OSPN vs. VOO
OSPN (OneSpan Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, OSPN returned -0.30%/yr vs 15.29%/yr for VOO. At a 0.45 correlation, their price movements are largely independent.
Performance
OSPN vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, OSPN achieves a 20.90% return, which is significantly higher than VOO's 11.31% return. Over the past 10 years, OSPN has underperformed VOO with an annualized return of -0.30%, while VOO has yielded a comparatively higher 15.29% annualized return.
OSPN
- 1D
- -0.26%
- 1M
- 6.01%
- 6M
- 18.50%
- YTD
- 20.90%
- 1Y
- 0.26%
- 3Y*
- 4.02%
- 5Y*
- -8.90%
- 10Y*
- -0.30%
VOO
- 1D
- 0.46%
- 1M
- 2.04%
- 6M
- 9.36%
- YTD
- 11.31%
- 1Y
- 22.48%
- 3Y*
- 21.08%
- 5Y*
- 13.22%
- 10Y*
- 15.29%
OSPN vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OSPN OneSpan Inc. | 20.90% | -28.50% | 72.95% | -4.20% | -33.90% | -18.13% | 20.79% | 32.20% | -6.83% | 1.83% |
VOO Vanguard S&P 500 ETF | 11.31% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between OSPN and VOO 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 | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.45 |
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Return for Risk
OSPN vs. VOO — Risk / Return Rank
OSPN
VOO
OSPN vs. VOO - Risk-Adjusted Trends 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.
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.
| OSPN | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.32 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 2.49 | -2.76 |
| Martin ratioReturn relative to average drawdown | -0.47 | 10.85 | -11.32 |
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Drawdowns
OSPN vs. VOO - Drawdown Comparison
The maximum OSPN drawdown since its inception was -95.31%, 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.
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Drawdown Indicators
| OSPN | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.31% | -33.99% | -61.32% |
Max Drawdown (1Y)Largest decline over 1 year | -36.43% | -8.90% | -27.53% |
Max Drawdown (3Y)Largest decline over 3 years | -47.88% | -18.69% | -29.19% |
Max Drawdown (5Y)Largest decline over 5 years | -69.47% | -24.52% | -44.95% |
Max Drawdown (10Y)Largest decline over 10 years | -76.61% | -33.99% | -42.62% |
Current DrawdownCurrent decline from peak | -62.68% | -0.34% | -62.34% |
Average DrawdownAverage peak-to-trough decline | -62.11% | -3.68% | -58.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.60% | 2.04% | +23.56% |
Volatility
OSPN vs. VOO - Volatility Comparison
OneSpan Inc. (OSPN) has a higher volatility of 9.65% compared to Vanguard S&P 500 ETF (VOO) at 4.42%. 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.
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Volatility by Period
| OSPN | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.65% | 4.42% | +5.23% |
Volatility (6M)Calculated over the trailing 6-month period | 27.37% | 9.94% | +17.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.52% | 12.48% | +34.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.87% | 16.92% | +32.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.34% | 17.99% | +32.35% |
Dividends
OSPN vs. VOO - Dividend Comparison
OSPN's dividend yield for the trailing twelve months is around 3.30%, more than VOO's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OSPN OneSpan Inc. | 3.30% | 3.74% | 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 | 1.06% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
OSPN and VOO 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.
OSPN has higher volatility (9.65%) compared to VOO (4.42%). In terms of maximum drawdown, OSPN dropped -95.31% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.77 vs -0.21), 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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