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

Performance

AXTI vs. AAOI - Performance Comparison

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

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Returns By Period

In the year-to-date period, AXTI achieves a 465.38% return, which is significantly higher than AAOI's 391.19% return. Over the past 10 years, AXTI has outperformed AAOI with an annualized return of 39.98%, while AAOI has yielded a comparatively lower 33.09% annualized return.


AXTI

1D
9.31%
1M
-34.36%
YTD
465.38%
6M
507.36%
1Y
4,923.91%
3Y*
204.32%
5Y*
53.72%
10Y*
39.98%

AAOI

1D
5.80%
1M
-5.65%
YTD
391.19%
6M
337.98%
1Y
630.19%
3Y*
240.43%
5Y*
82.93%
10Y*
33.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXTI vs. AAOI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AXTI
AXT, Inc.
465.38%653.46%-9.58%-45.21%-50.28%-7.94%120.00%-0.00%-50.00%81.25%
AAOI
Applied Optoelectronics, Inc.
391.19%-5.43%90.79%922.22%-63.23%-39.60%-28.37%-23.01%-59.20%61.35%

Correlation

The correlation between AXTI and AAOI is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.36

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

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2013

0.31

The correlation between AXTI and AAOI shifts across timeframes, from 0.31 (all time) to 0.47 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AXTI:

$4.93B

AAOI:

$13.01B

EPS

AXTI:

-$0.30

AAOI:

-$0.65

PS Ratio

AXTI:

44.69

AAOI:

22.49

PB Ratio

AXTI:

18.16

AAOI:

11.76

Total Revenue (TTM)

AXTI:

$95.89M

AAOI:

$507.00M

Gross Profit (TTM)

AXTI:

$20.46M

AAOI:

$150.29M

EBITDA (TTM)

AXTI:

-$7.63M

AAOI:

-$26.44M

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Return for Risk

AXTI vs. AAOI — Risk / Return Rank

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

AXTI
AXTI Risk / Return Rank: 9999
Overall Rank
AXTI Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
AXTI Sortino Ratio Rank: 9999
Sortino Ratio Rank
AXTI Omega Ratio Rank: 9898
Omega Ratio Rank
AXTI Calmar Ratio Rank: 100100
Calmar Ratio Rank
AXTI Martin Ratio Rank: 100100
Martin Ratio Rank

AAOI
AAOI Risk / Return Rank: 9696
Overall Rank
AAOI Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AAOI Sortino Ratio Rank: 9595
Sortino Ratio Rank
AAOI Omega Ratio Rank: 9191
Omega Ratio Rank
AAOI Calmar Ratio Rank: 9999
Calmar Ratio Rank
AAOI Martin Ratio Rank: 9898
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.

AXTI vs. AAOI - Risk-Adjusted Trends Comparison

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


AXTIAAOIDifference
Sharpe ratioReturn per unit of total volatility

+31.59

Sortino ratioReturn per unit of downside risk

+2.51

Omega ratioGain probability vs. loss probability

1.79

1.44

+0.35

Calmar ratioReturn relative to maximum drawdown

112.78

13.35

+99.43

Martin ratioReturn relative to average drawdown

347.98

36.26

+311.72

AXTI vs. AAOI - Sharpe Ratio Comparison

The current AXTI Sharpe Ratio is 36.20, which is higher than the AAOI Sharpe Ratio of 4.61. The chart below compares the historical Sharpe Ratios of AXTI and AAOI, 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

AXTI vs. AAOI - Drawdown Comparison

The maximum AXTI drawdown since its inception was -98.57%, roughly equal to the maximum AAOI drawdown of -98.49%. Use the drawdown chart below to compare losses from any high point for AXTI and AAOI.


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Drawdown Indicators


AXTIAAOIDifference

Max Drawdown

Largest peak-to-trough decline

-98.57%

-98.49%

-0.08%

Max Drawdown (1Y)

Largest decline over 1 year

-44.36%

-47.64%

+3.28%

Max Drawdown (3Y)

Largest decline over 3 years

-78.52%

-77.17%

-1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-89.71%

-83.07%

-6.64%

Max Drawdown (10Y)

Largest decline over 10 years

-92.45%

-98.49%

+6.04%

Current Drawdown

Current decline from peak

-34.36%

-23.25%

-11.11%

Average Drawdown

Average peak-to-trough decline

-82.24%

-65.60%

-16.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.35%

17.51%

-3.16%

Volatility

AXTI vs. AAOI - Volatility Comparison

AXT, Inc. (AXTI) has a higher volatility of 46.68% compared to Applied Optoelectronics, Inc. (AAOI) at 42.19%. This indicates that AXTI's price experiences larger fluctuations and is considered to be riskier than AAOI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AXTIAAOIDifference

Volatility (1M)

Calculated over the trailing 1-month period

46.68%

42.19%

+4.49%

Volatility (6M)

Calculated over the trailing 6-month period

114.70%

109.89%

+4.81%

Volatility (1Y)

Calculated over the trailing 1-year period

138.47%

138.13%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.68%

119.66%

-22.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.07%

98.48%

-15.41%

Dividends

AXTI vs. AAOI - Dividend Comparison

Neither AXTI nor AAOI has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

AXTI vs. AAOI - Financials Comparison

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


0.0050.00M100.00M150.00M20222023202420252026
26.92M
151.14M
(AXTI) Total Revenue
(AAOI) Total Revenue
Values in USD except per share items

AXTI vs. AAOI - Profitability Comparison

The chart below illustrates the profitability comparison between AXT, Inc. and Applied Optoelectronics, 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%0.0%10.0%20.0%30.0%40.0%20222023202420252026
29.6%
29.1%
Portfolio components
AXTI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AXT, Inc. reported a gross profit of 7.98M and revenue of 26.92M. Therefore, the gross margin over that period was 29.6%.

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%.

AXTI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AXT, Inc. reported an operating income of -1.59M and revenue of 26.92M, resulting in an operating margin of -5.9%.

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%.

AXTI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AXT, Inc. reported a net income of -1.62M and revenue of 26.92M, resulting in a net margin of -6.0%.

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%.


Frequently Asked Questions


AXTI and AAOI have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AXTI has higher volatility (46.68%) compared to AAOI (42.19%). In terms of maximum drawdown, AXTI dropped -98.57% vs AAOI's -98.49%.

AXTI currently has the higher Sharpe Ratio (36.20 vs 4.61), 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.

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