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IMMR vs. OSUR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IMMR vs. OSUR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Immersion Corporation (IMMR) and OraSure Technologies, Inc. (OSUR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IMMR achieves a 4.00% return, which is significantly lower than OSUR's 65.29% return. Over the past 10 years, IMMR has outperformed OSUR with an annualized return of 1.83%, while OSUR has yielded a comparatively lower -6.48% annualized return.


IMMR

1D
2.83%
1M
8.82%
YTD
4.00%
6M
4.62%
1Y
-3.60%
3Y*
1.13%
5Y*
-2.06%
10Y*
1.83%

OSUR

1D
-2.20%
1M
35.59%
YTD
65.29%
6M
60.00%
1Y
40.35%
3Y*
-11.24%
5Y*
-15.87%
10Y*
-6.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMMR vs. OSUR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMMR
Immersion Corporation
4.00%-18.30%26.47%3.43%23.12%-49.42%51.95%-17.08%26.91%-33.58%
OSUR
OraSure Technologies, Inc.
65.29%-32.96%-55.98%70.12%-44.53%-17.90%31.82%-31.25%-38.07%114.81%

Correlation

The correlation between IMMR and OSUR is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Nov 15, 1999

0.23

Fundamentals

Total Revenue (TTM)

IMMR:

$1.47B

OSUR:

$85.12M

Gross Profit (TTM)

IMMR:

$409.86M

OSUR:

$33.04M

EBITDA (TTM)

IMMR:

$188.76M

OSUR:

-$47.07M

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Return for Risk

IMMR vs. OSUR — Risk / Return Rank

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

IMMR
IMMR Risk / Return Rank: 3434
Overall Rank
IMMR Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IMMR Sortino Ratio Rank: 3333
Sortino Ratio Rank
IMMR Omega Ratio Rank: 3333
Omega Ratio Rank
IMMR Calmar Ratio Rank: 3535
Calmar Ratio Rank
IMMR Martin Ratio Rank: 3535
Martin Ratio Rank

OSUR
OSUR Risk / Return Rank: 6363
Overall Rank
OSUR Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
OSUR Sortino Ratio Rank: 6464
Sortino Ratio Rank
OSUR Omega Ratio Rank: 6060
Omega Ratio Rank
OSUR Calmar Ratio Rank: 6060
Calmar Ratio Rank
OSUR Martin Ratio Rank: 6161
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.

IMMR vs. OSUR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Immersion Corporation (IMMR) and OraSure Technologies, Inc. (OSUR). 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.


IMMROSURDifference

Sharpe ratio

Return per unit of total volatility

-0.09

0.84

-0.94

Sortino ratio

Return per unit of downside risk

0.15

1.50

-1.35

Omega ratio

Gain probability vs. loss probability

1.02

1.17

-0.16

Calmar ratio

Return relative to maximum drawdown

-0.15

0.99

-1.14

Martin ratio

Return relative to average drawdown

-0.29

2.23

-2.52

IMMR vs. OSUR - Sharpe Ratio Comparison

The current IMMR Sharpe Ratio is -0.09, which is lower than the OSUR Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of IMMR and OSUR, 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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Sharpe Ratios by Period


IMMROSURDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

0.84

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

-0.29

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

-0.11

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

-0.06

+0.02

Drawdowns

IMMR vs. OSUR - Drawdown Comparison

The maximum IMMR drawdown since its inception was -98.66%, which is greater than OSUR's maximum drawdown of -90.75%. Use the drawdown chart below to compare losses from any high point for IMMR and OSUR.


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Drawdown Indicators


IMMROSURDifference

Max Drawdown

Largest peak-to-trough decline

-98.66%

-90.75%

-7.91%

Max Drawdown (1Y)

Largest decline over 1 year

-30.86%

-39.37%

+8.51%

Max Drawdown (3Y)

Largest decline over 3 years

-56.90%

-74.73%

+17.83%

Max Drawdown (5Y)

Largest decline over 5 years

-56.90%

-84.23%

+27.33%

Max Drawdown (10Y)

Largest decline over 10 years

-74.29%

-90.75%

+16.46%

Current Drawdown

Current decline from peak

-89.28%

-82.46%

-6.82%

Average Drawdown

Average peak-to-trough decline

-88.21%

-56.69%

-31.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.64%

17.44%

-0.80%

Volatility

IMMR vs. OSUR - Volatility Comparison

The current volatility for Immersion Corporation (IMMR) is 9.55%, while OraSure Technologies, Inc. (OSUR) has a volatility of 17.47%. This indicates that IMMR experiences smaller price fluctuations and is considered to be less risky than OSUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMMROSURDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.55%

17.47%

-7.92%

Volatility (6M)

Calculated over the trailing 6-month period

26.35%

33.28%

-6.93%

Volatility (1Y)

Calculated over the trailing 1-year period

38.93%

48.03%

-9.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.66%

54.79%

-9.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.26%

56.94%

-5.68%

Dividends

IMMR vs. OSUR - Dividend Comparison

IMMR's dividend yield for the trailing twelve months is around 3.47%, while OSUR has not paid dividends to shareholders.


PositionTTM202520242023
IMMR
Immersion Corporation
3.47%5.59%2.06%3.12%
OSUR
OraSure Technologies, Inc.
0.00%0.00%0.00%0.00%

Financials

IMMR vs. OSUR - Financials Comparison

This section allows you to compare key financial metrics between Immersion Corporation and OraSure Technologies, 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


0.00100.00M200.00M300.00M400.00M500.00M600.00M20222023202420252026
281.38M
27.93K
(IMMR) Total Revenue
(OSUR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


IMMR and OSUR have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OSUR has higher volatility (17.47%) compared to IMMR (9.55%). In terms of maximum drawdown, IMMR dropped -98.66% vs OSUR's -90.75%.

OSUR currently has the higher Sharpe Ratio (0.84 vs -0.09), 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.

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