MVIS vs. LIDR

Last updated Apr 1, 2026

Compare and contrast key facts about MicroVision, Inc. (MVIS) and AEye, Inc. (LIDR).

Performance

MVIS vs. LIDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroVision, Inc. (MVIS) and AEye, Inc. (LIDR). The values are adjusted to include any dividend payments, if applicable.

MVIS vs. LIDR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
MVIS MicroVision, Inc.	-22.57%	-36.79%	-50.75%	13.19%	-53.09%	-14.36%
LIDR AEye, Inc.	-1.63%	44.88%	-44.54%	-84.12%	-90.07%	-54.68%

Fundamentals

Market Cap MVIS : $195.88M LIDR : $80.46M
EPS MVIS : -$0.33 LIDR : -$1.07
PS Ratio MVIS : 151.38 LIDR : 245.59
PB Ratio MVIS : 3.53 LIDR : 0.99
Total Revenue (TTM) MVIS : $1.21M LIDR : $233.00K
Gross Profit (TTM) MVIS : -$17.34M LIDR : -$321.00K
EBITDA (TTM) MVIS : -$74.75M LIDR : -$32.50M

Returns By Period

In the year-to-date period, MVIS achieves a -22.57% return, which is significantly lower than LIDR's -1.63% return.

MVIS

• 1D: 10.00%
• 1M: -17.91%
• YTD: -22.57%
• 6M: -48.29%
• 1Y: -48.29%
• 3Y*: -37.84%
• 5Y*: -47.14%
• 10Y*: -9.50%

LIDR

• 1D: 4.62%
• 1M: 10.37%
• YTD: -1.63%
• 6M: -27.31%
• 1Y: 217.49%
• 3Y*: -42.34%
• 5Y*: -64.03%
• 10Y*: —

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

Return for Risk

MVIS vs. LIDR — Risk / Return Rank

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

MVIS

MVIS Risk / Return Rank: 16
MVIS Sharpe Ratio Rank: 15
MVIS Sortino Ratio Rank: 18
MVIS Omega Ratio Rank: 19
MVIS Calmar Ratio Rank: 16
MVIS Martin Ratio Rank: 10

LIDR

LIDR Risk / Return Rank: 86
LIDR Sharpe Ratio Rank: 78
LIDR Sortino Ratio Rank: 96
LIDR Omega Ratio Rank: 92
LIDR Calmar Ratio Rank: 86
LIDR Martin Ratio Rank: 78

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.

MVIS vs. LIDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroVision, Inc. (MVIS) and AEye, Inc. (LIDR). 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.

	MVIS	LIDR	Difference
Sharpe ratio Return per unit of total volatility	-0.61	1.12	-1.74
Sortino ratio Return per unit of downside risk	-0.59	3.77	-4.37
Omega ratio Gain probability vs. loss probability	0.93	1.43	-0.50
Calmar ratio Return relative to maximum drawdown	-0.73	2.98	-3.71
Martin ratio Return relative to average drawdown	-1.49	5.14	-6.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MVIS vs. LIDR - Sharpe Ratio Comparison

The current MVIS Sharpe Ratio is -0.61, which is lower than the LIDR Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of MVIS and LIDR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MVIS	LIDR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.61	1.12	-1.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.50	-0.42	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.13	-0.42	+0.29

Correlation

The correlation between MVIS and LIDR is 0.27, 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.

Dividends

MVIS vs. LIDR - Dividend Comparison

Neither MVIS nor LIDR has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

MVIS vs. LIDR - Drawdown Comparison

The maximum MVIS drawdown since its inception was -99.97%, roughly equal to the maximum LIDR drawdown of -99.88%. Use the drawdown chart below to compare losses from any high point for MVIS and LIDR.

Drawdown Indicators

	MVIS	LIDR	Difference
Max Drawdown Largest peak-to-trough decline	-99.97%	-99.88%	-0.09%
Max Drawdown (1Y) Largest decline over 1 year	-64.78%	-69.11%	+4.33%
Max Drawdown (5Y) Largest decline over 5 years	-98.00%	-99.84%	+1.84%
Max Drawdown (10Y) Largest decline over 10 years	-98.00%	—	—
Current Drawdown Current decline from peak	-99.87%	-99.56%	-0.31%
Average Drawdown Average peak-to-trough decline	-86.40%	-83.42%	-2.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	31.47%	40.05%	-8.58%

Volatility

MVIS vs. LIDR - Volatility Comparison

MicroVision, Inc. (MVIS) and AEye, Inc. (LIDR) have volatilities of 43.69% and 43.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MVIS	LIDR	Difference
Volatility (1M) Calculated over the trailing 1-month period	43.69%	43.13%	+0.56%
Volatility (6M) Calculated over the trailing 6-month period	63.03%	66.62%	-3.59%
Volatility (1Y) Calculated over the trailing 1-year period	78.96%	195.15%	-116.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	94.02%	153.37%	-59.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	114.11%	150.82%	-36.71%

Financials