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OBSOX vs. OBMCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OBSOX and OBMCX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

OBSOX vs. OBMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oberweis Small-Cap Opportunities Fund (OBSOX) and Oberweis Micro Cap Fund (OBMCX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
3.13%
14.64%
OBSOX
OBMCX

Key characteristics

Sharpe Ratio

OBSOX:

0.88

OBMCX:

1.06

Sortino Ratio

OBSOX:

1.30

OBMCX:

1.56

Omega Ratio

OBSOX:

1.16

OBMCX:

1.19

Calmar Ratio

OBSOX:

0.44

OBMCX:

1.06

Martin Ratio

OBSOX:

4.71

OBMCX:

5.61

Ulcer Index

OBSOX:

3.56%

OBMCX:

4.30%

Daily Std Dev

OBSOX:

19.01%

OBMCX:

22.89%

Max Drawdown

OBSOX:

-86.25%

OBMCX:

-81.09%

Current Drawdown

OBSOX:

-23.68%

OBMCX:

-6.82%

Returns By Period

In the year-to-date period, OBSOX achieves a 17.72% return, which is significantly lower than OBMCX's 23.48% return. Over the past 10 years, OBSOX has underperformed OBMCX with an annualized return of 4.81%, while OBMCX has yielded a comparatively higher 9.72% annualized return.


OBSOX

YTD

17.72%

1M

-3.59%

6M

3.13%

1Y

16.20%

5Y*

11.90%

10Y*

4.81%

OBMCX

YTD

23.48%

1M

-5.11%

6M

14.64%

1Y

23.31%

5Y*

15.69%

10Y*

9.72%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


OBSOX vs. OBMCX - Expense Ratio Comparison

OBSOX has a 1.25% expense ratio, which is lower than OBMCX's 1.48% expense ratio.


OBMCX
Oberweis Micro Cap Fund
Expense ratio chart for OBMCX: current value at 1.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.48%
Expense ratio chart for OBSOX: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%

Risk-Adjusted Performance

OBSOX vs. OBMCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oberweis Small-Cap Opportunities Fund (OBSOX) and Oberweis Micro Cap Fund (OBMCX). 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.


Sharpe ratio
The chart of Sharpe ratio for OBSOX, currently valued at 0.88, compared to the broader market-1.000.001.002.003.004.000.881.06
The chart of Sortino ratio for OBSOX, currently valued at 1.30, compared to the broader market-2.000.002.004.006.008.0010.001.301.56
The chart of Omega ratio for OBSOX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.003.501.161.19
The chart of Calmar ratio for OBSOX, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.0012.000.441.06
The chart of Martin ratio for OBSOX, currently valued at 4.71, compared to the broader market0.0020.0040.0060.004.715.61
OBSOX
OBMCX

The current OBSOX Sharpe Ratio is 0.88, which is comparable to the OBMCX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of OBSOX and OBMCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.88
1.06
OBSOX
OBMCX

Dividends

OBSOX vs. OBMCX - Dividend Comparison

Neither OBSOX nor OBMCX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OBSOX vs. OBMCX - Drawdown Comparison

The maximum OBSOX drawdown since its inception was -86.25%, which is greater than OBMCX's maximum drawdown of -81.09%. Use the drawdown chart below to compare losses from any high point for OBSOX and OBMCX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.68%
-6.82%
OBSOX
OBMCX

Volatility

OBSOX vs. OBMCX - Volatility Comparison

Oberweis Small-Cap Opportunities Fund (OBSOX) and Oberweis Micro Cap Fund (OBMCX) have volatilities of 5.74% and 5.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.74%
5.94%
OBSOX
OBMCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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