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MYO vs. LIDR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MYO vs. LIDR - Performance Comparison

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

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

MYO vs. LIDR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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

Market Cap

MYO:

$52.84M

LIDR:

$65.56M

EPS

MYO:

-$0.36

LIDR:

-$0.98

PS Ratio

MYO:

1.27

LIDR:

188.04

PB Ratio

MYO:

5.87

LIDR:

0.88

Total Revenue (TTM)

MYO:

$41.21M

LIDR:

$270.00K

Gross Profit (TTM)

MYO:

$27.18M

LIDR:

-$389.00K

EBITDA (TTM)

MYO:

-$12.72M

LIDR:

-$35.49M

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Myomo, Inc.

AEye, Inc.

Return for Risk

MYO vs. LIDR — Risk / Return Rank

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

MYO
MYO Risk / Return Rank: 2222
Overall Rank
MYO Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MYO Sortino Ratio Rank: 2525
Sortino Ratio Rank
MYO Omega Ratio Rank: 2525
Omega Ratio Rank
MYO Calmar Ratio Rank: 1717
Calmar Ratio Rank
MYO Martin Ratio Rank: 2525
Martin Ratio Rank

LIDR
LIDR Risk / Return Rank: 7070
Overall Rank
LIDR Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
LIDR Sortino Ratio Rank: 8888
Sortino Ratio Rank
LIDR Omega Ratio Rank: 8282
Omega Ratio Rank
LIDR Calmar Ratio Rank: 6666
Calmar Ratio Rank
LIDR Martin Ratio Rank: 5959
Martin Ratio Rank
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.

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.


MYOLIDRDifference
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

MYO vs. LIDR - Sharpe Ratio Comparison

The current MYO Sharpe Ratio is -0.51, which is lower than the LIDR Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of MYO and LIDR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


MYOLIDRDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-99.78%

-99.65%

-0.13%

Average Drawdown

Average peak-to-trough decline

-95.06%

-84.03%

-11.03%

Ulcer Index

Depth 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


MYOLIDRDifference

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.


Tickers have no history of dividend payments

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00M4.00M6.00M8.00M10.00M12.00M20222023202420252026
10.11M
101.00K
(MYO) Total Revenue
(LIDR) Total Revenue
Values in USD except per share items

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.

Portfolio Optimizer

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