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

Performance

OSIS vs. SMCI - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
8.29%
-76.17%
OSIS
SMCI

Returns By Period

In the year-to-date period, OSIS achieves a 17.95% return, which is significantly higher than SMCI's -24.22% return. Over the past 10 years, OSIS has underperformed SMCI with an annualized return of 8.17%, while SMCI has yielded a comparatively higher 20.43% annualized return.


OSIS

YTD

17.95%

1M

5.09%

6M

8.29%

1Y

28.34%

5Y (annualized)

9.17%

10Y (annualized)

8.17%

SMCI

YTD

-24.22%

1M

-54.42%

6M

-76.17%

1Y

-25.36%

5Y (annualized)

59.38%

10Y (annualized)

20.43%

Fundamentals


OSISSMCI
Market Cap$2.56B$12.71B
EPS$7.67$2.01
PE Ratio19.9710.80
PEG Ratio1.440.76
Total Revenue (TTM)$1.60B$12.82B
Gross Profit (TTM)$547.08M$1.76B
EBITDA (TTM)$247.50M$1.11B

Key characteristics


OSISSMCI
Sharpe Ratio1.11-0.22
Sortino Ratio1.700.42
Omega Ratio1.201.06
Calmar Ratio2.15-0.28
Martin Ratio6.29-0.61
Ulcer Index5.07%39.51%
Daily Std Dev28.74%108.27%
Max Drawdown-88.44%-84.84%
Current Drawdown-1.34%-81.87%

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Correlation

-0.50.00.51.00.4

The correlation between OSIS and SMCI 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. SMCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OSI Systems, Inc. (OSIS) and Super Micro Computer, Inc. (SMCI). 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-4.00-2.000.002.004.001.11-0.22
The chart of Sortino ratio for OSIS, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.001.700.42
The chart of Omega ratio for OSIS, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.06
The chart of Calmar ratio for OSIS, currently valued at 2.15, compared to the broader market0.002.004.006.002.15-0.28
The chart of Martin ratio for OSIS, currently valued at 6.29, compared to the broader market-10.000.0010.0020.0030.006.29-0.61
OSIS
SMCI

The current OSIS Sharpe Ratio is 1.11, which is higher than the SMCI Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of OSIS and SMCI, 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 Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
1.11
-0.22
OSIS
SMCI

Dividends

OSIS vs. SMCI - Dividend Comparison

Neither OSIS nor SMCI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OSIS vs. SMCI - Drawdown Comparison

The maximum OSIS drawdown since its inception was -88.44%, roughly equal to the maximum SMCI drawdown of -84.84%. Use the drawdown chart below to compare losses from any high point for OSIS and SMCI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.34%
-81.87%
OSIS
SMCI

Volatility

OSIS vs. SMCI - Volatility Comparison

The current volatility for OSI Systems, Inc. (OSIS) is 11.57%, while Super Micro Computer, Inc. (SMCI) has a volatility of 52.95%. This indicates that OSIS experiences smaller price fluctuations and is considered to be less risky than SMCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
11.57%
52.95%
OSIS
SMCI

Financials

OSIS vs. SMCI - Financials Comparison

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