Applied Opt

10-Year Study

AAOI.US · Technology · US · Common Stock

Executive Summary: Applied Opt has compounded at 31.3% annually over the last 10 years, with a maximum drawdown of 98.4% and an annualized volatility of 288.7%.

1Y CAGR
+1158.3%
3Y CAGR
+330.6%
5Y CAGR
+82.2%
10Y CAGR
+31.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
98.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.87
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
119.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +922.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -63.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202625.193.10.486.0————————351.3%
2025-24.3-21.7-29.8-16.720.666.6-11.05.87.137.1-24.730.2-5.4%
2024-18.61.6-13.3-28.96.5-21.015.218.826.19.2163.9-10.690.8%
202326.517.6-21.4-12.214.4168.513.3104.0-20.3-32.378.345.8922.2%
2022-20.2-11.50.6-29.6-7.8-34.611.040.112.91.1-20.0-14.1-63.2%
202129.4-15.3-10.3-11.411.12.9-8.7-5.2-2.06.5-22.7-13.0-39.6%
2020-4.9-21.0-15.041.2-17.623.130.7-18.2-3.3-22.0-5.42.4-28.4%
201912.6-22.3-9.62.6-30.818.7-2.6-11.126.1-16.614.311.0-23.0%
2018-14.4-13.8-10.327.546.3-4.0-14.47.6-40.4-20.44.9-25.1-59.2%
201731.249.322.3-12.041.4-11.557.8-39.49.4-37.07.2-13.461.3%
2016———-24.9-5.85.76.242.331.8-13.428.8-5.457.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 288.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 82.1% of variance. Idiosyncratic stock-specific factors contribute 6.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-017511.737089201877
2016-05-017075.788061703555
2016-06-017478.202548625083
2016-07-017940.979208584842
2016-08-0111301.140174379612
2016-09-0114896.042924211939
2016-10-0112897.384305835012
2016-11-0116613.011401743795
2016-12-0115720.992622401072
2017-01-0120630.449362843727
2017-02-0130798.1220657277
2017-03-0137659.289067739766
2017-04-0133125.419181757214
2017-05-0146827.63246143527
2017-06-0141441.98524480214
2017-07-0165385.64721663313
2017-08-0139651.24077800134
2017-09-0143373.574782025484
2017-10-0127323.94366197183
2017-11-0129282.360831656602
2017-12-0125365.526492287056
2018-01-0121723.675385647217
2018-02-0118732.394366197183
2018-03-0116807.5117370892
2018-04-0121435.278336686788
2018-05-0131368.2092555332
2018-06-0130114.017437961098
2018-07-0125774.647887323947
2018-08-0127739.771965124077
2018-09-0116539.23541247485
2018-10-0113165.660630449363
2018-11-0113809.52380952381
2018-12-0110348.759221998658
2019-01-0111656.606304493629
2019-02-019054.325955734406
2019-03-018182.42790073776
2019-04-018397.048960429242
2019-05-015808.182427900738
2019-06-016894.701542588866
2019-07-016713.615023474179
2019-08-015969.14822266935
2019-09-017525.150905432596
2019-10-016277.665995975855
2019-11-017176.391683433937
2019-12-017967.806841046277
2020-01-017578.806170355467
2020-02-015989.2689470154255
2020-03-015090.543259557344
2020-04-017189.805499664655
2020-05-015922.199865861838
2020-06-017290.409121395036
2020-07-019530.516431924883
2020-08-017800.134138162308
2020-09-017545.271629778672
2020-10-015888.665325285043
2020-11-015573.440643863179
2020-12-015707.578806170355
2021-01-017384.30583501006
2021-02-016254.191817572099
2021-03-015606.9751844399725
2021-04-014969.818913480885
2021-05-015519.785378940308
2021-06-015680.75117370892
2021-07-015184.439973172368
2021-08-014916.163648558015
2021-09-014815.560026827632
2021-10-015130.784708249497
2021-11-013963.7826961770625
2021-12-013447.350771294433
2022-01-012749.832327297116
2022-02-012434.6076458752514
2022-03-012448.021462105969
2022-04-011723.6753856472164
2022-05-011589.5372233400403
2022-06-011039.570757880617
2022-07-011153.588195841717
2022-08-011616.3648558014756
2022-09-011824.279007377599
2022-10-011844.3997317236754
2022-11-011475.5197853789402
2022-12-011267.6056338028168
2023-01-011602.951039570758
2023-02-011884.6411804158283
2023-03-011482.226693494299
2023-04-011301.140174379611
2023-05-011488.933601609658
2023-06-013997.3172367538564
2023-07-014527.162977867203
2023-08-019235.412474849094
2023-09-017357.478202548625
2023-10-014983.232729711603
2023-11-018886.653252850436
2023-12-0112957.74647887324
2024-01-0110549.966465459423
2024-02-0110717.639168343394
2024-03-019295.774647887323
2024-04-016606.304493628437
2024-05-017035.546613011402
2024-06-015560.0268276324605
2024-07-016405.097250167672
2024-08-017612.34071093226
2024-09-019597.585513078471
2024-10-0110476.190476190475
2024-11-0127645.875251509053
2024-12-0124721.663313212608
2025-01-0118725.687458081826
2025-02-0114661.301140174379
2025-03-0110295.10395707579
2025-04-018578.13547954393
2025-05-0110342.0523138833
2025-06-0117230.04694835681
2025-07-0115338.698859825621
2025-08-0116230.717639168344
2025-09-0117391.01274312542
2025-10-0123849.765258215964
2025-11-0117961.09993293092
2025-12-0123380.281690140844
2026-01-0129248.82629107981
2026-02-0156492.28705566734
2026-03-0156733.735747820254
2026-04-01105513.07847082494
Annual Return Matrix
YearAnnual Return
20170.613481228668942
2018-0.5920148069804336
2019-0.23007128969539847
2020-0.28367003367003374
2021-0.39600470035252644
2022-0.632295719844358
20239.222222222222223
20240.9078674948240164
2025-0.05425935973955509
20263.5129087779690185
Total Factor Risk
2.886641380402633
VTI.US Exposure
0.057691039610778844
VEA.US Exposure
-0.002061644500642622
VWO.US Exposure
-0.004147683002103779
QQQ.US Exposure
0.0006086495332542609
VTV.US Exposure
0.00467728814762051
IJR.US Exposure
0.01867031408449083
QUAL.US Exposure
-0.0066204043243194375
SHV.US Exposure
0.8209869873787241
TLT.US Exposure
0.006802772310644777
LQD.US Exposure
0.005287762502455754
HYG.US Exposure
0.0015409493686199356
GLD.US Exposure
0.000027231111790776303
USO.US Exposure
0.00001699130396463022
VNQ.US Exposure
0.008203791875850753
BTC-USD.CC Exposure
-0.00032299757453146906
CPER.US Exposure
0.008497970586805802
VIX.INDX Exposure
0.0033255119355153876
UUP.US Exposure
0.0022767819161054253
TIP.US Exposure
0.013268505646106255
Idiosyncratic Exposure
0.06127018208886935
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
288.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$8.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+75.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+254.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
3.22
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Applied Opt a high-risk investment?

Applied Opt (AAOI.US) has an annualized volatility of 288.7% and experienced a maximum drawdown of 98.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AAOI.US?

Over the past 10 years, AAOI.US has generated a Compound Annual Growth Rate (CAGR) of 31.3%. It has had a positive return in 40% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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