MYO vs. LIDR
MYO (Myomo, Inc.) and LIDR (AEye, Inc.) are both stocks. MYO operates in Medical Devices (Healthcare), while LIDR operates in Auto Parts (Consumer Cyclical). Over the past 5 years, MYO returned -34.46%/yr vs -65.58%/yr for LIDR. At a 0.13 correlation, their price movements are largely independent.
Performance
MYO vs. LIDR - Performance Comparison
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Returns By Period
In the year-to-date period, MYO achieves a 37.36% return, which is significantly higher than LIDR's -21.20% return.
MYO
- 1D
- -2.34%
- 1M
- 20.19%
- YTD
- 37.36%
- 6M
- 28.32%
- 1Y
- -48.35%
- 3Y*
- 35.71%
- 5Y*
- -34.46%
- 10Y*
- —
LIDR
- 1D
- 0.00%
- 1M
- -23.28%
- YTD
- -21.20%
- 6M
- -38.82%
- 1Y
- 80.10%
- 3Y*
- -34.96%
- 5Y*
- -65.58%
- 10Y*
- —
MYO vs. LIDR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MYO Myomo, Inc. | 37.36% | -85.87% | 28.54% | 879.66% | -92.53% | -22.22% |
LIDR AEye, Inc. | -21.20% | 44.88% | -44.54% | -84.12% | -90.07% | -56.00% |
Correlation
The correlation between MYO and LIDR is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2021 | 0.13 |
Fundamentals
MYO:
$52.84M
LIDR:
$65.56M
MYO:
-$0.36
LIDR:
-$0.98
MYO:
1.27
LIDR:
188.04
MYO:
5.87
LIDR:
0.88
MYO:
$41.21M
LIDR:
$270.00K
MYO:
$27.18M
LIDR:
-$389.00K
MYO:
-$12.72M
LIDR:
-$35.49M
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Return for Risk
MYO vs. LIDR — Risk / Return Rank
MYO
LIDR
MYO vs. LIDR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Myomo, Inc. (MYO) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MYO | LIDR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.31 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 1.17 | -1.83 |
| Martin ratioReturn relative to average drawdown | -0.85 | 1.66 | -2.51 |
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Drawdowns
MYO vs. LIDR - Drawdown Comparison
The maximum MYO drawdown since its inception was -99.93%, roughly equal to the maximum LIDR drawdown of -99.88%. Use the drawdown chart below to compare losses from any high point for MYO and LIDR.
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Drawdown Indicators
| MYO | LIDR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.93% | -99.88% | -0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -72.88% | -69.11% | -3.77% |
Max Drawdown (3Y)Largest decline over 3 years | -90.84% | -97.37% | +6.53% |
Max Drawdown (5Y)Largest decline over 5 years | -97.12% | -99.84% | +2.72% |
Current DrawdownCurrent decline from peak | -99.78% | -99.65% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -95.06% | -84.03% | -11.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 57.85% | 48.48% | +9.37% |
Volatility
MYO vs. LIDR - Volatility Comparison
Myomo, Inc. (MYO) has a higher volatility of 43.65% compared to AEye, Inc. (LIDR) at 17.48%. This indicates that MYO's price experiences larger fluctuations and is considered to be riskier than LIDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MYO | LIDR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 43.65% | 17.48% | +26.17% |
Volatility (6M)Calculated over the trailing 6-month period | 67.11% | 70.38% | -3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 94.41% | 197.71% | -103.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 95.28% | 154.79% | -59.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 117.19% | 148.94% | -31.75% |
Dividends
MYO vs. LIDR - Dividend Comparison
Neither MYO nor LIDR has paid dividends to shareholders.
Financials
MYO vs. LIDR - Financials Comparison
This section allows you to compare key financial metrics between Myomo, Inc. and AEye, 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
Frequently Asked Questions
MYO and LIDR have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MYO has higher volatility (43.65%) compared to LIDR (17.48%). In terms of maximum drawdown, MYO dropped -99.93% vs LIDR's -99.88%.
LIDR currently has the higher Sharpe Ratio (0.41 vs -0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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