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NEPH vs. OPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NEPH vs. OPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nephros, Inc. (NEPH) and Optex Systems Holdings Inc. Common Stock (OPXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NEPH achieves a -29.92% return, which is significantly lower than OPXS's -14.17% return. Over the past 10 years, NEPH has underperformed OPXS with an annualized return of 2.06%, while OPXS has yielded a comparatively higher 20.76% annualized return.


NEPH

1D
-4.74%
1M
6.21%
YTD
-29.92%
6M
-39.47%
1Y
0.59%
3Y*
25.02%
5Y*
-17.22%
10Y*
2.06%

OPXS

1D
1.50%
1M
12.06%
YTD
-14.17%
6M
-15.07%
1Y
32.14%
3Y*
50.78%
5Y*
51.40%
10Y*
20.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEPH vs. OPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEPH
Nephros, Inc.
-29.92%231.97%-57.51%199.00%-80.39%-31.24%-13.77%93.96%26.67%22.92%
OPXS
Optex Systems Holdings Inc. Common Stock
-14.17%106.71%4.66%122.19%57.75%5.06%-9.64%50.38%23.80%70.34%

Correlation

The correlation between NEPH and OPXS is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.10

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

0.06

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.04

Fundamentals

EPS

NEPH:

$0.07

OPXS:

$127.40

PE Ratio

NEPH:

48.27

OPXS:

0.10

PEG Ratio

NEPH:

0.03

OPXS:

0.00

PS Ratio

NEPH:

1.96

OPXS:

0.02

Total Revenue (TTM)

NEPH:

$19.12M

OPXS:

$3.78B

Gross Profit (TTM)

NEPH:

$11.32M

OPXS:

$1.45B

EBITDA (TTM)

NEPH:

$814.00K

OPXS:

$664.48M

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Return for Risk

NEPH vs. OPXS — Risk / Return Rank

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

NEPH
NEPH Risk / Return Rank: 4545
Overall Rank
NEPH Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
NEPH Sortino Ratio Rank: 5252
Sortino Ratio Rank
NEPH Omega Ratio Rank: 4949
Omega Ratio Rank
NEPH Calmar Ratio Rank: 4242
Calmar Ratio Rank
NEPH Martin Ratio Rank: 4242
Martin Ratio Rank

OPXS
OPXS Risk / Return Rank: 5757
Overall Rank
OPXS Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
OPXS Sortino Ratio Rank: 5959
Sortino Ratio Rank
OPXS Omega Ratio Rank: 5555
Omega Ratio Rank
OPXS Calmar Ratio Rank: 5858
Calmar Ratio Rank
OPXS Martin Ratio Rank: 5757
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.

NEPH vs. OPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nephros, Inc. (NEPH) and Optex Systems Holdings Inc. Common Stock (OPXS). 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.


NEPHOPXSDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.10

1.14

-0.04

Calmar ratioReturn relative to maximum drawdown

0.01

0.77

-0.76

Martin ratioReturn relative to average drawdown

0.02

1.54

-1.52

NEPH vs. OPXS - Sharpe Ratio Comparison

The current NEPH Sharpe Ratio is 0.01, which is lower than the OPXS Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of NEPH and OPXS, 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


NEPHOPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

0.44

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.96

-1.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

0.35

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

-0.09

+0.15

Drawdowns

NEPH vs. OPXS - Drawdown Comparison

The maximum NEPH drawdown since its inception was -91.98%, smaller than the maximum OPXS drawdown of -99.87%. Use the drawdown chart below to compare losses from any high point for NEPH and OPXS.


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Drawdown Indicators


NEPHOPXSDifference

Max Drawdown

Largest peak-to-trough decline

-91.98%

-99.87%

+7.89%

Max Drawdown (1Y)

Largest decline over 1 year

-51.94%

-41.80%

-10.14%

Max Drawdown (3Y)

Largest decline over 3 years

-65.06%

-45.68%

-19.38%

Max Drawdown (5Y)

Largest decline over 5 years

-91.48%

-45.68%

-45.80%

Max Drawdown (10Y)

Largest decline over 10 years

-91.98%

-76.40%

-15.58%

Current Drawdown

Current decline from peak

-69.87%

-97.16%

+27.29%

Average Drawdown

Average peak-to-trough decline

-48.43%

-95.72%

+47.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.32%

20.97%

+7.35%

Volatility

NEPH vs. OPXS - Volatility Comparison

Nephros, Inc. (NEPH) has a higher volatility of 34.44% compared to Optex Systems Holdings Inc. Common Stock (OPXS) at 18.35%. This indicates that NEPH's price experiences larger fluctuations and is considered to be riskier than OPXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEPHOPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.44%

18.35%

+16.09%

Volatility (6M)

Calculated over the trailing 6-month period

59.63%

46.36%

+13.27%

Volatility (1Y)

Calculated over the trailing 1-year period

102.86%

73.02%

+29.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.17%

53.95%

+23.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.29%

59.89%

+27.40%

Dividends

NEPH vs. OPXS - Dividend Comparison

Neither NEPH nor OPXS has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
NEPH
Nephros, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OPXS
Optex Systems Holdings Inc. Common Stock
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.05%3.64%

Financials

NEPH vs. OPXS - Financials Comparison

This section allows you to compare key financial metrics between Nephros, Inc. and Optex Systems Holdings Inc. Common Stock. 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


0.001.00B2.00B3.00B4.00B20222023202420252026
5.21M
3.75B
(NEPH) Total Revenue
(OPXS) Total Revenue
Values in USD except per share items

NEPH vs. OPXS - Profitability Comparison

The chart below illustrates the profitability comparison between Nephros, Inc. and Optex Systems Holdings Inc. Common Stock over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
57.4%
38.3%
Portfolio components
NEPH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nephros, Inc. reported a gross profit of 2.99M and revenue of 5.21M. Therefore, the gross margin over that period was 57.4%.

OPXS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Optex Systems Holdings Inc. Common Stock reported a gross profit of 1.44B and revenue of 3.75B. Therefore, the gross margin over that period was 38.3%.

NEPH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nephros, Inc. reported an operating income of 97.00K and revenue of 5.21M, resulting in an operating margin of 1.9%.

OPXS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Optex Systems Holdings Inc. Common Stock reported an operating income of 660.00M and revenue of 3.75B, resulting in an operating margin of 17.6%.

NEPH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nephros, Inc. reported a net income of 140.00K and revenue of 5.21M, resulting in a net margin of 2.7%.

OPXS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Optex Systems Holdings Inc. Common Stock reported a net income of 660.00M and revenue of 3.75B, resulting in a net margin of 17.6%.


Frequently Asked Questions


NEPH and OPXS have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NEPH has higher volatility (34.44%) compared to OPXS (18.35%). In terms of maximum drawdown, NEPH dropped -91.98% vs OPXS's -99.87%.

OPXS currently has the higher Sharpe Ratio (0.44 vs 0.01), 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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