OFS vs. FMS
OFS (OFS Capital Corporation) and FMS (Fresenius Medical Care AG & Co. KGaA) are both stocks. OFS operates in Asset Management (Financial Services), while FMS operates in Medical Care Facilities (Healthcare). Over the past 10 years, OFS returned -1.09%/yr vs -3.31%/yr for FMS. At a 0.13 correlation, their price movements are largely independent.
Performance
OFS vs. FMS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, OFS achieves a -22.91% return, which is significantly lower than FMS's 2.15% return. Over the past 10 years, OFS has outperformed FMS with an annualized return of -1.09%, while FMS has yielded a comparatively lower -3.31% annualized return.
OFS
- 1D
- -8.79%
- 1M
- 2.36%
- YTD
- -22.91%
- 6M
- -19.35%
- 1Y
- -53.94%
- 3Y*
- -19.16%
- 5Y*
- -8.13%
- 10Y*
- -1.09%
FMS
- 1D
- -0.85%
- 1M
- 8.09%
- YTD
- 2.15%
- 6M
- 1.72%
- 1Y
- -9.24%
- 3Y*
- 1.93%
- 5Y*
- -7.90%
- 10Y*
- -3.31%
OFS vs. FMS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OFS OFS Capital Corporation | -22.91% | -31.59% | -20.19% | 29.93% | 3.28% | 66.92% | -25.16% | 17.95% | -0.24% | -4.40% |
FMS Fresenius Medical Care AG & Co. KGaA | 2.15% | 8.11% | 11.86% | 30.88% | -48.42% | -20.28% | 14.76% | 15.62% | -37.60% | 25.49% |
Correlation
The correlation between OFS and FMS is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2012 | 0.13 |
The correlation between OFS and FMS shifts across timeframes, from 0.03 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
Fundamentals
OFS:
$44.48M
FMS:
$12.87B
OFS:
-$2.79
FMS:
€1.65
OFS:
0.41
FMS:
0.85
OFS:
-$11.87M
FMS:
€19.36B
OFS:
-$26.47M
FMS:
€5.03B
OFS:
-$33.16M
FMS:
€3.32B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
OFS vs. FMS — Risk / Return Rank
OFS
FMS
OFS vs. FMS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for OFS Capital Corporation (OFS) and Fresenius Medical Care AG & Co. KGaA (FMS). 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.
| OFS | FMS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 0.97 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | -0.31 | -0.53 |
| Martin ratioReturn relative to average drawdown | -1.38 | -0.54 | -0.84 |
Loading charts...
Drawdowns
OFS vs. FMS - Drawdown Comparison
The maximum OFS drawdown since its inception was -69.09%, smaller than the maximum FMS drawdown of -77.59%. Use the drawdown chart below to compare losses from any high point for OFS and FMS.
Loading charts...
Drawdown Indicators
| OFS | FMS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.09% | -77.59% | +8.50% |
Max Drawdown (1Y)Largest decline over 1 year | -64.17% | -29.82% | -34.35% |
Max Drawdown (3Y)Largest decline over 3 years | -66.97% | -40.49% | -26.48% |
Max Drawdown (5Y)Largest decline over 5 years | -66.97% | -68.67% | +1.70% |
Max Drawdown (10Y)Largest decline over 10 years | -69.09% | -75.61% | +6.52% |
Current DrawdownCurrent decline from peak | -59.07% | -49.70% | -9.37% |
Average DrawdownAverage peak-to-trough decline | -14.48% | -23.83% | +9.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.03% | 17.03% | +22.00% |
Volatility
OFS vs. FMS - Volatility Comparison
OFS Capital Corporation (OFS) has a higher volatility of 15.88% compared to Fresenius Medical Care AG & Co. KGaA (FMS) at 7.84%. This indicates that OFS's price experiences larger fluctuations and is considered to be riskier than FMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| OFS | FMS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.88% | 7.84% | +8.04% |
Volatility (6M)Calculated over the trailing 6-month period | 40.96% | 24.10% | +16.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.52% | 29.27% | +20.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.22% | 32.15% | +2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.40% | 29.38% | +11.02% |
Dividends
OFS vs. FMS - Dividend Comparison
OFS's dividend yield for the trailing twelve months is around 25.60%, more than FMS's 3.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMS Fresenius Medical Care AG & Co. KGaA | 3.73% | 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 | 25.60% | 25.00% | 16.85% | 11.45% | 11.43% | 8.35% | 12.03% | 12.18% | 12.83% | 11.43% | 9.88% | 11.85% |
Financials
OFS vs. FMS - Financials Comparison
This section allows you to compare key financial metrics between OFS Capital Corporation and Fresenius Medical Care AG & Co. KGaA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
OFS and FMS have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OFS has higher volatility (15.88%) compared to FMS (7.84%). In terms of maximum drawdown, OFS dropped -69.09% vs FMS's -77.59%.
FMS currently has the higher Sharpe Ratio (-0.32 vs -1.09), 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.
Find the right allocation for OFS and FMS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer