LIDR vs. MYO

Last updated Aug 1, 2026

LIDR (AEye, Inc.) and MYO (Myomo, Inc.) are both stocks. LIDR operates in Auto Parts (Consumer Cyclical), while MYO operates in Medical Devices (Healthcare). Over the past 5 years, LIDR returned -67.24%/yr vs -33.09%/yr for MYO. Their 0.13 correlation means their historical movements had little consistent relationship.

Performance

LIDR vs. MYO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AEye, Inc. (LIDR) and Myomo, Inc. (MYO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LIDR achieves a -38.04% return, which is significantly lower than MYO's 10.99% return.

LIDR

• 1D: 3.64%
• 1M: -19.15%
• 6M: -30.49%
• YTD: -38.04%
• 1Y: -60.42%
• 3Y*: -59.22%
• 5Y*: -67.24%
• 10Y*: —
• ALL TIME*: -63.99%

MYO

• 1D: 1.00%
• 1M: -1.94%
• 6M: 20.37%
• YTD: 10.99%
• 1Y: -45.99%
• 3Y*: 11.38%
• 5Y*: -33.09%
• 10Y*: —
• ALL TIME*: -44.67%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LIDR AEye, Inc.	$715.55K	$729.07K	$2.05M
MYO Myomo, Inc.	$270.67K	$342.97K	$906.52K

LIDR vs. MYO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LIDR AEye, Inc.	-38.04%	44.88%	-44.54%	-84.12%	-90.07%	-56.00%
MYO Myomo, Inc.	10.99%	-85.87%	28.54%	879.66%	-92.53%	-22.22%

Correlation

The correlation between LIDR and MYO is 0.20, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.20
Correlation (3Y) Balances recent behavior with more history.	0.16
Correlation (5Y) Shows whether the relationship held over a longer period.	0.14
Correlation (All Time) Calculated using the full available price history since Jan 11, 2021	0.13

Fundamentals

Market Cap LIDR : $52.80M MYO : $39.03M
EPS LIDR : -$0.85 MYO : -$0.36
PS Ratio LIDR : 170.20 MYO : 1.03
PB Ratio LIDR : 0.69 MYO : 4.74
Total Revenue (TTM) LIDR : $270.00K MYO : $41.21M
Gross Profit (TTM) LIDR : -$389.00K MYO : $27.18M
EBITDA (TTM) LIDR : -$35.49M MYO : -$12.72M

Return for Risk

LIDR vs. MYO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LIDR

LIDR Risk / Return Rank: 8
LIDR Sharpe Ratio Rank: 13
LIDR Sortino Ratio Rank: 11
LIDR Omega Ratio Rank: 13
LIDR Calmar Ratio Rank: 3
LIDR Martin Ratio Rank: 3

MYO

MYO Risk / Return Rank: 24
MYO Sharpe Ratio Rank: 22
MYO Sortino Ratio Rank: 28
MYO Omega Ratio Rank: 28
MYO Calmar Ratio Rank: 17
MYO Martin Ratio Rank: 25

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LIDR vs. MYO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AEye, Inc. (LIDR) and Myomo, Inc. (MYO). 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.

	LIDR	MYO	Difference
Sharpe ratio: Return per unit of total volatility	-0.70	-0.49	-0.21
Sortino ratio: Return per unit of downside risk	-1.14	-0.21	-0.93
Omega ratio: Gain probability vs. loss probability	0.88	0.97	-0.10
Calmar ratio: Return relative to maximum drawdown	-0.99	-0.71	-0.28
Martin ratio: Return relative to average drawdown	-1.70	-0.92	-0.79

LIDR vs. MYO - Sharpe Ratio Comparison

The current LIDR Sharpe Ratio is -0.70, which is lower than the MYO Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of LIDR and MYO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LIDR vs. MYO - Drawdown Comparison

The maximum LIDR drawdown since its inception was -99.88%, roughly equal to the maximum MYO drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for LIDR and MYO.

Drawdown Indicators

	LIDR	MYO	Difference
Max Drawdown Largest peak-to-trough decline	-99.88%	-99.93%	+0.05%
Max Drawdown (1Y) Largest decline over 1 year	-69.55%	-67.51%	-2.04%
Max Drawdown (3Y) Largest decline over 3 years	-96.44%	-90.84%	-5.60%
Max Drawdown (5Y) Largest decline over 5 years	-99.84%	-97.12%	-2.72%
Current Drawdown Current decline from peak	-99.72%	-99.83%	+0.11%
Average Drawdown Average peak-to-trough decline	-84.34%	-95.12%	+10.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	44.27%	52.11%	-7.84%

Volatility

LIDR vs. MYO - Volatility Comparison

The current volatility for AEye, Inc. (LIDR) is 16.55%, while Myomo, Inc. (MYO) has a volatility of 27.82%. This indicates that LIDR experiences smaller price fluctuations and is considered to be less risky than MYO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LIDR	MYO	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.55%	27.82%	-11.27%
Volatility (6M) Calculated over the trailing 6-month period	68.85%	69.18%	-0.33%
Volatility (1Y) Calculated over the trailing 1-year period	97.57%	97.75%	-0.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	154.98%	95.99%	+58.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	147.67%	116.93%	+30.74%

Dividends

LIDR vs. MYO - Dividend Comparison

Neither LIDR nor MYO has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both LIDR and MYO in my portfolio?

LIDR and MYO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LIDR or MYO?

MYO has higher volatility (27.82%) compared to LIDR (16.55%). In terms of maximum drawdown, LIDR dropped -99.88% vs MYO's -99.93%.

Which has better risk-adjusted returns?

MYO currently has the higher Sharpe Ratio (-0.49 vs -0.70), 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.