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OLMA vs. AAOI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


OLMAAAOI
YTD Return-15.47%-15.11%
1Y Return-28.51%73.18%
3Y Return (Ann)-24.91%41.18%
Sharpe Ratio-0.330.87
Sortino Ratio-0.011.82
Omega Ratio1.001.21
Calmar Ratio-0.290.98
Martin Ratio-0.842.15
Ulcer Index29.26%42.46%
Daily Std Dev75.46%104.23%
Max Drawdown-96.26%-98.49%
Current Drawdown-78.24%-83.54%

Fundamentals


OLMAAAOI
Market Cap$679.18M$688.68M
EPS-$2.04-$1.88
Total Revenue (TTM)$1.88M$144.40M
Gross Profit (TTM)$1.61M$38.56M
EBITDA (TTM)-$98.02M-$44.55M

Correlation

-0.50.00.51.00.2

The correlation between OLMA and AAOI is 0.24, 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

OLMA vs. AAOI - Performance Comparison

The year-to-date returns for both investments are quite close, with OLMA having a -15.47% return and AAOI slightly higher at -15.11%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
8.81%
37.24%
OLMA
AAOI

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Risk-Adjusted Performance

OLMA vs. AAOI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Olema Pharmaceuticals, Inc. (OLMA) 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.


OLMA
Sharpe ratio
The chart of Sharpe ratio for OLMA, currently valued at -0.33, compared to the broader market-4.00-2.000.002.00-0.33
Sortino ratio
The chart of Sortino ratio for OLMA, currently valued at -0.01, compared to the broader market-4.00-2.000.002.004.00-0.01
Omega ratio
The chart of Omega ratio for OLMA, currently valued at 1.00, compared to the broader market0.501.001.502.001.00
Calmar ratio
The chart of Calmar ratio for OLMA, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.29
Martin ratio
The chart of Martin ratio for OLMA, currently valued at -0.84, compared to the broader market-10.000.0010.0020.0030.00-0.84
AAOI
Sharpe ratio
The chart of Sharpe ratio for AAOI, currently valued at 0.87, compared to the broader market-4.00-2.000.002.000.87
Sortino ratio
The chart of Sortino ratio for AAOI, currently valued at 1.82, compared to the broader market-4.00-2.000.002.004.001.82
Omega ratio
The chart of Omega ratio for AAOI, currently valued at 1.21, compared to the broader market0.501.001.502.001.21
Calmar ratio
The chart of Calmar ratio for AAOI, currently valued at 1.30, compared to the broader market0.002.004.006.001.30
Martin ratio
The chart of Martin ratio for AAOI, currently valued at 2.15, compared to the broader market-10.000.0010.0020.0030.002.15

OLMA vs. AAOI - Sharpe Ratio Comparison

The current OLMA Sharpe Ratio is -0.33, which is lower than the AAOI Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of OLMA and AAOI, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.33
0.87
OLMA
AAOI

Dividends

OLMA vs. AAOI - Dividend Comparison

Neither OLMA nor AAOI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OLMA vs. AAOI - Drawdown Comparison

The maximum OLMA drawdown since its inception was -96.26%, roughly equal to the maximum AAOI drawdown of -98.49%. Use the drawdown chart below to compare losses from any high point for OLMA and AAOI. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-78.24%
-29.28%
OLMA
AAOI

Volatility

OLMA vs. AAOI - Volatility Comparison

The current volatility for Olema Pharmaceuticals, Inc. (OLMA) is 11.36%, while Applied Optoelectronics, Inc. (AAOI) has a volatility of 22.54%. This indicates that OLMA 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.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%JuneJulyAugustSeptemberOctoberNovember
11.36%
22.54%
OLMA
AAOI

Financials

OLMA vs. AAOI - Financials Comparison

This section allows you to compare key financial metrics between Olema Pharmaceuticals, 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.


Quarterly
Annual

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



Values in USD except per share items