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OSS vs. FZROX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OSS and FZROX is 0.19, 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.


-0.50.00.51.00.2

Performance

OSS vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in One Stop Systems, Inc. (OSS) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%SeptemberOctoberNovemberDecember2025February
84.32%
10.21%
OSS
FZROX

Key characteristics

Sharpe Ratio

OSS:

0.79

FZROX:

1.91

Sortino Ratio

OSS:

1.90

FZROX:

2.57

Omega Ratio

OSS:

1.21

FZROX:

1.35

Calmar Ratio

OSS:

0.94

FZROX:

2.91

Martin Ratio

OSS:

2.14

FZROX:

11.49

Ulcer Index

OSS:

34.99%

FZROX:

2.17%

Daily Std Dev

OSS:

94.23%

FZROX:

13.05%

Max Drawdown

OSS:

-83.61%

FZROX:

-34.96%

Current Drawdown

OSS:

-58.64%

FZROX:

-0.09%

Returns By Period

In the year-to-date period, OSS achieves a 12.24% return, which is significantly higher than FZROX's 4.22% return.


OSS

YTD

12.24%

1M

-8.07%

6M

84.31%

1Y

38.75%

5Y*

6.88%

10Y*

N/A

FZROX

YTD

4.22%

1M

1.92%

6M

10.21%

1Y

23.31%

5Y*

13.79%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

OSS vs. FZROX — Risk-Adjusted Performance Rank

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

OSS
The Risk-Adjusted Performance Rank of OSS is 7272
Overall Rank
The Sharpe Ratio Rank of OSS is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of OSS is 7777
Sortino Ratio Rank
The Omega Ratio Rank of OSS is 7070
Omega Ratio Rank
The Calmar Ratio Rank of OSS is 7777
Calmar Ratio Rank
The Martin Ratio Rank of OSS is 6666
Martin Ratio Rank

FZROX
The Risk-Adjusted Performance Rank of FZROX is 8686
Overall Rank
The Sharpe Ratio Rank of FZROX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FZROX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FZROX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FZROX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FZROX is 8989
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.

OSS vs. FZROX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for One Stop Systems, Inc. (OSS) and Fidelity ZERO Total Market Index Fund (FZROX). 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 OSS, currently valued at 0.79, compared to the broader market-2.000.002.004.000.791.91
The chart of Sortino ratio for OSS, currently valued at 1.90, compared to the broader market-6.00-4.00-2.000.002.004.006.001.902.57
The chart of Omega ratio for OSS, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.35
The chart of Calmar ratio for OSS, currently valued at 0.94, compared to the broader market0.002.004.006.000.942.91
The chart of Martin ratio for OSS, currently valued at 2.14, compared to the broader market-10.000.0010.0020.0030.002.1411.49
OSS
FZROX

The current OSS Sharpe Ratio is 0.79, which is lower than the FZROX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of OSS and FZROX, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.79
1.91
OSS
FZROX

Dividends

OSS vs. FZROX - Dividend Comparison

OSS has not paid dividends to shareholders, while FZROX's dividend yield for the trailing twelve months is around 1.11%.


TTM2024202320222021202020192018
OSS
One Stop Systems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FZROX
Fidelity ZERO Total Market Index Fund
1.11%1.16%1.36%1.57%1.08%1.27%1.45%0.63%

Drawdowns

OSS vs. FZROX - Drawdown Comparison

The maximum OSS drawdown since its inception was -83.61%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for OSS and FZROX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-58.64%
-0.09%
OSS
FZROX

Volatility

OSS vs. FZROX - Volatility Comparison

One Stop Systems, Inc. (OSS) has a higher volatility of 34.27% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 3.24%. This indicates that OSS's price experiences larger fluctuations and is considered to be riskier than FZROX 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%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
34.27%
3.24%
OSS
FZROX
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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.

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