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ROG vs. OSIS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ROG vs. OSIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rogers Corporation (ROG) and OSI Systems, Inc. (OSIS). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-13.29%
8.29%
ROG
OSIS

Returns By Period

In the year-to-date period, ROG achieves a -21.58% return, which is significantly lower than OSIS's 17.95% return. Over the past 10 years, ROG has underperformed OSIS with an annualized return of 3.81%, while OSIS has yielded a comparatively higher 8.17% annualized return.


ROG

YTD

-21.58%

1M

-1.07%

6M

-13.29%

1Y

-21.13%

5Y (annualized)

-4.26%

10Y (annualized)

3.81%

OSIS

YTD

17.95%

1M

5.09%

6M

8.29%

1Y

28.34%

5Y (annualized)

9.17%

10Y (annualized)

8.17%

Fundamentals


ROGOSIS
Market Cap$1.92B$2.56B
EPS$2.67$7.67
PE Ratio38.5119.97
PEG Ratio0.771.44
Total Revenue (TTM)$842.50M$1.60B
Gross Profit (TTM)$282.80M$547.08M
EBITDA (TTM)$105.10M$247.50M

Key characteristics


ROGOSIS
Sharpe Ratio-0.641.11
Sortino Ratio-0.801.70
Omega Ratio0.911.20
Calmar Ratio-0.322.15
Martin Ratio-1.216.29
Ulcer Index16.85%5.07%
Daily Std Dev32.06%28.74%
Max Drawdown-80.07%-88.44%
Current Drawdown-62.20%-1.34%

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Correlation

-0.50.00.51.00.3

The correlation between ROG and OSIS is 0.32, 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.

Risk-Adjusted Performance

ROG vs. OSIS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rogers Corporation (ROG) and OSI Systems, Inc. (OSIS). 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 ROG, currently valued at -0.64, compared to the broader market-4.00-2.000.002.004.00-0.641.11
The chart of Sortino ratio for ROG, currently valued at -0.80, compared to the broader market-4.00-2.000.002.004.00-0.801.70
The chart of Omega ratio for ROG, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.20
The chart of Calmar ratio for ROG, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.322.15
The chart of Martin ratio for ROG, currently valued at -1.21, compared to the broader market-10.000.0010.0020.0030.00-1.216.29
ROG
OSIS

The current ROG Sharpe Ratio is -0.64, which is lower than the OSIS Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of ROG and OSIS, 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 Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.64
1.11
ROG
OSIS

Dividends

ROG vs. OSIS - Dividend Comparison

Neither ROG nor OSIS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ROG vs. OSIS - Drawdown Comparison

The maximum ROG drawdown since its inception was -80.07%, smaller than the maximum OSIS drawdown of -88.44%. Use the drawdown chart below to compare losses from any high point for ROG and OSIS. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-62.20%
-1.34%
ROG
OSIS

Volatility

ROG vs. OSIS - Volatility Comparison

Rogers Corporation (ROG) and OSI Systems, Inc. (OSIS) have volatilities of 11.88% and 11.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
11.88%
11.57%
ROG
OSIS

Financials

ROG vs. OSIS - Financials Comparison

This section allows you to compare key financial metrics between Rogers Corporation and OSI Systems, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items