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

Correlation

The correlation between OLMA and AAOI is 0.30, 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 chart below illustrates the hypothetical performance of a $10,000 investment in Olema Pharmaceuticals, Inc. (OLMA) and Applied Optoelectronics, Inc. (AAOI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

OLMA:

-0.71

AAOI:

0.53

Sortino Ratio

OLMA:

-0.72

AAOI:

1.93

Omega Ratio

OLMA:

0.91

AAOI:

1.22

Calmar Ratio

OLMA:

-0.55

AAOI:

0.93

Martin Ratio

OLMA:

-1.06

AAOI:

2.39

Ulcer Index

OLMA:

48.92%

AAOI:

36.47%

Daily Std Dev

OLMA:

79.10%

AAOI:

135.39%

Max Drawdown

OLMA:

-96.26%

AAOI:

-98.49%

Current Drawdown

OLMA:

-91.74%

AAOI:

-80.82%

Fundamentals

Market Cap

OLMA:

$319.93M

AAOI:

$1.13B

EPS

OLMA:

-$2.20

AAOI:

-$4.08

PS Ratio

OLMA:

0.00

AAOI:

3.65

PB Ratio

OLMA:

0.80

AAOI:

3.28

Total Revenue (TTM)

OLMA:

$0.00

AAOI:

$308.55M

Gross Profit (TTM)

OLMA:

-$94.00K

AAOI:

$84.65M

EBITDA (TTM)

OLMA:

-$107.61M

AAOI:

-$152.73M

Returns By Period

In the year-to-date period, OLMA achieves a -22.81% return, which is significantly higher than AAOI's -48.16% return.


OLMA

YTD

-22.81%

1M

10.84%

6M

-60.80%

1Y

-55.75%

5Y*

N/A

10Y*

N/A

AAOI

YTD

-48.16%

1M

69.87%

6M

-29.90%

1Y

71.24%

5Y*

18.66%

10Y*

2.79%

*Annualized

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Risk-Adjusted Performance

OLMA vs. AAOI — Risk-Adjusted Performance Rank

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

OLMA
The Risk-Adjusted Performance Rank of OLMA is 1717
Overall Rank
The Sharpe Ratio Rank of OLMA is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of OLMA is 1717
Sortino Ratio Rank
The Omega Ratio Rank of OLMA is 1818
Omega Ratio Rank
The Calmar Ratio Rank of OLMA is 1616
Calmar Ratio Rank
The Martin Ratio Rank of OLMA is 2323
Martin Ratio Rank

AAOI
The Risk-Adjusted Performance Rank of AAOI is 7979
Overall Rank
The Sharpe Ratio Rank of AAOI is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of AAOI is 8585
Sortino Ratio Rank
The Omega Ratio Rank of AAOI is 8080
Omega Ratio Rank
The Calmar Ratio Rank of AAOI is 8282
Calmar Ratio Rank
The Martin Ratio Rank of AAOI is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current OLMA Sharpe Ratio is -0.71, which is lower than the AAOI Sharpe Ratio of 0.53. 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.


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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.


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Volatility

OLMA vs. AAOI - Volatility Comparison

The current volatility for Olema Pharmaceuticals, Inc. (OLMA) is 24.33%, while Applied Optoelectronics, Inc. (AAOI) has a volatility of 33.90%. 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.


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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


0.0020.00M40.00M60.00M80.00M100.00M202120222023202420250
99.86M
(OLMA) Total Revenue
(AAOI) Total Revenue
Values in USD except per share items