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OSIS vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OSIS and SPY is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

OSIS vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OSI Systems, Inc. (OSIS) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%NovemberDecember2025FebruaryMarchApril
1,233.42%
826.39%
OSIS
SPY

Key characteristics

Sharpe Ratio

OSIS:

1.12

SPY:

0.51

Sortino Ratio

OSIS:

1.79

SPY:

0.86

Omega Ratio

OSIS:

1.22

SPY:

1.13

Calmar Ratio

OSIS:

2.09

SPY:

0.55

Martin Ratio

OSIS:

5.47

SPY:

2.26

Ulcer Index

OSIS:

7.90%

SPY:

4.55%

Daily Std Dev

OSIS:

38.74%

SPY:

20.08%

Max Drawdown

OSIS:

-88.44%

SPY:

-55.19%

Current Drawdown

OSIS:

-8.16%

SPY:

-9.89%

Returns By Period

In the year-to-date period, OSIS achieves a 20.46% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, OSIS has underperformed SPY with an annualized return of 11.46%, while SPY has yielded a comparatively higher 12.04% annualized return.


OSIS

YTD

20.46%

1M

1.29%

6M

50.10%

1Y

49.59%

5Y*

22.81%

10Y*

11.46%

SPY

YTD

-5.76%

1M

-2.90%

6M

-4.30%

1Y

9.72%

5Y*

15.64%

10Y*

12.04%

*Annualized

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Risk-Adjusted Performance

OSIS vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OSIS
The Risk-Adjusted Performance Rank of OSIS is 8686
Overall Rank
The Sharpe Ratio Rank of OSIS is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of OSIS is 8383
Sortino Ratio Rank
The Omega Ratio Rank of OSIS is 8080
Omega Ratio Rank
The Calmar Ratio Rank of OSIS is 9494
Calmar Ratio Rank
The Martin Ratio Rank of OSIS is 8888
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OSIS vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OSI Systems, Inc. (OSIS) and SPDR S&P 500 ETF (SPY). 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 chart of Sharpe ratio for OSIS, currently valued at 1.12, compared to the broader market-2.00-1.000.001.002.003.00
OSIS: 1.12
SPY: 0.51
The chart of Sortino ratio for OSIS, currently valued at 1.79, compared to the broader market-6.00-4.00-2.000.002.004.00
OSIS: 1.79
SPY: 0.86
The chart of Omega ratio for OSIS, currently valued at 1.22, compared to the broader market0.501.001.502.00
OSIS: 1.22
SPY: 1.13
The chart of Calmar ratio for OSIS, currently valued at 2.09, compared to the broader market0.001.002.003.004.005.00
OSIS: 2.09
SPY: 0.55
The chart of Martin ratio for OSIS, currently valued at 5.47, compared to the broader market-5.000.005.0010.0015.0020.00
OSIS: 5.47
SPY: 2.26

The current OSIS Sharpe Ratio is 1.12, which is higher than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of OSIS and SPY, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.12
0.51
OSIS
SPY

Dividends

OSIS vs. SPY - Dividend Comparison

OSIS has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
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%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

OSIS vs. SPY - Drawdown Comparison

The maximum OSIS drawdown since its inception was -88.44%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for OSIS and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.16%
-9.89%
OSIS
SPY

Volatility

OSIS vs. SPY - Volatility Comparison

OSI Systems, Inc. (OSIS) has a higher volatility of 17.17% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that OSIS's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.17%
15.12%
OSIS
SPY