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

Correlation

The correlation between AAOI and OLMA is 0.30, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

AAOI vs. OLMA - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
61.65%
-89.98%
AAOI
OLMA

Key characteristics

Sharpe Ratio

AAOI:

0.09

OLMA:

-0.65

Sortino Ratio

AAOI:

1.20

OLMA:

-0.73

Omega Ratio

AAOI:

1.14

OLMA:

0.91

Calmar Ratio

AAOI:

0.12

OLMA:

-0.54

Martin Ratio

AAOI:

0.35

OLMA:

-1.10

Ulcer Index

AAOI:

33.34%

OLMA:

46.40%

Daily Std Dev

AAOI:

132.61%

OLMA:

77.91%

Max Drawdown

AAOI:

-98.49%

OLMA:

-96.26%

Current Drawdown

AAOI:

-87.39%

OLMA:

-90.99%

Fundamentals

Market Cap

AAOI:

$631.14M

OLMA:

$348.50M

EPS

AAOI:

-$4.50

OLMA:

-$2.20

PS Ratio

AAOI:

2.53

OLMA:

0.00

PB Ratio

AAOI:

2.81

OLMA:

0.85

Total Revenue (TTM)

AAOI:

$208.69M

OLMA:

$0.00

Gross Profit (TTM)

AAOI:

$54.11M

OLMA:

-$94.00K

EBITDA (TTM)

AAOI:

-$142.76M

OLMA:

-$107.61M

Returns By Period

In the year-to-date period, AAOI achieves a -65.93% return, which is significantly lower than OLMA's -15.78% return.


AAOI

YTD

-65.93%

1M

-29.36%

6M

-27.98%

1Y

15.76%

5Y*

5.17%

10Y*

-1.77%

OLMA

YTD

-15.78%

1M

16.90%

6M

-57.49%

1Y

-50.65%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

AAOI vs. OLMA — 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 6262
Overall Rank
The Sharpe Ratio Rank of AAOI is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of AAOI is 7272
Sortino Ratio Rank
The Omega Ratio Rank of AAOI is 6767
Omega Ratio Rank
The Calmar Ratio Rank of AAOI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of AAOI is 5757
Martin Ratio Rank

OLMA
The Risk-Adjusted Performance Rank of OLMA is 1919
Overall Rank
The Sharpe Ratio Rank of OLMA is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of OLMA is 1818
Sortino Ratio Rank
The Omega Ratio Rank of OLMA is 2020
Omega Ratio Rank
The Calmar Ratio Rank of OLMA is 1818
Calmar Ratio Rank
The Martin Ratio Rank of OLMA is 2424
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. OLMA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Optoelectronics, Inc. (AAOI) and Olema Pharmaceuticals, Inc. (OLMA). 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 0.09, compared to the broader market-2.00-1.000.001.002.003.00
AAOI: 0.09
OLMA: -0.65
The chart of Sortino ratio for AAOI, currently valued at 1.20, compared to the broader market-6.00-4.00-2.000.002.004.00
AAOI: 1.20
OLMA: -0.73
The chart of Omega ratio for AAOI, currently valued at 1.14, compared to the broader market0.501.001.502.00
AAOI: 1.14
OLMA: 0.91
The chart of Calmar ratio for AAOI, currently valued at 0.15, compared to the broader market0.001.002.003.004.005.00
AAOI: 0.15
OLMA: -0.54
The chart of Martin ratio for AAOI, currently valued at 0.35, compared to the broader market-5.000.005.0010.0015.0020.00
AAOI: 0.35
OLMA: -1.10

The current AAOI Sharpe Ratio is 0.09, which is higher than the OLMA Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of AAOI and OLMA, 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-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.09
-0.65
AAOI
OLMA

Dividends

AAOI vs. OLMA - Dividend Comparison

Neither AAOI nor OLMA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AAOI vs. OLMA - Drawdown Comparison

The maximum AAOI drawdown since its inception was -98.49%, roughly equal to the maximum OLMA drawdown of -96.26%. Use the drawdown chart below to compare losses from any high point for AAOI and OLMA. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-71.47%
-90.99%
AAOI
OLMA

Volatility

AAOI vs. OLMA - Volatility Comparison

Applied Optoelectronics, Inc. (AAOI) has a higher volatility of 48.62% compared to Olema Pharmaceuticals, Inc. (OLMA) at 24.80%. This indicates that AAOI's price experiences larger fluctuations and is considered to be riskier than OLMA 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%NovemberDecember2025FebruaryMarchApril
48.62%
24.80%
AAOI
OLMA

Financials

AAOI vs. OLMA - Financials Comparison

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