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

Performance

ESQ vs. AAOI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Esquire Financial Holdings Inc (ESQ) 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, ESQ achieves a 12.15% return, which is significantly lower than AAOI's 391.19% return.


ESQ

1D
0.45%
1M
2.92%
YTD
12.15%
6M
7.57%
1Y
28.65%
3Y*
37.60%
5Y*
37.63%
10Y*

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)

ESQ vs. AAOI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ESQ
Esquire Financial Holdings Inc
12.15%29.37%60.89%16.72%38.33%64.15%-26.39%20.14%9.93%24.15%
AAOI
Applied Optoelectronics, Inc.
391.19%-5.43%90.79%922.22%-63.23%-39.60%-28.37%-23.01%-59.20%-38.59%

Correlation

The correlation between ESQ and AAOI is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.19

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2017

0.16

The correlation between ESQ and AAOI shifts across timeframes, from 0.05 (1 year) to 0.19 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ESQ:

$992.18M

AAOI:

$13.01B

EPS

ESQ:

$5.96

AAOI:

-$0.65

PS Ratio

ESQ:

5.74

AAOI:

22.49

PB Ratio

ESQ:

3.29

AAOI:

11.76

Total Revenue (TTM)

ESQ:

$172.32M

AAOI:

$507.00M

Gross Profit (TTM)

ESQ:

$147.99M

AAOI:

$150.29M

EBITDA (TTM)

ESQ:

$71.96M

AAOI:

-$26.44M

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Return for Risk

ESQ vs. AAOI — Risk / Return Rank

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

ESQ
ESQ Risk / Return Rank: 6969
Overall Rank
ESQ Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ESQ Sortino Ratio Rank: 6565
Sortino Ratio Rank
ESQ Omega Ratio Rank: 6363
Omega Ratio Rank
ESQ Calmar Ratio Rank: 7474
Calmar Ratio Rank
ESQ Martin Ratio Rank: 7474
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.

ESQ vs. AAOI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Esquire Financial Holdings Inc (ESQ) 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.


ESQAAOIDifference
Sharpe ratioReturn per unit of total volatility

-3.71

Sortino ratioReturn per unit of downside risk

-2.44

Omega ratioGain probability vs. loss probability

1.17

1.44

-0.27

Calmar ratioReturn relative to maximum drawdown

1.87

13.35

-11.49

Martin ratioReturn relative to average drawdown

4.58

36.26

-31.68

ESQ vs. AAOI - Sharpe Ratio Comparison

The current ESQ Sharpe Ratio is 0.91, which is lower than the AAOI Sharpe Ratio of 4.61. The chart below compares the historical Sharpe Ratios of ESQ 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

ESQ vs. AAOI - Drawdown Comparison

The maximum ESQ drawdown since its inception was -56.52%, smaller than the maximum AAOI drawdown of -98.49%. Use the drawdown chart below to compare losses from any high point for ESQ and AAOI.


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Drawdown Indicators


ESQAAOIDifference

Max Drawdown

Largest peak-to-trough decline

-56.52%

-98.49%

+41.97%

Max Drawdown (1Y)

Largest decline over 1 year

-15.42%

-47.64%

+32.22%

Max Drawdown (3Y)

Largest decline over 3 years

-20.68%

-77.17%

+56.49%

Max Drawdown (5Y)

Largest decline over 5 years

-24.78%

-83.07%

+58.29%

Max Drawdown (10Y)

Largest decline over 10 years

-98.49%

Current Drawdown

Current decline from peak

-2.06%

-23.25%

+21.19%

Average Drawdown

Average peak-to-trough decline

-10.73%

-65.60%

+54.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.27%

17.51%

-11.24%

Volatility

ESQ vs. AAOI - Volatility Comparison

The current volatility for Esquire Financial Holdings Inc (ESQ) is 7.23%, while Applied Optoelectronics, Inc. (AAOI) has a volatility of 42.19%. This indicates that ESQ 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.


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Volatility by Period


ESQAAOIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

42.19%

-34.96%

Volatility (6M)

Calculated over the trailing 6-month period

24.64%

109.89%

-85.25%

Volatility (1Y)

Calculated over the trailing 1-year period

31.80%

138.13%

-106.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.21%

119.66%

-88.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.54%

98.48%

-57.94%

Dividends

ESQ vs. AAOI - Dividend Comparison

ESQ's dividend yield for the trailing twelve months is around 0.66%, while AAOI has not paid dividends to shareholders.


PositionTTM2025202420232022
AAOI
Applied Optoelectronics, Inc.
0.00%0.00%0.00%0.00%0.00%
ESQ
Esquire Financial Holdings Inc
0.66%0.69%0.75%0.95%0.65%

Financials

ESQ vs. AAOI - Financials Comparison

This section allows you to compare key financial metrics between Esquire Financial Holdings 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
45.49M
151.14M
(ESQ) Total Revenue
(AAOI) Total Revenue
Values in USD except per share items

ESQ vs. AAOI - Profitability Comparison

The chart below illustrates the profitability comparison between Esquire Financial Holdings 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

20.0%40.0%60.0%80.0%100.0%20222023202420252026
88.9%
29.1%
Portfolio components
ESQ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Esquire Financial Holdings Inc reported a gross profit of 40.46M and revenue of 45.49M. Therefore, the gross margin over that period was 88.9%.

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%.

ESQ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Esquire Financial Holdings Inc reported an operating income of 17.10M and revenue of 45.49M, resulting in an operating margin of 37.6%.

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%.

ESQ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Esquire Financial Holdings Inc reported a net income of 12.21M and revenue of 45.49M, resulting in a net margin of 26.8%.

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


ESQ and AAOI have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAOI has higher volatility (42.19%) compared to ESQ (7.23%). In terms of maximum drawdown, ESQ dropped -56.52% vs AAOI's -98.49%.

AAOI currently has the higher Sharpe Ratio (4.61 vs 0.91), 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

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