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

Correlation

The correlation between OSIS and KEYS is 0.40, 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.


-0.50.00.51.00.4

Performance

OSIS vs. KEYS - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
28.55%
19.14%
OSIS
KEYS

Key characteristics

Sharpe Ratio

OSIS:

1.28

KEYS:

0.13

Sortino Ratio

OSIS:

1.89

KEYS:

0.43

Omega Ratio

OSIS:

1.23

KEYS:

1.05

Calmar Ratio

OSIS:

2.55

KEYS:

0.10

Martin Ratio

OSIS:

7.39

KEYS:

0.46

Ulcer Index

OSIS:

5.12%

KEYS:

9.18%

Daily Std Dev

OSIS:

29.58%

KEYS:

31.52%

Max Drawdown

OSIS:

-88.44%

KEYS:

-45.54%

Current Drawdown

OSIS:

-6.75%

KEYS:

-21.50%

Fundamentals

Market Cap

OSIS:

$3.07B

KEYS:

$28.80B

EPS

OSIS:

$7.67

KEYS:

$3.51

PE Ratio

OSIS:

23.95

KEYS:

47.38

PEG Ratio

OSIS:

1.72

KEYS:

1.14

Total Revenue (TTM)

OSIS:

$1.60B

KEYS:

$3.70B

Gross Profit (TTM)

OSIS:

$547.08M

KEYS:

$2.33B

EBITDA (TTM)

OSIS:

$241.82M

KEYS:

$828.00M

Returns By Period

In the year-to-date period, OSIS achieves a 35.66% return, which is significantly higher than KEYS's 2.60% return. Over the past 10 years, OSIS has underperformed KEYS with an annualized return of 9.37%, while KEYS has yielded a comparatively higher 17.15% annualized return.


OSIS

YTD

35.66%

1M

9.98%

6M

28.55%

1Y

38.71%

5Y*

11.41%

10Y*

9.37%

KEYS

YTD

2.60%

1M

-1.37%

6M

19.14%

1Y

2.76%

5Y*

9.64%

10Y*

17.15%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

OSIS vs. KEYS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OSI Systems, Inc. (OSIS) and Keysight Technologies, Inc. (KEYS). 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 1.28, compared to the broader market-4.00-2.000.002.001.280.13
The chart of Sortino ratio for OSIS, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.001.890.43
The chart of Omega ratio for OSIS, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.05
The chart of Calmar ratio for OSIS, currently valued at 2.55, compared to the broader market0.002.004.006.002.550.10
The chart of Martin ratio for OSIS, currently valued at 7.39, compared to the broader market-5.000.005.0010.0015.0020.0025.007.390.46
OSIS
KEYS

The current OSIS Sharpe Ratio is 1.28, which is higher than the KEYS Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of OSIS and KEYS, 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 Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.28
0.13
OSIS
KEYS

Dividends

OSIS vs. KEYS - Dividend Comparison

Neither OSIS nor KEYS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OSIS vs. KEYS - Drawdown Comparison

The maximum OSIS drawdown since its inception was -88.44%, which is greater than KEYS's maximum drawdown of -45.54%. Use the drawdown chart below to compare losses from any high point for OSIS and KEYS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.75%
-21.50%
OSIS
KEYS

Volatility

OSIS vs. KEYS - Volatility Comparison

OSI Systems, Inc. (OSIS) and Keysight Technologies, Inc. (KEYS) have volatilities of 8.21% and 7.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.21%
7.84%
OSIS
KEYS

Financials

OSIS vs. KEYS - Financials Comparison

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

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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