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LITE vs. AAOI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LITE and AAOI is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

LITE vs. AAOI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lumentum Holdings Inc. (LITE) and Applied Optoelectronics, Inc. (AAOI). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
145.86%
-43.09%
LITE
AAOI

Key characteristics

Sharpe Ratio

LITE:

0.30

AAOI:

-0.08

Sortino Ratio

LITE:

0.87

AAOI:

0.89

Omega Ratio

LITE:

1.12

AAOI:

1.10

Calmar Ratio

LITE:

0.32

AAOI:

-0.12

Martin Ratio

LITE:

1.14

AAOI:

-0.35

Ulcer Index

LITE:

17.68%

AAOI:

31.79%

Daily Std Dev

LITE:

67.68%

AAOI:

131.85%

Max Drawdown

LITE:

-66.89%

AAOI:

-98.49%

Current Drawdown

LITE:

-52.26%

AAOI:

-89.30%

Fundamentals

Market Cap

LITE:

$3.61B

AAOI:

$535.66M

EPS

LITE:

-$7.72

AAOI:

-$4.50

PEG Ratio

LITE:

0.97

AAOI:

0.51

PS Ratio

LITE:

2.56

AAOI:

2.15

PB Ratio

LITE:

4.13

AAOI:

2.29

Total Revenue (TTM)

LITE:

$1.05B

AAOI:

$208.69M

Gross Profit (TTM)

LITE:

$209.70M

AAOI:

$54.11M

EBITDA (TTM)

LITE:

-$27.30M

AAOI:

-$142.76M

Returns By Period

In the year-to-date period, LITE achieves a -38.06% return, which is significantly higher than AAOI's -71.08% return.


LITE

YTD

-38.06%

1M

-22.58%

6M

-21.49%

1Y

22.53%

5Y*

-7.14%

10Y*

N/A

AAOI

YTD

-71.08%

1M

-49.55%

6M

-42.60%

1Y

-8.58%

5Y*

4.79%

10Y*

-3.35%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LITE vs. AAOI — Risk-Adjusted Performance Rank

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

LITE
The Risk-Adjusted Performance Rank of LITE is 6666
Overall Rank
The Sharpe Ratio Rank of LITE is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of LITE is 6464
Sortino Ratio Rank
The Omega Ratio Rank of LITE is 6565
Omega Ratio Rank
The Calmar Ratio Rank of LITE is 6969
Calmar Ratio Rank
The Martin Ratio Rank of LITE is 6767
Martin Ratio Rank

AAOI
The Risk-Adjusted Performance Rank of AAOI is 5454
Overall Rank
The Sharpe Ratio Rank of AAOI is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of AAOI is 6565
Sortino Ratio Rank
The Omega Ratio Rank of AAOI is 6161
Omega Ratio Rank
The Calmar Ratio Rank of AAOI is 4747
Calmar Ratio Rank
The Martin Ratio Rank of AAOI is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LITE vs. AAOI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lumentum Holdings Inc. (LITE) 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.


Sharpe ratio
The chart of Sharpe ratio for LITE, currently valued at 0.30, compared to the broader market-2.00-1.000.001.002.003.00
LITE: 0.30
AAOI: -0.08
The chart of Sortino ratio for LITE, currently valued at 0.87, compared to the broader market-6.00-4.00-2.000.002.004.00
LITE: 0.87
AAOI: 0.89
The chart of Omega ratio for LITE, currently valued at 1.12, compared to the broader market0.501.001.502.00
LITE: 1.12
AAOI: 1.10
The chart of Calmar ratio for LITE, currently valued at 0.32, compared to the broader market0.001.002.003.004.00
LITE: 0.32
AAOI: -0.12
The chart of Martin ratio for LITE, currently valued at 1.14, compared to the broader market-5.000.005.0010.0015.0020.00
LITE: 1.14
AAOI: -0.35

The current LITE Sharpe Ratio is 0.30, which is higher than the AAOI Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of LITE and AAOI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.30
-0.08
LITE
AAOI

Dividends

LITE vs. AAOI - Dividend Comparison

Neither LITE nor AAOI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LITE vs. AAOI - Drawdown Comparison

The maximum LITE drawdown since its inception was -66.89%, smaller than the maximum AAOI drawdown of -98.49%. Use the drawdown chart below to compare losses from any high point for LITE and AAOI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-52.26%
-89.30%
LITE
AAOI

Volatility

LITE vs. AAOI - Volatility Comparison

The current volatility for Lumentum Holdings Inc. (LITE) is 36.19%, while Applied Optoelectronics, Inc. (AAOI) has a volatility of 46.92%. This indicates that LITE 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.


10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
36.19%
46.92%
LITE
AAOI

Financials

LITE vs. AAOI - Financials Comparison

This section allows you to compare key financial metrics between Lumentum 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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