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FMS vs. OFS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

FMS vs. OFS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fresenius Medical Care AG & Co. KGaA (FMS) and OFS Capital Corporation (OFS). The values are adjusted to include any dividend payments, if applicable.

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FMS vs. OFS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMS
Fresenius Medical Care AG & Co. KGaA
-5.29%8.11%11.86%30.88%-48.42%-20.28%14.76%15.62%-37.60%25.49%
OFS
OFS Capital Corporation
-21.14%-31.59%-20.19%29.93%3.28%66.92%-25.16%17.95%-0.24%-4.40%

Fundamentals

Market Cap

FMS:

$12.90B

OFS:

$47.56M

EPS

FMS:

$1.68

OFS:

-$2.92

PS Ratio

FMS:

0.67

OFS:

1.22

PB Ratio

FMS:

0.90

OFS:

0.39

Total Revenue (TTM)

FMS:

$19.63B

OFS:

$39.05M

Gross Profit (TTM)

FMS:

$5.03B

OFS:

$1.91M

EBITDA (TTM)

FMS:

$3.34B

OFS:

-$9.45M

Returns By Period

In the year-to-date period, FMS achieves a -5.29% return, which is significantly higher than OFS's -21.14% return. Over the past 10 years, FMS has underperformed OFS with an annualized return of -4.68%, while OFS has yielded a comparatively higher -0.73% annualized return.


FMS

1D
1.58%
1M
-3.84%
YTD
-5.29%
6M
-14.32%
1Y
-6.90%
3Y*
4.83%
5Y*
-6.94%
10Y*
-4.68%

OFS

1D
10.94%
1M
-10.62%
YTD
-21.14%
6M
-49.49%
1Y
-54.79%
3Y*
-18.86%
5Y*
-5.37%
10Y*
-0.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FMS vs. OFS — Risk / Return Rank

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

FMS
FMS Risk / Return Rank: 3131
Overall Rank
FMS Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FMS Sortino Ratio Rank: 2727
Sortino Ratio Rank
FMS Omega Ratio Rank: 2727
Omega Ratio Rank
FMS Calmar Ratio Rank: 3535
Calmar Ratio Rank
FMS Martin Ratio Rank: 3535
Martin Ratio Rank

OFS
OFS Risk / Return Rank: 55
Overall Rank
OFS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
OFS Sortino Ratio Rank: 22
Sortino Ratio Rank
OFS Omega Ratio Rank: 22
Omega Ratio Rank
OFS Calmar Ratio Rank: 1212
Calmar Ratio Rank
OFS Martin Ratio Rank: 55
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.

FMS vs. OFS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fresenius Medical Care AG & Co. KGaA (FMS) and OFS Capital Corporation (OFS). 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.


FMSOFSDifference

Sharpe ratio

Return per unit of total volatility

-0.24

-1.26

+1.02

Sortino ratio

Return per unit of downside risk

-0.13

-2.07

+1.95

Omega ratio

Gain probability vs. loss probability

0.98

0.73

+0.25

Calmar ratio

Return relative to maximum drawdown

-0.23

-0.82

+0.59

Martin ratio

Return relative to average drawdown

-0.41

-1.69

+1.28

FMS vs. OFS - Sharpe Ratio Comparison

The current FMS Sharpe Ratio is -0.24, which is higher than the OFS Sharpe Ratio of -1.26. The chart below compares the historical Sharpe Ratios of FMS and OFS, 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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Sharpe Ratios by Period


FMSOFSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

-1.26

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

-0.17

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

-0.02

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.04

+0.08

Correlation

The correlation between FMS and OFS 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

FMS vs. OFS - Dividend Comparison

FMS's dividend yield for the trailing twelve months is around 3.49%, less than OFS's 28.73% yield.


TTM20252024202320222021202020192018201720162015
FMS
Fresenius Medical Care AG & Co. KGaA
3.49%3.30%2.80%2.97%4.34%2.57%1.72%1.78%1.95%0.70%0.74%0.71%
OFS
OFS Capital Corporation
28.73%25.00%16.85%11.45%11.43%8.35%12.03%12.18%12.83%11.43%9.88%11.85%

Drawdowns

FMS vs. OFS - Drawdown Comparison

The maximum FMS drawdown since its inception was -77.59%, which is greater than OFS's maximum drawdown of -69.09%. Use the drawdown chart below to compare losses from any high point for FMS and OFS.


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Drawdown Indicators


FMSOFSDifference

Max Drawdown

Largest peak-to-trough decline

-77.59%

-69.09%

-8.50%

Max Drawdown (1Y)

Largest decline over 1 year

-28.42%

-65.06%

+36.64%

Max Drawdown (5Y)

Largest decline over 5 years

-68.85%

-66.97%

-1.88%

Max Drawdown (10Y)

Largest decline over 10 years

-75.61%

-69.09%

-6.52%

Current Drawdown

Current decline from peak

-53.37%

-58.12%

+4.75%

Average Drawdown

Average peak-to-trough decline

-23.61%

-13.72%

-9.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.54%

31.49%

-15.95%

Volatility

FMS vs. OFS - Volatility Comparison

The current volatility for Fresenius Medical Care AG & Co. KGaA (FMS) is 6.26%, while OFS Capital Corporation (OFS) has a volatility of 21.93%. This indicates that FMS experiences smaller price fluctuations and is considered to be less risky than OFS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMSOFSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

21.93%

-15.67%

Volatility (6M)

Calculated over the trailing 6-month period

20.89%

40.39%

-19.50%

Volatility (1Y)

Calculated over the trailing 1-year period

29.29%

43.82%

-14.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.41%

32.40%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.01%

39.63%

-10.62%

Financials

FMS vs. OFS - Financials Comparison

This section allows you to compare key financial metrics between Fresenius Medical Care AG & Co. KGaA and OFS Capital Corporation. 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


0.001.00B2.00B3.00B4.00B5.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
5.07B
12.37M
(FMS) Total Revenue
(OFS) Total Revenue
Values in USD except per share items