposure
0.006141329569268368
Idiosyncratic Exposure
0.13238560620964807
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
274.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$6.9B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+20.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
27.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
7.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Applied Digital Corporation a high-risk investment?

Applied Digital Corporation (APLD.US) has an annualized volatility of 274.8% and experienced a maximum drawdown of 96.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of APLD.US?

Over the past 10 years, APLD.US has generated a Compound Annual Growth Rate (CAGR) of 82.3%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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