LIDR vs. OUST

Last updated Jun 4, 2026

LIDR (AEye, Inc.) and OUST (Ouster, Inc.) are both stocks. LIDR operates in Auto Parts (Consumer Cyclical), while OUST operates in Electronic Components (Technology). Over the past 5 years, LIDR returned -63.34%/yr vs -19.00%/yr for OUST. At a 0.37 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, LIDR achieves a 8.15% return, which is significantly lower than OUST's 103.14% return.

LIDR

• 1D: -4.33%
• 1M: 2.05%
• YTD: 8.15%
• 6M: -24.05%
• 1Y: 164.14%
• 3Y*: -33.10%
• 5Y*: -63.34%
• 10Y*: —

OUST

• 1D: -4.50%
• 1M: 56.16%
• YTD: 103.14%
• 6M: 84.16%
• 1Y: 228.55%
• 3Y*: 87.30%
• 5Y*: -19.00%
• 10Y*: —

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

LIDR vs. OUST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LIDR AEye, Inc.	8.15%	44.88%	-44.54%	-84.12%	-90.07%	-54.68%
OUST Ouster, Inc.	103.14%	77.09%	59.32%	-11.12%	-83.40%	-60.61%

Correlation

The correlation between LIDR and OUST is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (All Time) Calculated using the full available price history since Jan 12, 2021	0.37

Fundamentals

Market Cap LIDR : $89.98M OUST : $2.72B
EPS LIDR : -$0.98 OUST : -$0.94
PS Ratio LIDR : 258.07 OUST : 14.16
PB Ratio LIDR : 1.21 OUST : 9.86
Total Revenue (TTM) LIDR : $270.00K OUST : $185.33M
Gross Profit (TTM) LIDR : -$389.00K OUST : $90.79M
EBITDA (TTM) LIDR : -$35.49M OUST : -$50.85M

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: 78
LIDR Sharpe Ratio Rank: 67
LIDR Sortino Ratio Rank: 92
LIDR Omega Ratio Rank: 87
LIDR Calmar Ratio Rank: 78
LIDR Martin Ratio Rank: 69

OUST

OUST Risk / Return Rank: 86
OUST Sharpe Ratio Rank: 90
OUST Sortino Ratio Rank: 86
OUST Omega Ratio Rank: 81
OUST Calmar Ratio Rank: 88
OUST Martin Ratio Rank: 82

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	0.84	2.31	-1.48
Sortino ratio Return per unit of downside risk	3.48	2.79	+0.69
Omega ratio Gain probability vs. loss probability	1.39	1.32	+0.07
Calmar ratio Return relative to maximum drawdown	2.39	4.17	-1.78
Martin ratio Return relative to average drawdown	3.54	7.74	-4.20
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 0.84, which is lower than the OUST Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of LIDR and OUST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LIDR	OUST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.84	2.31	-1.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.41	-0.20	-0.21
Sharpe Ratio (All Time) Calculated using the full available price history	-0.41	-0.14	-0.27

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 (3Y) Largest decline over 3 years	-97.37%	-64.00%	-33.37%
Max Drawdown (5Y) Largest decline over 5 years	-99.84%	-97.76%	-2.08%
Current Drawdown Current decline from peak	-99.52%	-72.95%	-26.57%
Average Drawdown Average peak-to-trough decline	-83.94%	-78.09%	-5.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	46.51%	29.66%	+16.85%

Volatility

LIDR vs. OUST - Volatility Comparison

The current volatility for AEye, Inc. (LIDR) is 27.91%, while Ouster, Inc. (OUST) has a volatility of 40.34%. This indicates that LIDR experiences smaller price fluctuations and is considered to be less risky 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	27.91%	40.34%	-12.43%
Volatility (6M) Calculated over the trailing 6-month period	70.33%	66.07%	+4.26%
Volatility (1Y) Calculated over the trailing 1-year period	197.47%	99.61%	+97.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	154.58%	96.40%	+58.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	149.51%	95.44%	+54.07%

Dividends

LIDR vs. OUST - Dividend Comparison

Neither LIDR nor OUST has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both LIDR and OUST in my portfolio?

LIDR and OUST have a correlation of 0.41, 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 OUST?

OUST has higher volatility (40.34%) compared to LIDR (27.91%). In terms of maximum drawdown, LIDR dropped -99.88% vs OUST's -98.01%.

Which has better risk-adjusted returns?

OUST currently has the higher Sharpe Ratio (2.31 vs 0.84), 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.