OSIS vs. OUST

In the year-to-date period, OSIS achieves a 20.46% return, which is significantly higher than OUST's -34.70% return.

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This table presents a comparison of risk-adjusted performance metrics for OSI Systems, Inc. (OSIS) and Ouster, Inc. (OUST). 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 OSIS Sharpe Ratio is 1.12, which is higher than the OUST Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of OSIS and OUST, 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 OSIS nor OUST has paid dividends to shareholders.

The maximum OSIS drawdown since its inception was -88.44%, smaller than the maximum OUST drawdown of -98.01%. Use the drawdown chart below to compare losses from any high point for OSIS and OUST. For additional features, visit the drawdowns tool.

The current volatility for OSI Systems, Inc. (OSIS) is 17.17%, while Ouster, Inc. (OUST) has a volatility of 27.38%. This indicates that OSIS experiences smaller price fluctuations and is considered to be less risky than OUST 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 OSI Systems, Inc. and Ouster, 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.