LIDR vs. OUST

Last updated Apr 1, 2026

Compare and contrast key facts about AEye, Inc. (LIDR) and Ouster, Inc. (OUST).

Performance

LIDR vs. OUST - Performance Comparison

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

LIDR vs. OUST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LIDR AEye, Inc.	-1.63%	44.88%	-44.54%	-84.12%	-90.07%	-54.68%
OUST Ouster, Inc.	-15.11%	77.09%	59.32%	-11.12%	-83.40%	-60.61%

Fundamentals

Market Cap LIDR : $80.46M OUST : $1.19B
EPS LIDR : -$1.07 OUST : -$1.02
PS Ratio LIDR : 245.59 OUST : 6.40
PB Ratio LIDR : 0.99 OUST : 4.54
Total Revenue (TTM) LIDR : $233.00K OUST : $169.38M
Gross Profit (TTM) LIDR : -$321.00K OUST : $83.44M
EBITDA (TTM) LIDR : -$32.50M OUST : -$57.23M

Returns By Period

In the year-to-date period, LIDR achieves a -1.63% return, which is significantly higher than OUST's -15.11% return.

LIDR

• 1D: 4.62%
• 1M: 10.37%
• YTD: -1.63%
• 6M: -27.31%
• 1Y: 217.49%
• 3Y*: -42.34%
• 5Y*: -64.03%
• 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

LIDR vs. OUST — Risk / Return Rank

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

LIDR

LIDR Risk / Return Rank: 86
LIDR Sharpe Ratio Rank: 78
LIDR Sortino Ratio Rank: 96
LIDR Omega Ratio Rank: 92
LIDR Calmar Ratio Rank: 86
LIDR Martin Ratio Rank: 78

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.

LIDR vs. OUST - Risk-Adjusted Trends Comparison

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

	LIDR	OUST	Difference
Sharpe ratio Return per unit of total volatility	1.12	1.09	+0.04
Sortino ratio Return per unit of downside risk	3.77	1.97	+1.80
Omega ratio Gain probability vs. loss probability	1.43	1.22	+0.21
Calmar ratio Return relative to maximum drawdown	2.98	1.68	+1.30
Martin ratio Return relative to average drawdown	5.14	3.34	+1.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LIDR vs. OUST - Sharpe Ratio Comparison

The current LIDR Sharpe Ratio is 1.12, which is comparable to the OUST Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of LIDR 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

	LIDR	OUST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.12	1.09	+0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.42	-0.28	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	-0.42	-0.28	-0.14

Correlation

The correlation between LIDR and OUST is 0.36, 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.

Dividends

LIDR vs. OUST - Dividend Comparison

Neither LIDR nor OUST has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

LIDR vs. OUST - Drawdown Comparison

The maximum LIDR drawdown since its inception was -99.88%, roughly equal to the maximum OUST drawdown of -98.01%. Use the drawdown chart below to compare losses from any high point for LIDR and OUST.

Drawdown Indicators

	LIDR	OUST	Difference
Max Drawdown Largest peak-to-trough decline	-99.88%	-98.01%	-1.87%
Max Drawdown (1Y) Largest decline over 1 year	-69.11%	-55.15%	-13.96%
Max Drawdown (5Y) Largest decline over 5 years	-99.84%	-97.76%	-2.08%
Current Drawdown Current decline from peak	-99.56%	-88.70%	-10.86%
Average Drawdown Average peak-to-trough decline	-83.42%	-77.97%	-5.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	40.05%	27.75%	+12.30%

Volatility

LIDR vs. OUST - Volatility Comparison

AEye, Inc. (LIDR) has a higher volatility of 43.13% compared to Ouster, Inc. (OUST) at 27.19%. This indicates that LIDR'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

	LIDR	OUST	Difference
Volatility (1M) Calculated over the trailing 1-month period	43.13%	27.19%	+15.94%
Volatility (6M) Calculated over the trailing 6-month period	66.62%	65.32%	+1.30%
Volatility (1Y) Calculated over the trailing 1-year period	195.15%	97.02%	+98.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	153.37%	95.79%	+57.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	150.82%	94.80%	+56.02%

Financials