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OCUL vs. TMC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OCUL vs. TMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ocular Therapeutix, Inc. (OCUL) and TMC the metals company Inc. (TMC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OCUL achieves a -22.32% return, which is significantly lower than TMC's -16.86% return.


OCUL

1D
-2.18%
1M
14.72%
YTD
-22.32%
6M
-24.92%
1Y
15.99%
3Y*
25.16%
5Y*
-6.94%
10Y*
5.64%

TMC

1D
0.39%
1M
-2.47%
YTD
-16.86%
6M
-34.98%
1Y
-21.80%
3Y*
55.29%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OCUL vs. TMC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OCUL
Ocular Therapeutix, Inc.
-22.32%42.15%91.48%58.72%-59.68%-38.04%
TMC
TMC the metals company Inc.
-16.86%450.89%1.82%42.86%-62.98%-81.18%

Correlation

The correlation between OCUL and TMC is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.17

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2021

0.22

Fundamentals

Market Cap

OCUL:

$2.11B

TMC:

$1.65T

EPS

OCUL:

-$1.45

TMC:

-$0.00

Total Revenue (TTM)

OCUL:

$52.04M

TMC:

$0.00

Gross Profit (TTM)

OCUL:

$45.40M

TMC:

-$136.00K

EBITDA (TTM)

OCUL:

-$283.03M

TMC:

-$296.72M

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Return for Risk

OCUL vs. TMC — Risk / Return Rank

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

OCUL
OCUL Risk / Return Rank: 4949
Overall Rank
OCUL Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
OCUL Sortino Ratio Rank: 5252
Sortino Ratio Rank
OCUL Omega Ratio Rank: 5151
Omega Ratio Rank
OCUL Calmar Ratio Rank: 4747
Calmar Ratio Rank
OCUL Martin Ratio Rank: 4747
Martin Ratio Rank

TMC
TMC Risk / Return Rank: 3333
Overall Rank
TMC Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TMC Sortino Ratio Rank: 3939
Sortino Ratio Rank
TMC Omega Ratio Rank: 3737
Omega Ratio Rank
TMC Calmar Ratio Rank: 2929
Calmar Ratio Rank
TMC Martin Ratio Rank: 3131
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.

OCUL vs. TMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ocular Therapeutix, Inc. (OCUL) and TMC the metals company Inc. (TMC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OCULTMCDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.10

1.03

+0.07

Calmar ratioReturn relative to maximum drawdown

0.23

-0.39

+0.62

Martin ratioReturn relative to average drawdown

0.44

-0.62

+1.06

OCUL vs. TMC - Sharpe Ratio Comparison

The current OCUL Sharpe Ratio is 0.19, which is higher than the TMC Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of OCUL and TMC, 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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Drawdowns

OCUL vs. TMC - Drawdown Comparison

The maximum OCUL drawdown since its inception was -95.19%, roughly equal to the maximum TMC drawdown of -95.58%. Use the drawdown chart below to compare losses from any high point for OCUL and TMC.


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Drawdown Indicators


OCULTMCDifference

Max Drawdown

Largest peak-to-trough decline

-95.19%

-95.58%

+0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-57.29%

-61.65%

+4.36%

Max Drawdown (3Y)

Largest decline over 3 years

-61.57%

-74.56%

+12.99%

Max Drawdown (5Y)

Largest decline over 5 years

-85.78%

Max Drawdown (10Y)

Largest decline over 10 years

-90.94%

Current Drawdown

Current decline from peak

-78.21%

-58.80%

-19.41%

Average Drawdown

Average peak-to-trough decline

-76.60%

-79.36%

+2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.35%

38.47%

-8.12%

Volatility

OCUL vs. TMC - Volatility Comparison

The current volatility for Ocular Therapeutix, Inc. (OCUL) is 16.80%, while TMC the metals company Inc. (TMC) has a volatility of 23.22%. This indicates that OCUL experiences smaller price fluctuations and is considered to be less risky than TMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OCULTMCDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.80%

23.22%

-6.42%

Volatility (6M)

Calculated over the trailing 6-month period

54.47%

66.85%

-12.38%

Volatility (1Y)

Calculated over the trailing 1-year period

69.88%

99.74%

-29.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.49%

113.03%

-34.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.78%

113.03%

-34.25%

Dividends

OCUL vs. TMC - Dividend Comparison

Neither OCUL nor TMC has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

OCUL vs. TMC - Financials Comparison

This section allows you to compare key financial metrics between Ocular Therapeutix, Inc. and TMC the metals company 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


0.005.00M10.00M15.00M20222023202420252026
10.79M
0
(OCUL) Total Revenue
(TMC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


OCUL and TMC have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMC has higher volatility (23.22%) compared to OCUL (16.80%). In terms of maximum drawdown, OCUL dropped -95.19% vs TMC's -95.58%.

OCUL currently has the higher Sharpe Ratio (0.19 vs -0.25), 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.

Portfolio Optimizer

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