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OVS vs. SYZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OVS vs. SYZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Overlay Shares Small Cap Equity ETF (OVS) and Lazard US Systematic Small Cap Equity ETF (SYZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with OVS having a 17.65% return and SYZ slightly lower at 17.30%.


OVS

1D
-0.98%
1M
2.07%
YTD
17.65%
6M
16.54%
1Y
36.35%
3Y*
16.07%
5Y*
6.01%
10Y*

SYZ

1D
-1.04%
1M
2.63%
YTD
17.30%
6M
17.99%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OVS vs. SYZ - Yearly Performance Comparison


Correlation

The correlation between OVS and SYZ is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 16, 2025

0.95

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Return for Risk

OVS vs. SYZ — Risk / Return Rank

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

OVS
OVS Risk / Return Rank: 6464
Overall Rank
OVS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
OVS Sortino Ratio Rank: 5757
Sortino Ratio Rank
OVS Omega Ratio Rank: 5252
Omega Ratio Rank
OVS Calmar Ratio Rank: 8181
Calmar Ratio Rank
OVS Martin Ratio Rank: 7474
Martin Ratio Rank

SYZ
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.

OVS vs. SYZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Overlay Shares Small Cap Equity ETF (OVS) and Lazard US Systematic Small Cap Equity ETF (SYZ). 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.


OVSSYZDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

4.29

Martin ratioReturn relative to average drawdown

13.85

OVS vs. SYZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


OVSSYZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

1.60

-1.17

Drawdowns

OVS vs. SYZ - Drawdown Comparison

The maximum OVS drawdown since its inception was -45.09%, which is greater than SYZ's maximum drawdown of -8.00%. Use the drawdown chart below to compare losses from any high point for OVS and SYZ.


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Drawdown Indicators


OVSSYZDifference

Max Drawdown

Largest peak-to-trough decline

-45.09%

-8.00%

-37.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.51%

Max Drawdown (3Y)

Largest decline over 3 years

-30.49%

Max Drawdown (5Y)

Largest decline over 5 years

-30.49%

Current Drawdown

Current decline from peak

-0.98%

-1.04%

+0.06%

Average Drawdown

Average peak-to-trough decline

-11.35%

-2.09%

-9.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

Volatility

OVS vs. SYZ - Volatility Comparison


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Volatility by Period


OVSSYZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

Volatility (1Y)

Calculated over the trailing 1-year period

19.27%

16.65%

+2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.23%

16.65%

+6.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.47%

16.65%

+10.82%

OVS vs. SYZ - Expense Ratio Comparison

OVS has a 0.83% expense ratio, which is higher than SYZ's 0.60% expense ratio.


Dividends

OVS vs. SYZ - Dividend Comparison

OVS's dividend yield for the trailing twelve months is around 6.83%, more than SYZ's 0.14% yield.


PositionTTM2025202420232022202120202019
OVS
Overlay Shares Small Cap Equity ETF
6.83%3.69%4.08%3.19%3.43%4.05%1.74%0.54%
SYZ
Lazard US Systematic Small Cap Equity ETF
0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, OVS and SYZ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SYZ is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYZ is cheaper with a 0.60% expense ratio, compared with 0.83% for OVS.

OVS has the higher dividend yield at 6.83%, compared with 0.14% for SYZ.

They also come from different issuers: Liquid Strategies and Lazard. Their fees differ too: 0.83% for OVS and 0.60% for SYZ.

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