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

Correlation

The correlation between MPTI and AAOI is 0.09, 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.


-0.50.00.51.00.1

Performance

MPTI vs. AAOI - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%JulyAugustSeptemberOctoberNovemberDecember
280.61%
1,275.27%
MPTI
AAOI

Key characteristics

Sharpe Ratio

MPTI:

0.72

AAOI:

0.71

Sortino Ratio

MPTI:

1.35

AAOI:

1.84

Omega Ratio

MPTI:

1.18

AAOI:

1.22

Calmar Ratio

MPTI:

1.16

AAOI:

0.90

Martin Ratio

MPTI:

2.58

AAOI:

1.98

Ulcer Index

MPTI:

20.25%

AAOI:

42.07%

Daily Std Dev

MPTI:

72.63%

AAOI:

117.14%

Max Drawdown

MPTI:

-46.41%

AAOI:

-98.49%

Current Drawdown

MPTI:

-28.75%

AAOI:

-62.03%

Fundamentals

Market Cap

MPTI:

$171.92M

AAOI:

$1.45B

EPS

MPTI:

$2.00

AAOI:

-$2.04

PEG Ratio

MPTI:

0.91

AAOI:

0.51

Total Revenue (TTM)

MPTI:

$46.98M

AAOI:

$209.55M

Gross Profit (TTM)

MPTI:

$21.28M

AAOI:

$54.47M

EBITDA (TTM)

MPTI:

$7.43M

AAOI:

-$53.34M

Returns By Period

In the year-to-date period, MPTI achieves a 39.66% return, which is significantly lower than AAOI's 95.76% return.


MPTI

YTD

39.66%

1M

-13.96%

6M

59.20%

1Y

43.69%

5Y*

N/A

10Y*

N/A

AAOI

YTD

95.76%

1M

11.01%

6M

315.60%

1Y

82.35%

5Y*

27.79%

10Y*

13.38%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MPTI vs. AAOI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for M-tron Industries Inc (MPTI) 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 MPTI, currently valued at 0.72, compared to the broader market-4.00-2.000.002.000.720.71
The chart of Sortino ratio for MPTI, currently valued at 1.35, compared to the broader market-4.00-2.000.002.004.001.351.84
The chart of Omega ratio for MPTI, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.22
The chart of Calmar ratio for MPTI, currently valued at 1.16, compared to the broader market0.002.004.006.001.161.19
The chart of Martin ratio for MPTI, currently valued at 2.58, compared to the broader market-5.000.005.0010.0015.0020.0025.002.581.98
MPTI
AAOI

The current MPTI Sharpe Ratio is 0.72, which is comparable to the AAOI Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of MPTI 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 Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.72
0.71
MPTI
AAOI

Dividends

MPTI vs. AAOI - Dividend Comparison

Neither MPTI nor AAOI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MPTI vs. AAOI - Drawdown Comparison

The maximum MPTI drawdown since its inception was -46.41%, smaller than the maximum AAOI drawdown of -98.49%. Use the drawdown chart below to compare losses from any high point for MPTI and AAOI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.75%
-14.10%
MPTI
AAOI

Volatility

MPTI vs. AAOI - Volatility Comparison

The current volatility for M-tron Industries Inc (MPTI) is 21.68%, while Applied Optoelectronics, Inc. (AAOI) has a volatility of 41.25%. This indicates that MPTI 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%JulyAugustSeptemberOctoberNovemberDecember
21.68%
41.25%
MPTI
AAOI

Financials

MPTI vs. AAOI - Financials Comparison

This section allows you to compare key financial metrics between M-tron Industries 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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