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

Correlation

The correlation between AAOI and CVNA is 0.27, 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.


-0.50.00.51.00.3

Performance

AAOI vs. CVNA - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
-23.43%
1,922.16%
AAOI
CVNA

Key characteristics

Sharpe Ratio

AAOI:

0.71

CVNA:

3.89

Sortino Ratio

AAOI:

1.84

CVNA:

4.43

Omega Ratio

AAOI:

1.22

CVNA:

1.53

Calmar Ratio

AAOI:

0.90

CVNA:

3.43

Martin Ratio

AAOI:

1.98

CVNA:

28.00

Ulcer Index

AAOI:

42.07%

CVNA:

10.89%

Daily Std Dev

AAOI:

117.14%

CVNA:

78.26%

Max Drawdown

AAOI:

-98.49%

CVNA:

-98.99%

Current Drawdown

AAOI:

-62.03%

CVNA:

-39.35%

Fundamentals

Market Cap

AAOI:

$1.45B

CVNA:

$29.91B

EPS

AAOI:

-$2.04

CVNA:

-$0.03

PEG Ratio

AAOI:

0.51

CVNA:

-0.13

Total Revenue (TTM)

AAOI:

$209.55M

CVNA:

$12.55B

Gross Profit (TTM)

AAOI:

$54.47M

CVNA:

$2.43B

EBITDA (TTM)

AAOI:

-$53.34M

CVNA:

$1.02B

Returns By Period

In the year-to-date period, AAOI achieves a 95.76% return, which is significantly lower than CVNA's 323.99% return.


AAOI

YTD

95.76%

1M

11.01%

6M

315.60%

1Y

82.35%

5Y*

27.79%

10Y*

13.38%

CVNA

YTD

323.99%

1M

-8.20%

6M

98.65%

1Y

285.60%

5Y*

18.57%

10Y*

N/A

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Risk-Adjusted Performance

AAOI vs. CVNA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Optoelectronics, Inc. (AAOI) and Carvana Co. (CVNA). 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 AAOI, currently valued at 0.71, compared to the broader market-4.00-2.000.002.000.713.89
The chart of Sortino ratio for AAOI, currently valued at 1.84, compared to the broader market-4.00-2.000.002.004.001.844.43
The chart of Omega ratio for AAOI, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.53
The chart of Calmar ratio for AAOI, currently valued at 0.90, compared to the broader market0.002.004.006.000.903.43
The chart of Martin ratio for AAOI, currently valued at 1.98, compared to the broader market-5.000.005.0010.0015.0020.0025.001.9828.00
AAOI
CVNA

The current AAOI Sharpe Ratio is 0.71, which is lower than the CVNA Sharpe Ratio of 3.89. The chart below compares the historical Sharpe Ratios of AAOI and CVNA, 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 Ratio0.002.004.006.008.0010.00JulyAugustSeptemberOctoberNovemberDecember
0.71
3.89
AAOI
CVNA

Dividends

AAOI vs. CVNA - Dividend Comparison

Neither AAOI nor CVNA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AAOI vs. CVNA - Drawdown Comparison

The maximum AAOI drawdown since its inception was -98.49%, roughly equal to the maximum CVNA drawdown of -98.99%. Use the drawdown chart below to compare losses from any high point for AAOI and CVNA. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-62.03%
-39.35%
AAOI
CVNA

Volatility

AAOI vs. CVNA - Volatility Comparison

Applied Optoelectronics, Inc. (AAOI) has a higher volatility of 41.25% compared to Carvana Co. (CVNA) at 14.36%. This indicates that AAOI's price experiences larger fluctuations and is considered to be riskier than CVNA 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%JulyAugustSeptemberOctoberNovemberDecember
41.25%
14.36%
AAOI
CVNA

Financials

AAOI vs. CVNA - Financials Comparison

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