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OSS vs. FZROX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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OSS vs. FZROX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
OSS
One Stop Systems, Inc.
5.43%114.33%59.52%-30.23%-39.19%23.75%98.02%4.12%-47.43%
FZROX
Fidelity ZERO Total Market Index Fund
-6.77%17.23%23.94%26.20%-19.21%26.00%20.51%31.15%-12.72%

Returns By Period

In the year-to-date period, OSS achieves a 5.43% return, which is significantly higher than FZROX's -6.77% return.


OSS

1D
4.99%
1M
-8.30%
YTD
5.43%
6M
41.23%
1Y
226.29%
3Y*
45.06%
5Y*
2.32%
10Y*

FZROX

1D
-0.45%
1M
-7.71%
YTD
-6.77%
6M
-4.49%
1Y
14.82%
3Y*
16.81%
5Y*
10.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

OSS vs. FZROX — Risk / Return Rank

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

OSS
OSS Risk / Return Rank: 9292
Overall Rank
OSS Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
OSS Sortino Ratio Rank: 9292
Sortino Ratio Rank
OSS Omega Ratio Rank: 8787
Omega Ratio Rank
OSS Calmar Ratio Rank: 9595
Calmar Ratio Rank
OSS Martin Ratio Rank: 9393
Martin Ratio Rank

FZROX
FZROX Risk / Return Rank: 4646
Overall Rank
FZROX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FZROX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FZROX Omega Ratio Rank: 4949
Omega Ratio Rank
FZROX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FZROX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OSS vs. FZROX - Risk-Adjusted Trends 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.


OSSFZROXDifference

Sharpe ratio

Return per unit of total volatility

2.27

0.84

+1.43

Sortino ratio

Return per unit of downside risk

3.02

1.30

+1.73

Omega ratio

Gain probability vs. loss probability

1.35

1.20

+0.15

Calmar ratio

Return relative to maximum drawdown

5.59

1.05

+4.54

Martin ratio

Return relative to average drawdown

13.58

5.11

+8.46

OSS vs. FZROX - Sharpe Ratio Comparison

The current OSS Sharpe Ratio is 2.27, which is higher than the FZROX Sharpe Ratio of 0.84. 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.


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Sharpe Ratios by Period


OSSFZROXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

0.84

+1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.60

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.61

-0.54

Correlation

The correlation between OSS and FZROX is 0.22, 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.


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 1.10%.


TTM2025202420232022202120202019
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
1.10%1.02%1.16%1.36%1.57%1.25%1.27%1.51%

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.


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Drawdown Indicators


OSSFZROXDifference

Max Drawdown

Largest peak-to-trough decline

-83.61%

-34.96%

-48.65%

Max Drawdown (1Y)

Largest decline over 1 year

-38.32%

-12.44%

-25.88%

Max Drawdown (5Y)

Largest decline over 5 years

-76.59%

-25.12%

-51.47%

Current Drawdown

Current decline from peak

-35.24%

-8.89%

-26.35%

Average Drawdown

Average peak-to-trough decline

-55.42%

-5.61%

-49.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.77%

2.56%

+13.21%

Volatility

OSS vs. FZROX - Volatility Comparison

One Stop Systems, Inc. (OSS) has a higher volatility of 27.23% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.41%. 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.


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Volatility by Period


OSSFZROXDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.23%

4.41%

+22.82%

Volatility (6M)

Calculated over the trailing 6-month period

76.97%

9.34%

+67.63%

Volatility (1Y)

Calculated over the trailing 1-year period

100.47%

18.49%

+81.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.39%

17.40%

+59.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.48%

20.25%

+61.23%