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

Performance

CVNA vs. AAOI - Performance Comparison

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

-50.00%0.00%50.00%100.00%150.00%200.00%JuneJulyAugustSeptemberOctoberNovember
111.29%
184.34%
CVNA
AAOI

Returns By Period

In the year-to-date period, CVNA achieves a 361.84% return, which is significantly higher than AAOI's 76.35% return.


CVNA

YTD

361.84%

1M

27.68%

6M

111.29%

1Y

684.16%

5Y (annualized)

22.26%

10Y (annualized)

N/A

AAOI

YTD

76.35%

1M

84.06%

6M

184.39%

1Y

155.59%

5Y (annualized)

27.28%

10Y (annualized)

10.58%

Fundamentals


CVNAAAOI
Market Cap$28.62B$1.23B
EPS$2.49-$2.04
PEG Ratio-0.130.51
Total Revenue (TTM)$12.55B$209.55M
Gross Profit (TTM)$2.43B$54.47M
EBITDA (TTM)$1.02B-$53.34M

Key characteristics


CVNAAAOI
Sharpe Ratio7.731.16
Sortino Ratio6.102.28
Omega Ratio1.741.27
Calmar Ratio6.961.46
Martin Ratio56.233.19
Ulcer Index11.35%42.55%
Daily Std Dev82.58%117.18%
Max Drawdown-98.99%-98.49%
Current Drawdown-33.94%-65.80%

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Correlation

-0.50.00.51.00.3

The correlation between CVNA and AAOI is 0.26, 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.

Risk-Adjusted Performance

CVNA vs. AAOI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Carvana Co. (CVNA) 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.


Sharpe ratio
The chart of Sharpe ratio for CVNA, currently valued at 7.73, compared to the broader market-4.00-2.000.002.004.007.731.16
The chart of Sortino ratio for CVNA, currently valued at 6.10, compared to the broader market-4.00-2.000.002.004.006.102.28
The chart of Omega ratio for CVNA, currently valued at 1.74, compared to the broader market0.501.001.502.001.741.27
The chart of Calmar ratio for CVNA, currently valued at 6.96, compared to the broader market0.002.004.006.006.961.46
The chart of Martin ratio for CVNA, currently valued at 56.23, compared to the broader market-10.000.0010.0020.0030.0056.233.19
CVNA
AAOI

The current CVNA Sharpe Ratio is 7.73, which is higher than the AAOI Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of CVNA and AAOI, 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 Ratio0.002.004.006.008.0010.00JuneJulyAugustSeptemberOctoberNovember
7.73
1.16
CVNA
AAOI

Dividends

CVNA vs. AAOI - Dividend Comparison

Neither CVNA nor AAOI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CVNA vs. AAOI - Drawdown Comparison

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


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-33.94%
-65.80%
CVNA
AAOI

Volatility

CVNA vs. AAOI - Volatility Comparison

The current volatility for Carvana Co. (CVNA) is 20.62%, while Applied Optoelectronics, Inc. (AAOI) has a volatility of 50.17%. This indicates that CVNA experiences smaller price fluctuations and is considered to be less risky than AAOI 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%JuneJulyAugustSeptemberOctoberNovember
20.62%
50.17%
CVNA
AAOI

Financials

CVNA vs. AAOI - Financials Comparison

This section allows you to compare key financial metrics between Carvana Co. 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


Values in USD except per share items