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OWLT vs. AMLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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.

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Returns By Period

In the year-to-date period, OWLT achieves a -68.25% return, which is significantly lower than AMLX's 68.13% return.


OWLT

1D
-2.10%
1M
-10.76%
6M
-57.42%
YTD
-68.25%
1Y
-30.45%
3Y*
2.74%
5Y*
-48.27%
10Y*
ALL TIME*
-43.61%

AMLX

1D
-2.12%
1M
11.17%
6M
42.13%
YTD
68.13%
1Y
163.25%
3Y*
-4.58%
5Y*
10Y*
ALL TIME*
-0.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$41.59M$31.68M$25.94M
$548.75K$782.41K$1.12M

OWLT vs. AMLX - Yearly Performance Comparison


2026 (YTD)2025202420232022
OWLT
Owlet, Inc.
-68.25%263.82%-15.72%-32.54%-79.14%
AMLX
Amylyx Pharmaceuticals, Inc.
68.13%219.58%-74.32%-60.16%75.95%

Correlation

The correlation between OWLT and AMLX is 0.19, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.19

Correlation (3Y)
Balances recent behavior with more history.

0.12

Correlation (All Time)
Calculated using the full available price history since Jan 7, 2022

0.14

Fundamentals

Market Cap

OWLT:

$93.01M

AMLX:

$2.26B

EPS

OWLT:

-$0.03

AMLX:

-$1.51

PB Ratio

OWLT:

1.26K

AMLX:

8.22

Total Revenue (TTM)

OWLT:

$107.06M

AMLX:

$0.00

Gross Profit (TTM)

OWLT:

$54.38M

AMLX:

-$20.10M

EBITDA (TTM)

OWLT:

-$17.58M

AMLX:

-$150.30M

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Return for Risk

OWLT vs. AMLX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OWLT
OWLT Risk / Return Rank: 3232
Overall Rank
OWLT Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
OWLT Sortino Ratio Rank: 3535
Sortino Ratio Rank
OWLT Omega Ratio Rank: 3535
Omega Ratio Rank
OWLT Calmar Ratio Rank: 3030
Calmar Ratio Rank
OWLT Martin Ratio Rank: 3232
Martin Ratio Rank

AMLX
AMLX Risk / Return Rank: 9393
Overall Rank
AMLX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
AMLX Sortino Ratio Rank: 9393
Sortino Ratio Rank
AMLX Omega Ratio Rank: 8989
Omega Ratio Rank
AMLX Calmar Ratio Rank: 9595
Calmar Ratio Rank
AMLX Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


OWLTAMLXDifference
Sharpe ratioReturn per unit of total volatility

-2.86

Sortino ratioReturn per unit of downside risk

-3.01

Omega ratioGain probability vs. loss probability

1.01

1.35

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.41

5.03

-5.43

Martin ratioReturn relative to average drawdown

-0.66

10.76

-11.42

OWLT vs. AMLX - Sharpe Ratio Comparison

The current OWLT Sharpe Ratio is -0.35, which is lower than the AMLX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of OWLT and AMLX, 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

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.


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Drawdown Indicators


OWLTAMLXDifference

Max Drawdown

Largest peak-to-trough decline

-98.14%

-96.04%

-2.10%

Max Drawdown (1Y)

Largest decline over 1 year

-73.12%

-30.61%

-42.51%

Max Drawdown (3Y)

Largest decline over 3 years

-73.12%

-92.80%

+19.68%

Max Drawdown (5Y)

Largest decline over 5 years

-98.06%

Current Drawdown

Current decline from peak

-96.59%

-50.38%

-46.21%

Average Drawdown

Average peak-to-trough decline

-78.39%

-59.30%

-19.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.86%

14.27%

+30.59%

Volatility

OWLT vs. AMLX - Volatility Comparison

Owlet, Inc. (OWLT) has a higher volatility of 16.53% compared to Amylyx Pharmaceuticals, Inc. (AMLX) at 15.49%. 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.


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Volatility by Period


OWLTAMLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.53%

15.49%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

69.77%

39.64%

+30.13%

Volatility (1Y)

Calculated over the trailing 1-year period

86.18%

61.22%

+24.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.68%

90.71%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.24%

90.71%

-5.47%

Dividends

OWLT vs. AMLX - Dividend Comparison

Neither OWLT nor AMLX has paid dividends to shareholders.


Tickers have no history of dividend payments

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


Values in USD except per share items

Frequently Asked Questions


OWLT and AMLX 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.

OWLT has higher volatility (16.53%) compared to AMLX (15.49%). In terms of maximum drawdown, OWLT dropped -98.14% vs AMLX's -96.04%.

AMLX currently has the higher Sharpe Ratio (2.51 vs -0.35), 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

Find the right allocation for OWLT and AMLX

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