LIDRW vs. FNMA

Last updated Jun 23, 2026

LIDRW (AEye Inc) and FNMA (Federal National Mortgage Association) are both stocks. LIDRW operates in Software - Infrastructure (Technology), while FNMA operates in Mortgage Finance (Financial Services). Over the past 5 years, LIDRW returned -61.42%/yr vs 33.10%/yr for FNMA. At a 0.05 correlation, their price movements are largely independent.

Performance

LIDRW vs. FNMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AEye Inc (LIDRW) and Federal National Mortgage Association (FNMA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LIDRW achieves a -84.35% return, which is significantly lower than FNMA's -40.82% return.

LIDRW

• 1D: -2.08%
• 1M: -54.66%
• YTD: -84.35%
• 6M: -84.33%
• 1Y: -72.88%
• 3Y*: -6.59%
• 5Y*: -61.42%
• 10Y*: —

FNMA

• 1D: -0.16%
• 1M: -11.63%
• YTD: -40.82%
• 6M: -42.48%
• 1Y: -36.44%
• 3Y*: 144.96%
• 5Y*: 33.10%
• 10Y*: 12.02%

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

LIDRW vs. FNMA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LIDRW AEye Inc	-84.35%	12.62%	1,233.33%	-85.00%	-95.70%	-81.21%
FNMA Federal National Mortgage Association	-40.82%	227.13%	206.54%	202.77%	-56.90%	-64.66%

Correlation

The correlation between LIDRW and FNMA 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	0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.04
Correlation (All Time) Calculated using the full available price history since Jan 6, 2021	0.05

Fundamentals

Market Cap LIDRW : $637.52K FNMA : $37.42B
EPS LIDRW : -$0.98 FNMA : $2.77
PS Ratio LIDRW : 1.83 FNMA : 0.23
Total Revenue (TTM) LIDRW : $270.00K FNMA : $161.03B
Gross Profit (TTM) LIDRW : -$389.00K FNMA : $117.99B
EBITDA (TTM) LIDRW : -$35.49M FNMA : $111.39B

Return for Risk

LIDRW vs. FNMA — Risk / Return Rank

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

LIDRW

LIDRW Risk / Return Rank: 43
LIDRW Sharpe Ratio Rank: 34
LIDRW Sortino Ratio Rank: 75
LIDRW Omega Ratio Rank: 71
LIDRW Calmar Ratio Rank: 13
LIDRW Martin Ratio Rank: 21

FNMA

FNMA Risk / Return Rank: 26
FNMA Sharpe Ratio Rank: 25
FNMA Sortino Ratio Rank: 29
FNMA Omega Ratio Rank: 29
FNMA Calmar Ratio Rank: 23
FNMA Martin Ratio Rank: 22

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.

LIDRW vs. FNMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AEye Inc (LIDRW) and Federal National Mortgage Association (FNMA). 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.

	LIDRW	FNMA	Difference
Sharpe ratio: Return per unit of total volatility	-0.21	-0.39	+0.18
Sortino ratio: Return per unit of downside risk	1.91	-0.10	+2.01
Omega ratio: Gain probability vs. loss probability	1.22	0.99	+0.23
Calmar ratio: Return relative to maximum drawdown	-0.76	-0.52	-0.23
Martin ratio: Return relative to average drawdown	-1.02	-0.95	-0.07

LIDRW vs. FNMA - Sharpe Ratio Comparison

The current LIDRW Sharpe Ratio is -0.21, which is higher than the FNMA Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of LIDRW and FNMA, 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

LIDRW vs. FNMA - Drawdown Comparison

The maximum LIDRW drawdown since its inception was -99.93%, roughly equal to the maximum FNMA drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for LIDRW and FNMA.

Drawdown Indicators

	LIDRW	FNMA	Difference
Max Drawdown Largest peak-to-trough decline	-99.93%	-99.74%	-0.19%
Max Drawdown (1Y) Largest decline over 1 year	-96.56%	-69.76%	-26.80%
Max Drawdown (3Y) Largest decline over 3 years	-96.56%	-69.76%	-26.80%
Max Drawdown (5Y) Largest decline over 5 years	-99.81%	-77.35%	-22.46%
Max Drawdown (10Y) Largest decline over 10 years	—	-92.13%	—
Current Drawdown Current decline from peak	-99.72%	-91.33%	-8.39%
Average Drawdown Average peak-to-trough decline	-92.05%	-46.20%	-45.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	71.71%	38.43%	+33.28%

Volatility

LIDRW vs. FNMA - Volatility Comparison

AEye Inc (LIDRW) has a higher volatility of 63.25% compared to Federal National Mortgage Association (FNMA) at 17.60%. This indicates that LIDRW's price experiences larger fluctuations and is considered to be riskier than FNMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LIDRW	FNMA	Difference
Volatility (1M) Calculated over the trailing 1-month period	63.25%	17.60%	+45.65%
Volatility (6M) Calculated over the trailing 6-month period	200.95%	65.89%	+135.06%
Volatility (1Y) Calculated over the trailing 1-year period	353.85%	93.68%	+260.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	359.78%	92.01%	+267.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	347.77%	81.90%	+265.87%

Dividends

LIDRW vs. FNMA - Dividend Comparison

Neither LIDRW nor FNMA has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both LIDRW and FNMA in my portfolio?

LIDRW and FNMA 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.

Which is riskier, LIDRW or FNMA?

LIDRW has higher volatility (63.25%) compared to FNMA (17.60%). In terms of maximum drawdown, LIDRW dropped -99.93% vs FNMA's -99.74%.

Which has better risk-adjusted returns?

LIDRW currently has the higher Sharpe Ratio (-0.21 vs -0.39), 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.