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OSCR vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


OSCRSPY
YTD Return47.98%27.04%
1Y Return100.59%39.75%
3Y Return (Ann)-5.93%10.21%
Sharpe Ratio1.333.15
Sortino Ratio2.164.19
Omega Ratio1.251.59
Calmar Ratio1.134.60
Martin Ratio5.0120.85
Ulcer Index18.37%1.85%
Daily Std Dev69.39%12.29%
Max Drawdown-94.15%-55.19%
Current Drawdown-63.18%0.00%

Correlation

-0.50.00.51.00.4

The correlation between OSCR and SPY is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

OSCR vs. SPY - Performance Comparison

In the year-to-date period, OSCR achieves a 47.98% return, which is significantly higher than SPY's 27.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-37.42%
15.57%
OSCR
SPY

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Risk-Adjusted Performance

OSCR vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oscar Health, Inc. (OSCR) and SPDR S&P 500 ETF (SPY). 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.


OSCR
Sharpe ratio
The chart of Sharpe ratio for OSCR, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.33
Sortino ratio
The chart of Sortino ratio for OSCR, currently valued at 2.16, compared to the broader market-4.00-2.000.002.004.006.002.16
Omega ratio
The chart of Omega ratio for OSCR, currently valued at 1.25, compared to the broader market0.501.001.502.001.25
Calmar ratio
The chart of Calmar ratio for OSCR, currently valued at 1.13, compared to the broader market0.002.004.006.001.13
Martin ratio
The chart of Martin ratio for OSCR, currently valued at 5.01, compared to the broader market0.0010.0020.0030.005.01
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 3.15, compared to the broader market-4.00-2.000.002.004.003.15
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 4.19, compared to the broader market-4.00-2.000.002.004.006.004.19
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.59, compared to the broader market0.501.001.502.001.59
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 4.60, compared to the broader market0.002.004.006.004.60
Martin ratio
The chart of Martin ratio for SPY, currently valued at 20.85, compared to the broader market0.0010.0020.0030.0020.85

OSCR vs. SPY - Sharpe Ratio Comparison

The current OSCR Sharpe Ratio is 1.33, which is lower than the SPY Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of OSCR and SPY, 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 Ratio1.001.502.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
1.33
3.15
OSCR
SPY

Dividends

OSCR vs. SPY - Dividend Comparison

OSCR has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.17%.


TTM20232022202120202019201820172016201520142013
OSCR
Oscar Health, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.17%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

OSCR vs. SPY - Drawdown Comparison

The maximum OSCR drawdown since its inception was -94.15%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for OSCR and SPY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-63.18%
0
OSCR
SPY

Volatility

OSCR vs. SPY - Volatility Comparison

Oscar Health, Inc. (OSCR) has a higher volatility of 27.22% compared to SPDR S&P 500 ETF (SPY) at 3.95%. This indicates that OSCR's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
27.22%
3.95%
OSCR
SPY