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AAOI vs. PENG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AAOI vs. PENG - Performance Comparison

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

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Returns By Period

In the year-to-date period, AAOI achieves a 384.94% return, which is significantly higher than PENG's 227.86% return.


AAOI

1D
-2.16%
1M
-16.96%
YTD
384.94%
6M
427.29%
1Y
992.76%
3Y*
259.45%
5Y*
80.64%
10Y*
32.75%

PENG

1D
-0.31%
1M
29.71%
YTD
227.86%
6M
207.73%
1Y
232.62%
3Y*
35.71%
5Y*
22.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAOI vs. PENG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAOI
Applied Optoelectronics, Inc.
384.94%-5.43%90.79%922.22%-63.23%-39.60%-28.37%-23.01%-59.20%-45.31%
PENG
Penguin Solutions, Inc
227.86%1.93%1.37%27.22%-58.08%88.65%-0.82%27.74%-11.87%180.83%

Correlation

The correlation between AAOI and PENG is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (All Time)
Calculated using the full available price history since May 24, 2017

0.34

Fundamentals

EPS

AAOI:

-$0.65

PENG:

$1.50

PS Ratio

AAOI:

22.21

PENG:

1.73

Total Revenue (TTM)

AAOI:

$507.00M

PENG:

$1.35B

Gross Profit (TTM)

AAOI:

$150.29M

PENG:

$381.14M

EBITDA (TTM)

AAOI:

-$26.44M

PENG:

$82.22M

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Return for Risk

AAOI vs. PENG — Risk / Return Rank

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

AAOI
AAOI Risk / Return Rank: 9898
Overall Rank
AAOI Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
AAOI Sortino Ratio Rank: 9797
Sortino Ratio Rank
AAOI Omega Ratio Rank: 9494
Omega Ratio Rank
AAOI Calmar Ratio Rank: 9999
Calmar Ratio Rank
AAOI Martin Ratio Rank: 9999
Martin Ratio Rank

PENG
PENG Risk / Return Rank: 9393
Overall Rank
PENG Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
PENG Sortino Ratio Rank: 9393
Sortino Ratio Rank
PENG Omega Ratio Rank: 9494
Omega Ratio Rank
PENG Calmar Ratio Rank: 9292
Calmar Ratio Rank
PENG Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AAOI vs. PENG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Optoelectronics, Inc. (AAOI) and Penguin Solutions, Inc (PENG). 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.


AAOIPENGDifference
Sharpe ratioReturn per unit of total volatility

+3.03

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.50

1.50

0.00

Calmar ratioReturn relative to maximum drawdown

19.07

4.97

+14.10

Martin ratioReturn relative to average drawdown

52.70

9.56

+43.15

AAOI vs. PENG - Sharpe Ratio Comparison

The current AAOI Sharpe Ratio is 6.52, which is higher than the PENG Sharpe Ratio of 3.49. The chart below compares the historical Sharpe Ratios of AAOI and PENG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AAOI vs. PENG - Drawdown Comparison

The maximum AAOI drawdown since its inception was -98.49%, which is greater than PENG's maximum drawdown of -68.72%. Use the drawdown chart below to compare losses from any high point for AAOI and PENG.


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Drawdown Indicators


AAOIPENGDifference

Max Drawdown

Largest peak-to-trough decline

-98.49%

-68.72%

-29.77%

Max Drawdown (1Y)

Largest decline over 1 year

-47.64%

-44.57%

-3.07%

Max Drawdown (3Y)

Largest decline over 3 years

-77.17%

-54.84%

-22.33%

Max Drawdown (5Y)

Largest decline over 5 years

-83.07%

-65.40%

-17.67%

Max Drawdown (10Y)

Largest decline over 10 years

-98.49%

Current Drawdown

Current decline from peak

-24.23%

-10.19%

-14.04%

Average Drawdown

Average peak-to-trough decline

-65.67%

-37.35%

-28.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.21%

23.14%

-5.93%

Volatility

AAOI vs. PENG - Volatility Comparison

Applied Optoelectronics, Inc. (AAOI) has a higher volatility of 40.42% compared to Penguin Solutions, Inc (PENG) at 31.44%. This indicates that AAOI's price experiences larger fluctuations and is considered to be riskier than PENG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAOIPENGDifference

Volatility (1M)

Calculated over the trailing 1-month period

40.42%

31.44%

+8.98%

Volatility (6M)

Calculated over the trailing 6-month period

109.93%

52.45%

+57.48%

Volatility (1Y)

Calculated over the trailing 1-year period

139.42%

63.52%

+75.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

119.31%

59.51%

+59.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.26%

62.70%

+35.56%

Dividends

AAOI vs. PENG - Dividend Comparison

Neither AAOI nor PENG has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

AAOI vs. PENG - Financials Comparison

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


0.00100.00M200.00M300.00M400.00M500.00M20222023202420252026
151.14M
343.00M
(AAOI) Total Revenue
(PENG) Total Revenue
Values in USD except per share items

AAOI vs. PENG - Profitability Comparison

The chart below illustrates the profitability comparison between Applied Optoelectronics, Inc. and Penguin Solutions, Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%35.0%20222023202420252026
29.1%
27.3%
Portfolio components
AAOI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Applied Optoelectronics, Inc. reported a gross profit of 43.92M and revenue of 151.14M. Therefore, the gross margin over that period was 29.1%.

PENG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Penguin Solutions, Inc reported a gross profit of 93.70M and revenue of 343.00M. Therefore, the gross margin over that period was 27.3%.

AAOI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Applied Optoelectronics, Inc. reported an operating income of -12.99M and revenue of 151.14M, resulting in an operating margin of -8.6%.

PENG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Penguin Solutions, Inc reported an operating income of 25.69M and revenue of 343.00M, resulting in an operating margin of 7.5%.

AAOI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Applied Optoelectronics, Inc. reported a net income of -14.28M and revenue of 151.14M, resulting in a net margin of -9.5%.

PENG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Penguin Solutions, Inc reported a net income of 37.45M and revenue of 343.00M, resulting in a net margin of 10.9%.


Frequently Asked Questions


AAOI and PENG have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAOI has higher volatility (40.42%) compared to PENG (31.44%). In terms of maximum drawdown, AAOI dropped -98.49% vs PENG's -68.72%.

AAOI currently has the higher Sharpe Ratio (6.52 vs 3.49), 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.

Portfolio Optimizer

Find the right allocation for AAOI and PENG

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