PortfoliosLab logoPortfoliosLab logo
OWLT vs. AMLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

OWLT vs. AMLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Owlet, Inc. (OWLT) and Amylyx Pharmaceuticals, Inc. (AMLX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

OWLT vs. AMLX - Yearly Performance Comparison


2026 (YTD)2025202420232022
OWLT
Owlet, Inc.
-68.25%263.82%-15.72%-32.54%-77.46%
AMLX
Amylyx Pharmaceuticals, Inc.
15.07%219.58%-74.32%-60.16%104.48%

Fundamentals

Market Cap

OWLT:

$2.89B

AMLX:

$1.31B

EPS

OWLT:

-$0.21

AMLX:

-$1.57

PB Ratio

OWLT:

176.30

AMLX:

4.31

Total Revenue (TTM)

OWLT:

$105.66M

AMLX:

$0.00

Gross Profit (TTM)

OWLT:

$53.51M

AMLX:

$0.00

EBITDA (TTM)

OWLT:

-$38.49M

AMLX:

-$144.16M

Returns By Period

In the year-to-date period, OWLT achieves a -68.25% return, which is significantly lower than AMLX's 15.07% return.


OWLT

1D
13.47%
1M
-55.50%
YTD
-68.25%
6M
-39.32%
1Y
39.67%
3Y*
4.21%
5Y*
-48.26%
10Y*

AMLX

1D
8.93%
1M
-8.37%
YTD
15.07%
6M
2.28%
1Y
292.66%
3Y*
-22.04%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

OWLT vs. AMLX — Risk / Return Rank

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

OWLT
OWLT Risk / Return Rank: 5959
Overall Rank
OWLT Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
OWLT Sortino Ratio Rank: 6161
Sortino Ratio Rank
OWLT Omega Ratio Rank: 6363
Omega Ratio Rank
OWLT Calmar Ratio Rank: 5656
Calmar Ratio Rank
OWLT Martin Ratio Rank: 6060
Martin Ratio Rank

AMLX
AMLX Risk / Return Rank: 9797
Overall Rank
AMLX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMLX Sortino Ratio Rank: 9797
Sortino Ratio Rank
AMLX Omega Ratio Rank: 9494
Omega Ratio Rank
AMLX Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMLX Martin Ratio Rank: 9898
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.

OWLT vs. AMLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Owlet, Inc. (OWLT) and Amylyx Pharmaceuticals, Inc. (AMLX). 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.


OWLTAMLXDifference

Sharpe ratio

Return per unit of total volatility

0.44

4.03

-3.59

Sortino ratio

Return per unit of downside risk

1.18

4.16

-2.97

Omega ratio

Gain probability vs. loss probability

1.17

1.49

-0.31

Calmar ratio

Return relative to maximum drawdown

0.60

10.02

-9.42

Martin ratio

Return relative to average drawdown

1.88

23.29

-21.41

OWLT vs. AMLX - Sharpe Ratio Comparison

The current OWLT Sharpe Ratio is 0.44, which is lower than the AMLX Sharpe Ratio of 4.03. The chart below compares the historical Sharpe Ratios of OWLT and AMLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


OWLTAMLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

4.03

-3.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.53

-0.07

-0.46

Correlation

The correlation between OWLT and AMLX is 0.13, 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.


Dividends

OWLT vs. AMLX - Dividend Comparison

Neither OWLT nor AMLX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OWLT vs. AMLX - Drawdown Comparison

The maximum OWLT drawdown since its inception was -98.14%, roughly equal to the maximum AMLX drawdown of -96.04%. Use the drawdown chart below to compare losses from any high point for OWLT and AMLX.


Loading graphics...

Drawdown Indicators


OWLTAMLXDifference

Max Drawdown

Largest peak-to-trough decline

-98.14%

-96.04%

-2.10%

Max Drawdown (1Y)

Largest decline over 1 year

-72.58%

-27.93%

-44.65%

Max Drawdown (5Y)

Largest decline over 5 years

-98.06%

Current Drawdown

Current decline from peak

-96.59%

-66.04%

-30.55%

Average Drawdown

Average peak-to-trough decline

-77.32%

-59.24%

-18.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.16%

12.01%

+11.15%

Volatility

OWLT vs. AMLX - Volatility Comparison

Owlet, Inc. (OWLT) has a higher volatility of 51.87% compared to Amylyx Pharmaceuticals, Inc. (AMLX) at 19.23%. This indicates that OWLT's price experiences larger fluctuations and is considered to be riskier than AMLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


OWLTAMLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

51.87%

19.23%

+32.64%

Volatility (6M)

Calculated over the trailing 6-month period

73.45%

45.20%

+28.25%

Volatility (1Y)

Calculated over the trailing 1-year period

90.49%

73.18%

+17.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.38%

92.82%

-3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

86.17%

92.82%

-6.65%

Financials

OWLT vs. AMLX - Financials Comparison

This section allows you to compare key financial metrics between Owlet, Inc. and Amylyx Pharmaceuticals, 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


0.0020.00M40.00M60.00M80.00M100.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
26.50M
0
(OWLT) Total Revenue
(AMLX) Total Revenue
Values in USD except per share items