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AAOI vs. AVGO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AAOI and AVGO is 0.35, 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.


-0.50.00.51.00.4

Performance

AAOI vs. AVGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Applied Optoelectronics, Inc. (AAOI) and Broadcom Inc. (AVGO). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%AugustSeptemberOctoberNovemberDecember2025
217.27%
6,905.97%
AAOI
AVGO

Key characteristics

Sharpe Ratio

AAOI:

0.39

AVGO:

2.04

Sortino Ratio

AAOI:

1.49

AVGO:

2.90

Omega Ratio

AAOI:

1.17

AVGO:

1.36

Calmar Ratio

AAOI:

0.49

AVGO:

4.36

Martin Ratio

AAOI:

1.09

AVGO:

12.57

Ulcer Index

AAOI:

41.28%

AVGO:

8.75%

Daily Std Dev

AAOI:

116.97%

AVGO:

54.00%

Max Drawdown

AAOI:

-98.49%

AVGO:

-48.30%

Current Drawdown

AAOI:

-68.28%

AVGO:

-10.04%

Fundamentals

Market Cap

AAOI:

$1.60B

AVGO:

$1.07T

EPS

AAOI:

-$2.04

AVGO:

$1.28

PEG Ratio

AAOI:

0.51

AVGO:

0.65

Total Revenue (TTM)

AAOI:

$149.09M

AVGO:

$51.57B

Gross Profit (TTM)

AAOI:

$32.87M

AVGO:

$31.04B

EBITDA (TTM)

AAOI:

-$46.68M

AVGO:

$23.83B

Returns By Period

In the year-to-date period, AAOI achieves a -14.27% return, which is significantly lower than AVGO's -3.25% return. Over the past 10 years, AAOI has underperformed AVGO with an annualized return of 13.68%, while AVGO has yielded a comparatively higher 39.71% annualized return.


AAOI

YTD

-14.27%

1M

-4.24%

6M

236.89%

1Y

81.50%

5Y*

18.54%

10Y*

13.68%

AVGO

YTD

-3.25%

1M

24.49%

6M

32.68%

1Y

105.23%

5Y*

53.91%

10Y*

39.71%

*Annualized

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Risk-Adjusted Performance

AAOI vs. AVGO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAOI
The Risk-Adjusted Performance Rank of AAOI is 6868
Overall Rank
The Sharpe Ratio Rank of AAOI is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of AAOI is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AAOI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of AAOI is 7070
Calmar Ratio Rank
The Martin Ratio Rank of AAOI is 6262
Martin Ratio Rank

AVGO
The Risk-Adjusted Performance Rank of AVGO is 9494
Overall Rank
The Sharpe Ratio Rank of AVGO is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of AVGO is 9292
Sortino Ratio Rank
The Omega Ratio Rank of AVGO is 9090
Omega Ratio Rank
The Calmar Ratio Rank of AVGO is 9797
Calmar Ratio Rank
The Martin Ratio Rank of AVGO is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AAOI vs. AVGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Optoelectronics, Inc. (AAOI) and Broadcom Inc. (AVGO). 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 chart of Sharpe ratio for AAOI, currently valued at 0.39, compared to the broader market-4.00-2.000.002.000.392.04
The chart of Sortino ratio for AAOI, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.001.492.90
The chart of Omega ratio for AAOI, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.36
The chart of Calmar ratio for AAOI, currently valued at 0.48, compared to the broader market0.002.004.006.000.494.36
The chart of Martin ratio for AAOI, currently valued at 1.09, compared to the broader market0.0010.0020.001.0912.57
AAOI
AVGO

The current AAOI Sharpe Ratio is 0.39, which is lower than the AVGO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of AAOI and AVGO, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.39
2.04
AAOI
AVGO

Dividends

AAOI vs. AVGO - Dividend Comparison

AAOI has not paid dividends to shareholders, while AVGO's dividend yield for the trailing twelve months is around 0.97%.


TTM20242023202220212020201920182017201620152014
AAOI
Applied Optoelectronics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.
0.97%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%

Drawdowns

AAOI vs. AVGO - Drawdown Comparison

The maximum AAOI drawdown since its inception was -98.49%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for AAOI and AVGO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-68.28%
-10.04%
AAOI
AVGO

Volatility

AAOI vs. AVGO - Volatility Comparison

Applied Optoelectronics, Inc. (AAOI) has a higher volatility of 31.10% compared to Broadcom Inc. (AVGO) at 28.51%. This indicates that AAOI's price experiences larger fluctuations and is considered to be riskier than AVGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%AugustSeptemberOctoberNovemberDecember2025
31.10%
28.51%
AAOI
AVGO

Financials

AAOI vs. AVGO - Financials Comparison

This section allows you to compare key financial metrics between Applied Optoelectronics, Inc. and Broadcom 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