PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MYO vs. AI.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


MYOAI.PA
YTD Return-0.40%1.42%
1Y Return125.79%6.54%
3Y Return (Ann)-20.54%9.88%
5Y Return (Ann)-21.04%12.00%
Sharpe Ratio1.290.32
Sortino Ratio2.410.61
Omega Ratio1.281.07
Calmar Ratio1.350.61
Martin Ratio4.411.31
Ulcer Index30.41%4.38%
Daily Std Dev104.24%17.82%
Max Drawdown-99.93%-39.43%
Current Drawdown-99.14%-9.42%

Fundamentals


MYOAI.PA
Market Cap$150.93M€92.05B
EPS-$0.23€5.27
PEG Ratio0.002.09
Total Revenue (TTM)$25.24M€27.01B
Gross Profit (TTM)$17.67M€16.62B
EBITDA (TTM)-$8.12M€7.67B

Correlation

-0.50.00.51.00.1

The correlation between MYO and AI.PA is 0.10, 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.

Performance

MYO vs. AI.PA - Performance Comparison

In the year-to-date period, MYO achieves a -0.40% return, which is significantly lower than AI.PA's 1.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
39.75%
-5.93%
MYO
AI.PA

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

MYO vs. AI.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Myomo, Inc. (MYO) and L'Air Liquide S.A. (AI.PA). 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.


MYO
Sharpe ratio
The chart of Sharpe ratio for MYO, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.000.58
Sortino ratio
The chart of Sortino ratio for MYO, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.006.001.65
Omega ratio
The chart of Omega ratio for MYO, currently valued at 1.19, compared to the broader market0.501.001.502.001.19
Calmar ratio
The chart of Calmar ratio for MYO, currently valued at 0.58, compared to the broader market0.002.004.006.000.58
Martin ratio
The chart of Martin ratio for MYO, currently valued at 1.88, compared to the broader market0.0010.0020.0030.001.88
AI.PA
Sharpe ratio
The chart of Sharpe ratio for AI.PA, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.000.07
Sortino ratio
The chart of Sortino ratio for AI.PA, currently valued at 0.24, compared to the broader market-4.00-2.000.002.004.006.000.24
Omega ratio
The chart of Omega ratio for AI.PA, currently valued at 1.03, compared to the broader market0.501.001.502.001.03
Calmar ratio
The chart of Calmar ratio for AI.PA, currently valued at 0.10, compared to the broader market0.002.004.006.000.10
Martin ratio
The chart of Martin ratio for AI.PA, currently valued at 0.26, compared to the broader market0.0010.0020.0030.000.26

MYO vs. AI.PA - Sharpe Ratio Comparison

The current MYO Sharpe Ratio is 1.29, which is higher than the AI.PA Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of MYO and AI.PA, 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 Ratio0.001.002.003.004.005.006.007.00JuneJulyAugustSeptemberOctoberNovember
0.58
0.07
MYO
AI.PA

Dividends

MYO vs. AI.PA - Dividend Comparison

MYO has not paid dividends to shareholders, while AI.PA's dividend yield for the trailing twelve months is around 1.82%.


TTM20232022202120202019201820172016201520142013
MYO
Myomo, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AI.PA
L'Air Liquide S.A.
1.82%1.67%1.99%1.79%2.01%1.91%2.44%2.25%2.40%2.46%2.25%2.43%

Drawdowns

MYO vs. AI.PA - Drawdown Comparison

The maximum MYO drawdown since its inception was -99.93%, which is greater than AI.PA's maximum drawdown of -39.43%. Use the drawdown chart below to compare losses from any high point for MYO and AI.PA. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-99.14%
-13.80%
MYO
AI.PA

Volatility

MYO vs. AI.PA - Volatility Comparison

Myomo, Inc. (MYO) has a higher volatility of 22.43% compared to L'Air Liquide S.A. (AI.PA) at 6.19%. This indicates that MYO's price experiences larger fluctuations and is considered to be riskier than AI.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
22.43%
6.19%
MYO
AI.PA

Financials

MYO vs. AI.PA - Financials Comparison

This section allows you to compare key financial metrics between Myomo, Inc. and L'Air Liquide S.A.. 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



Please note, different currencies. MYO values in USD, AI.PA values in EUR