OSIS vs. QQQM
OSIS (OSI Systems, Inc.) is a stock, while QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, OSIS returned 16.30%/yr vs 16.03%/yr for QQQM. At a 0.41 correlation, their price movements are largely independent.
Performance
OSIS vs. QQQM - Performance Comparison
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Returns By Period
In the year-to-date period, OSIS achieves a -16.21% return, which is significantly lower than QQQM's 15.99% return.
OSIS
- 1D
- -0.90%
- 1M
- -3.77%
- YTD
- -16.21%
- 6M
- -20.75%
- 1Y
- -0.24%
- 3Y*
- 22.26%
- 5Y*
- 16.30%
- 10Y*
- 14.51%
QQQM
- 1D
- -0.42%
- 1M
- -0.84%
- YTD
- 15.99%
- 6M
- 14.21%
- 1Y
- 32.39%
- 3Y*
- 25.97%
- 5Y*
- 16.03%
- 10Y*
- —
OSIS vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
OSIS OSI Systems, Inc. | -16.21% | 52.34% | 29.74% | 62.29% | -14.68% | -0.02% | 14.11% |
QQQM Invesco NASDAQ 100 ETF | 15.99% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.64% |
Correlation
The correlation between OSIS and QQQM is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.41 |
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Return for Risk
OSIS vs. QQQM — Risk / Return Rank
OSIS
QQQM
OSIS vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for OSI Systems, Inc. (OSIS) and Invesco NASDAQ 100 ETF (QQQM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OSIS | QQQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.33 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 2.72 | -2.73 |
| Martin ratioReturn relative to average drawdown | -0.02 | 10.03 | -10.05 |
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Drawdowns
OSIS vs. QQQM - Drawdown Comparison
The maximum OSIS drawdown since its inception was -88.44%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for OSIS and QQQM.
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Drawdown Indicators
| OSIS | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.44% | -35.04% | -53.40% |
Max Drawdown (1Y)Largest decline over 1 year | -36.15% | -11.96% | -24.19% |
Max Drawdown (3Y)Largest decline over 3 years | -36.15% | -22.70% | -13.45% |
Max Drawdown (5Y)Largest decline over 5 years | -36.15% | -35.04% | -1.11% |
Max Drawdown (10Y)Largest decline over 10 years | -53.64% | — | — |
Current DrawdownCurrent decline from peak | -30.99% | -4.64% | -26.35% |
Average DrawdownAverage peak-to-trough decline | -25.68% | -8.20% | -17.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.34% | 3.24% | +9.10% |
Volatility
OSIS vs. QQQM - Volatility Comparison
OSI Systems, Inc. (OSIS) has a higher volatility of 13.27% compared to Invesco NASDAQ 100 ETF (QQQM) at 9.00%. This indicates that OSIS's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OSIS | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.27% | 9.00% | +4.27% |
Volatility (6M)Calculated over the trailing 6-month period | 35.31% | 14.39% | +20.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.34% | 17.83% | +26.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.58% | 22.53% | +11.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.70% | 22.29% | +11.41% |
Dividends
OSIS vs. QQQM - Dividend Comparison
OSIS has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.45%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
OSIS OSI Systems, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQM Invesco NASDAQ 100 ETF | 0.45% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% |
Frequently Asked Questions
OSIS and QQQM have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OSIS has higher volatility (13.27%) compared to QQQM (9.00%). In terms of maximum drawdown, OSIS dropped -88.44% vs QQQM's -35.04%.
QQQM currently has the higher Sharpe Ratio (1.83 vs -0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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