AEVA vs. OUST

Last updated Apr 1, 2026

Compare and contrast key facts about Aeva Technologies, Inc. (AEVA) and Ouster, Inc. (OUST).

Performance

AEVA vs. OUST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aeva Technologies, Inc. (AEVA) and Ouster, Inc. (OUST). The values are adjusted to include any dividend payments, if applicable.

AEVA vs. OUST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
AEVA Aeva Technologies, Inc.	-0.90%	179.58%	25.38%	-44.29%	-82.01%	-48.01%	46.42%
OUST Ouster, Inc.	-15.11%	77.09%	59.32%	-11.12%	-83.40%	-61.48%	39.18%

Fundamentals

Market Cap AEVA : $750.42M OUST : $1.19B
EPS AEVA : -$2.60 OUST : -$1.02
PS Ratio AEVA : 40.74 OUST : 6.40
PB Ratio AEVA : 56.79 OUST : 4.54
Total Revenue (TTM) AEVA : $18.08M OUST : $169.38M
Gross Profit (TTM) AEVA : -$660.00K OUST : $83.44M
EBITDA (TTM) AEVA : $28.17M OUST : -$57.23M

Returns By Period

In the year-to-date period, AEVA achieves a -0.90% return, which is significantly higher than OUST's -15.11% return.

AEVA

• 1D: 13.25%
• 1M: -0.75%
• YTD: -0.90%
• 6M: -9.24%
• 1Y: 88.00%
• 3Y*: 30.29%
• 5Y*: -26.73%
• 10Y*: —

OUST

• 1D: 10.46%
• 1M: -3.06%
• YTD: -15.11%
• 6M: -32.09%
• 1Y: 104.57%
• 3Y*: 29.97%
• 5Y*: -26.82%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AEVA vs. OUST — Risk / Return Rank

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

AEVA

AEVA Risk / Return Rank: 68
AEVA Sharpe Ratio Rank: 68
AEVA Sortino Ratio Rank: 75
AEVA Omega Ratio Rank: 69
AEVA Calmar Ratio Rank: 69
AEVA Martin Ratio Rank: 60

OUST

OUST Risk / Return Rank: 74
OUST Sharpe Ratio Rank: 77
OUST Sortino Ratio Rank: 78
OUST Omega Ratio Rank: 72
OUST Calmar Ratio Rank: 75
OUST Martin Ratio Rank: 70

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.

AEVA vs. OUST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aeva Technologies, Inc. (AEVA) and Ouster, Inc. (OUST). 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.

	AEVA	OUST	Difference
Sharpe ratio Return per unit of total volatility	0.74	1.09	-0.34
Sortino ratio Return per unit of downside risk	1.77	1.97	-0.20
Omega ratio Gain probability vs. loss probability	1.21	1.22	-0.02
Calmar ratio Return relative to maximum drawdown	1.27	1.68	-0.41
Martin ratio Return relative to average drawdown	1.88	3.34	-1.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AEVA vs. OUST - Sharpe Ratio Comparison

The current AEVA Sharpe Ratio is 0.74, which is lower than the OUST Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of AEVA and OUST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AEVA	OUST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.74	1.09	-0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.28	-0.28	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	-0.22	-0.28	+0.06

Correlation

The correlation between AEVA and OUST is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

AEVA vs. OUST - Dividend Comparison

Neither AEVA nor OUST has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

AEVA vs. OUST - Drawdown Comparison

The maximum AEVA drawdown since its inception was -97.71%, roughly equal to the maximum OUST drawdown of -98.01%. Use the drawdown chart below to compare losses from any high point for AEVA and OUST.

Drawdown Indicators

	AEVA	OUST	Difference
Max Drawdown Largest peak-to-trough decline	-97.71%	-98.01%	+0.30%
Max Drawdown (1Y) Largest decline over 1 year	-75.68%	-55.15%	-20.53%
Max Drawdown (5Y) Largest decline over 5 years	-96.33%	-97.76%	+1.43%
Current Drawdown Current decline from peak	-86.84%	-88.70%	+1.86%
Average Drawdown Average peak-to-trough decline	-70.34%	-77.97%	+7.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	51.15%	27.75%	+23.40%

Volatility

AEVA vs. OUST - Volatility Comparison

Aeva Technologies, Inc. (AEVA) has a higher volatility of 30.85% compared to Ouster, Inc. (OUST) at 27.19%. This indicates that AEVA's price experiences larger fluctuations and is considered to be riskier than OUST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AEVA	OUST	Difference
Volatility (1M) Calculated over the trailing 1-month period	30.85%	27.19%	+3.66%
Volatility (6M) Calculated over the trailing 6-month period	79.41%	65.32%	+14.09%
Volatility (1Y) Calculated over the trailing 1-year period	119.11%	97.02%	+22.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	95.68%	95.79%	-0.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	90.50%	94.80%	-4.30%

Financials