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

Correlation

The correlation between LITE and AAOI is 0.50, 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.


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.

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Key characteristics

Sharpe Ratio

LITE:

0.97

AAOI:

0.25

Sortino Ratio

LITE:

1.51

AAOI:

1.38

Omega Ratio

LITE:

1.21

AAOI:

1.16

Calmar Ratio

LITE:

0.97

AAOI:

0.26

Martin Ratio

LITE:

2.91

AAOI:

0.65

Ulcer Index

LITE:

20.96%

AAOI:

37.97%

Daily Std Dev

LITE:

69.28%

AAOI:

135.57%

Max Drawdown

LITE:

-66.89%

AAOI:

-98.49%

Current Drawdown

LITE:

-33.65%

AAOI:

-84.52%

Fundamentals

Market Cap

LITE:

$5.02B

AAOI:

$952.29M

EPS

LITE:

-$6.46

AAOI:

-$3.71

PEG Ratio

LITE:

0.97

AAOI:

0.51

PS Ratio

LITE:

3.41

AAOI:

3.09

PB Ratio

LITE:

5.70

AAOI:

3.08

Total Revenue (TTM)

LITE:

$1.47B

AAOI:

$308.55M

Gross Profit (TTM)

LITE:

$332.20M

AAOI:

$84.65M

EBITDA (TTM)

LITE:

-$700.00K

AAOI:

-$152.73M

Returns By Period

In the year-to-date period, LITE achieves a -13.90% return, which is significantly higher than AAOI's -58.17% return.


LITE

YTD

-13.90%

1M

17.49%

6M

-16.89%

1Y

66.16%

3Y*

-5.66%

5Y*

-0.29%

10Y*

N/A

AAOI

YTD

-58.17%

1M

4.83%

6M

-62.59%

1Y

47.00%

3Y*

86.69%

5Y*

11.80%

10Y*

-1.62%

*Annualized

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Lumentum Holdings Inc.

Applied Optoelectronics, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 7979
Overall Rank
The Sharpe Ratio Rank of LITE is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of LITE is 7676
Sortino Ratio Rank
The Omega Ratio Rank of LITE is 7777
Omega Ratio Rank
The Calmar Ratio Rank of LITE is 8282
Calmar Ratio Rank
The Martin Ratio Rank of LITE is 7878
Martin Ratio Rank

AAOI
The Risk-Adjusted Performance Rank of AAOI is 6565
Overall Rank
The Sharpe Ratio Rank of AAOI is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of AAOI is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AAOI is 6969
Omega Ratio Rank
The Calmar Ratio Rank of AAOI is 6363
Calmar Ratio Rank
The Martin Ratio Rank of AAOI is 5959
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.


The current LITE Sharpe Ratio is 0.97, which is higher than the AAOI Sharpe Ratio of 0.25. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LITE vs. AAOI - Volatility Comparison

The current volatility for Lumentum Holdings Inc. (LITE) is 14.50%, while Applied Optoelectronics, Inc. (AAOI) has a volatility of 34.49%. 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.


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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


0.00100.00M200.00M300.00M400.00M500.00M20212022202320242025
425.20M
99.86M
(LITE) Total Revenue
(AAOI) Total Revenue
Values in USD except per share items

LITE vs. AAOI - Profitability Comparison

The chart below illustrates the profitability comparison between Lumentum Holdings Inc. and Applied Optoelectronics, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20212022202320242025
28.8%
30.6%
(LITE) Gross Margin
(AAOI) Gross Margin
LITE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Lumentum Holdings Inc. reported a gross profit of 122.50M and revenue of 425.20M. Therefore, the gross margin over that period was 28.8%.

AAOI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Applied Optoelectronics, Inc. reported a gross profit of 30.54M and revenue of 99.86M. Therefore, the gross margin over that period was 30.6%.

LITE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Lumentum Holdings Inc. reported an operating income of -37.70M and revenue of 425.20M, resulting in an operating margin of -8.9%.

AAOI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Applied Optoelectronics, Inc. reported an operating income of -8.94M and revenue of 99.86M, resulting in an operating margin of -9.0%.

LITE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Lumentum Holdings Inc. reported a net income of -44.10M and revenue of 425.20M, resulting in a net margin of -10.4%.

AAOI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Applied Optoelectronics, Inc. reported a net income of -9.17M and revenue of 99.86M, resulting in a net margin of -9.2%.