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OSPN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OSPN and VOO is 0.46, 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: 0.5

Performance

OSPN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OneSpan Inc. (OSPN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
139.45%
566.48%
OSPN
VOO

Key characteristics

Sharpe Ratio

OSPN:

0.83

VOO:

0.57

Sortino Ratio

OSPN:

1.52

VOO:

0.92

Omega Ratio

OSPN:

1.18

VOO:

1.13

Calmar Ratio

OSPN:

0.47

VOO:

0.59

Martin Ratio

OSPN:

3.11

VOO:

2.33

Ulcer Index

OSPN:

11.37%

VOO:

4.70%

Daily Std Dev

OSPN:

42.44%

VOO:

19.10%

Max Drawdown

OSPN:

-98.36%

VOO:

-33.99%

Current Drawdown

OSPN:

-65.66%

VOO:

-8.61%

Returns By Period

In the year-to-date period, OSPN achieves a -20.44% return, which is significantly lower than VOO's -4.39% return. Over the past 10 years, OSPN has underperformed VOO with an annualized return of -5.56%, while VOO has yielded a comparatively higher 12.23% annualized return.


OSPN

YTD

-20.44%

1M

-5.54%

6M

-11.57%

1Y

35.08%

5Y*

-1.52%

10Y*

-5.56%

VOO

YTD

-4.39%

1M

-0.47%

6M

-1.13%

1Y

13.11%

5Y*

16.41%

10Y*

12.23%

*Annualized

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Risk-Adjusted Performance

OSPN vs. VOO — 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 7676
Overall Rank
The Sharpe Ratio Rank of OSPN is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of OSPN is 7878
Sortino Ratio Rank
The Omega Ratio Rank of OSPN is 7373
Omega Ratio Rank
The Calmar Ratio Rank of OSPN is 7272
Calmar Ratio Rank
The Martin Ratio Rank of OSPN is 7979
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OneSpan Inc. (OSPN) and Vanguard S&P 500 ETF (VOO). 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 OSPN, currently valued at 0.83, compared to the broader market-2.00-1.000.001.002.003.00
OSPN: 0.83
VOO: 0.57
The chart of Sortino ratio for OSPN, currently valued at 1.52, compared to the broader market-6.00-4.00-2.000.002.004.00
OSPN: 1.52
VOO: 0.92
The chart of Omega ratio for OSPN, currently valued at 1.18, compared to the broader market0.501.001.502.00
OSPN: 1.18
VOO: 1.13
The chart of Calmar ratio for OSPN, currently valued at 0.51, compared to the broader market0.001.002.003.004.005.00
OSPN: 0.51
VOO: 0.59
The chart of Martin ratio for OSPN, currently valued at 3.11, compared to the broader market-10.000.0010.0020.00
OSPN: 3.11
VOO: 2.33

The current OSPN Sharpe Ratio is 0.83, which is higher than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of OSPN and VOO, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.83
0.57
OSPN
VOO

Dividends

OSPN vs. VOO - Dividend Comparison

OSPN's dividend yield for the trailing twelve months is around 0.82%, less than VOO's 1.36% yield.


TTM20242023202220212020201920182017201620152014
OSPN
OneSpan Inc.
0.82%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.36%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

OSPN vs. VOO - Drawdown Comparison

The maximum OSPN drawdown since its inception was -98.36%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for OSPN and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-57.41%
-8.61%
OSPN
VOO

Volatility

OSPN vs. VOO - Volatility Comparison

OneSpan Inc. (OSPN) has a higher volatility of 15.13% compared to Vanguard S&P 500 ETF (VOO) at 13.84%. This indicates that OSPN's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
15.13%
13.84%
OSPN
VOO