OMI vs. HSIC

In the year-to-date period, OMI achieves a -44.68% return, which is significantly lower than HSIC's 1.94% return. Over the past 10 years, OMI has underperformed HSIC with an annualized return of -13.01%, while HSIC has yielded a comparatively higher 2.57% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Owens & Minor, Inc. (OMI) and Henry Schein, Inc. (HSIC). 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.

The current OMI Sharpe Ratio is -0.81, which is lower than the HSIC Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of OMI and HSIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither OMI nor HSIC has paid dividends to shareholders.

The maximum OMI drawdown since its inception was -93.26%, which is greater than HSIC's maximum drawdown of -78.48%. Use the drawdown chart below to compare losses from any high point for OMI and HSIC. For additional features, visit the drawdowns tool.

Owens & Minor, Inc. (OMI) has a higher volatility of 19.96% compared to Henry Schein, Inc. (HSIC) at 7.85%. This indicates that OMI's price experiences larger fluctuations and is considered to be riskier than HSIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Owens & Minor, Inc. and Henry Schein, 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.