MPTI vs. AAOI
Compare and contrast key facts about M-tron Industries Inc (MPTI) and Applied Optoelectronics, Inc. (AAOI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MPTI or AAOI.
Performance
MPTI vs. AAOI - Performance Comparison
Returns By Period
In the year-to-date period, MPTI achieves a 74.51% return, which is significantly lower than AAOI's 83.75% return.
MPTI
74.51%
23.39%
88.76%
83.18%
N/A
N/A
AAOI
83.75%
101.36%
198.32%
168.74%
28.30%
11.17%
Fundamentals
| MPTI | AAOI | |
|---|---|---|
| Market Cap | $171.95M | $1.60B |
| EPS | $2.00 | -$2.04 |
| PEG Ratio | 0.91 | 0.51 |
| Total Revenue (TTM) | $46.98M | $209.55M |
| Gross Profit (TTM) | $21.28M | $54.47M |
| EBITDA (TTM) | $7.43M | -$53.34M |
Key characteristics
| MPTI | AAOI | |
|---|---|---|
| Sharpe Ratio | 0.81 | 1.42 |
| Sortino Ratio | 1.48 | 2.48 |
| Omega Ratio | 1.19 | 1.29 |
| Calmar Ratio | 1.37 | 1.79 |
| Martin Ratio | 3.04 | 3.91 |
| Ulcer Index | 20.41% | 42.55% |
| Daily Std Dev | 76.54% | 116.93% |
| Max Drawdown | -46.41% | -98.49% |
| Current Drawdown | 0.00% | -64.36% |
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Correlation
The correlation between MPTI and AAOI is 0.11, 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.
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.
Dividends
MPTI vs. AAOI - Dividend Comparison
Neither MPTI nor AAOI has paid dividends to shareholders.
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.
Volatility
MPTI vs. AAOI - Volatility Comparison
The current volatility for M-tron Industries Inc (MPTI) is 19.20%, while Applied Optoelectronics, Inc. (AAOI) has a volatility of 49.67%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities