PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
OSPN vs. AVGO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OSPN and AVGO is 0.34, 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.


-0.50.00.51.00.3

Performance

OSPN vs. AVGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OneSpan Inc. (OSPN) and Broadcom Inc. (AVGO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
29.21%
39.78%
OSPN
AVGO

Key characteristics

Sharpe Ratio

OSPN:

2.29

AVGO:

1.56

Sortino Ratio

OSPN:

3.18

AVGO:

2.27

Omega Ratio

OSPN:

1.42

AVGO:

1.31

Calmar Ratio

OSPN:

1.45

AVGO:

3.51

Martin Ratio

OSPN:

18.24

AVGO:

9.62

Ulcer Index

OSPN:

6.21%

AVGO:

9.22%

Daily Std Dev

OSPN:

49.42%

AVGO:

56.90%

Max Drawdown

OSPN:

-98.36%

AVGO:

-48.30%

Current Drawdown

OSPN:

-52.68%

AVGO:

-6.53%

Fundamentals

Market Cap

OSPN:

$768.56M

AVGO:

$1.11T

EPS

OSPN:

$0.74

AVGO:

$1.28

PE Ratio

OSPN:

27.30

AVGO:

182.06

Total Revenue (TTM)

OSPN:

$182.01M

AVGO:

$39.61B

Gross Profit (TTM)

OSPN:

$128.10M

AVGO:

$24.36B

EBITDA (TTM)

OSPN:

$41.00M

AVGO:

$19.21B

Returns By Period

In the year-to-date period, OSPN achieves a 9.63% return, which is significantly higher than AVGO's 0.52% return. Over the past 10 years, OSPN has underperformed AVGO with an annualized return of -3.02%, while AVGO has yielded a comparatively higher 39.14% annualized return.


OSPN

YTD

9.63%

1M

7.37%

6M

29.21%

1Y

102.84%

5Y*

1.58%

10Y*

-3.02%

AVGO

YTD

0.52%

1M

-1.85%

6M

39.78%

1Y

89.63%

5Y*

53.69%

10Y*

39.14%

*Annualized

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

OSPN vs. AVGO — Risk-Adjusted Performance Rank

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

OSPN
The Risk-Adjusted Performance Rank of OSPN is 9292
Overall Rank
The Sharpe Ratio Rank of OSPN is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of OSPN is 9292
Sortino Ratio Rank
The Omega Ratio Rank of OSPN is 9191
Omega Ratio Rank
The Calmar Ratio Rank of OSPN is 8585
Calmar Ratio Rank
The Martin Ratio Rank of OSPN is 9696
Martin Ratio Rank

AVGO
The Risk-Adjusted Performance Rank of AVGO is 8888
Overall Rank
The Sharpe Ratio Rank of AVGO is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of AVGO is 8383
Sortino Ratio Rank
The Omega Ratio Rank of AVGO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of AVGO is 9696
Calmar Ratio Rank
The Martin Ratio Rank of AVGO is 9090
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.

OSPN vs. AVGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OneSpan Inc. (OSPN) and Broadcom Inc. (AVGO). 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 OSPN, currently valued at 2.29, compared to the broader market-2.000.002.004.002.291.56
The chart of Sortino ratio for OSPN, currently valued at 3.18, compared to the broader market-6.00-4.00-2.000.002.004.006.003.182.27
The chart of Omega ratio for OSPN, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.31
The chart of Calmar ratio for OSPN, currently valued at 1.56, compared to the broader market0.002.004.006.001.563.51
The chart of Martin ratio for OSPN, currently valued at 18.24, compared to the broader market-10.000.0010.0020.0030.0018.249.62
OSPN
AVGO

The current OSPN Sharpe Ratio is 2.29, which is higher than the AVGO Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of OSPN and AVGO, 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
2.29
1.56
OSPN
AVGO

Dividends

OSPN vs. AVGO - Dividend Comparison

OSPN's dividend yield for the trailing twelve months is around 0.59%, less than AVGO's 0.93% yield.


TTM20242023202220212020201920182017201620152014
OSPN
OneSpan Inc.
0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.
0.93%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%

Drawdowns

OSPN vs. AVGO - Drawdown Comparison

The maximum OSPN drawdown since its inception was -98.36%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for OSPN and AVGO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-41.31%
-6.53%
OSPN
AVGO

Volatility

OSPN vs. AVGO - Volatility Comparison

The current volatility for OneSpan Inc. (OSPN) is 12.51%, while Broadcom Inc. (AVGO) has a volatility of 22.20%. This indicates that OSPN experiences smaller price fluctuations and is considered to be less risky than AVGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
12.51%
22.20%
OSPN
AVGO

Financials

OSPN vs. AVGO - Financials Comparison

This section allows you to compare key financial metrics between OneSpan Inc. and Broadcom 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab