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OSIS vs. BDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

OSIS vs. BDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OSI Systems, Inc. (OSIS) and Belden Inc. (BDC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
8.29%
25.44%
OSIS
BDC

Returns By Period

In the year-to-date period, OSIS achieves a 17.95% return, which is significantly lower than BDC's 53.42% return. Over the past 10 years, OSIS has outperformed BDC with an annualized return of 8.17%, while BDC has yielded a comparatively lower 5.35% annualized return.


OSIS

YTD

17.95%

1M

5.09%

6M

8.29%

1Y

28.34%

5Y (annualized)

9.17%

10Y (annualized)

8.17%

BDC

YTD

53.42%

1M

-1.30%

6M

25.44%

1Y

72.08%

5Y (annualized)

17.98%

10Y (annualized)

5.35%

Fundamentals


OSISBDC
Market Cap$2.56B$4.77B
EPS$7.67$4.31
PE Ratio19.9727.45
PEG Ratio1.442.14
Total Revenue (TTM)$1.60B$2.35B
Gross Profit (TTM)$547.08M$860.54M
EBITDA (TTM)$247.50M$346.76M

Key characteristics


OSISBDC
Sharpe Ratio1.112.21
Sortino Ratio1.703.25
Omega Ratio1.201.40
Calmar Ratio2.152.25
Martin Ratio6.2916.36
Ulcer Index5.07%4.55%
Daily Std Dev28.74%33.80%
Max Drawdown-88.44%-85.69%
Current Drawdown-1.34%-9.97%

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Correlation

-0.50.00.51.00.4

The correlation between OSIS and BDC is 0.35, 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.

Risk-Adjusted Performance

OSIS vs. BDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OSI Systems, Inc. (OSIS) and Belden Inc. (BDC). 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 OSIS, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.112.21
The chart of Sortino ratio for OSIS, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.001.703.25
The chart of Omega ratio for OSIS, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.40
The chart of Calmar ratio for OSIS, currently valued at 2.15, compared to the broader market0.002.004.006.002.152.25
The chart of Martin ratio for OSIS, currently valued at 6.29, compared to the broader market-10.000.0010.0020.0030.006.2916.36
OSIS
BDC

The current OSIS Sharpe Ratio is 1.11, which is lower than the BDC Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of OSIS and BDC, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.11
2.21
OSIS
BDC

Dividends

OSIS vs. BDC - Dividend Comparison

OSIS has not paid dividends to shareholders, while BDC's dividend yield for the trailing twelve months is around 0.17%.


TTM20232022202120202019201820172016201520142013
OSIS
OSI Systems, 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%
BDC
Belden Inc.
0.17%0.26%0.28%0.30%0.48%0.36%0.50%0.26%0.27%0.42%0.25%0.28%

Drawdowns

OSIS vs. BDC - Drawdown Comparison

The maximum OSIS drawdown since its inception was -88.44%, roughly equal to the maximum BDC drawdown of -85.69%. Use the drawdown chart below to compare losses from any high point for OSIS and BDC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.34%
-9.97%
OSIS
BDC

Volatility

OSIS vs. BDC - Volatility Comparison

The current volatility for OSI Systems, Inc. (OSIS) is 11.57%, while Belden Inc. (BDC) has a volatility of 12.70%. This indicates that OSIS experiences smaller price fluctuations and is considered to be less risky than BDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
11.57%
12.70%
OSIS
BDC

Financials

OSIS vs. BDC - Financials Comparison

This section allows you to compare key financial metrics between OSI Systems, Inc. and Belden 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


Values in USD except per share items