SATS vs. OUST

Last updated Apr 1, 2026

Compare and contrast key facts about EchoStar Corporation (SATS) and Ouster, Inc. (OUST).

Performance

SATS vs. OUST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EchoStar Corporation (SATS) and Ouster, Inc. (OUST). The values are adjusted to include any dividend payments, if applicable.

SATS vs. OUST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SATS EchoStar Corporation	7.70%	374.67%	38.20%	-0.66%	-36.70%	24.35%	-21.81%
OUST Ouster, Inc.	-15.11%	77.09%	59.32%	-11.12%	-83.40%	-61.48%	39.18%

Fundamentals

EPS SATS : -$45.02 OUST : -$1.02
PS Ratio SATS : 2.22 OUST : 6.40
Total Revenue (TTM) SATS : $15.18B OUST : $169.38M
Gross Profit (TTM) SATS : $3.79B OUST : $83.44M
EBITDA (TTM) SATS : -$14.16B OUST : -$57.23M

Returns By Period

In the year-to-date period, SATS achieves a 7.70% return, which is significantly higher than OUST's -15.11% return.

SATS

• 1D: 4.31%
• 1M: 1.33%
• YTD: 7.70%
• 6M: 53.31%
• 1Y: 357.66%
• 3Y*: 85.67%
• 5Y*: 37.30%
• 10Y*: 10.30%

OUST

• 1D: 10.46%
• 1M: -3.06%
• YTD: -15.11%
• 6M: -32.09%
• 1Y: 104.57%
• 3Y*: 29.97%
• 5Y*: -26.82%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SATS vs. OUST — Risk / Return Rank

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

SATS

SATS Risk / Return Rank: 98
SATS Sharpe Ratio Rank: 97
SATS Sortino Ratio Rank: 98
SATS Omega Ratio Rank: 97
SATS Calmar Ratio Rank: 98
SATS Martin Ratio Rank: 98

OUST

OUST Risk / Return Rank: 74
OUST Sharpe Ratio Rank: 77
OUST Sortino Ratio Rank: 78
OUST Omega Ratio Rank: 72
OUST Calmar Ratio Rank: 75
OUST Martin Ratio Rank: 70

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.

SATS vs. OUST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EchoStar Corporation (SATS) and Ouster, Inc. (OUST). 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.

	SATS	OUST	Difference
Sharpe ratio Return per unit of total volatility	3.25	1.09	+2.16
Sortino ratio Return per unit of downside risk	4.48	1.97	+2.50
Omega ratio Gain probability vs. loss probability	1.61	1.22	+0.39
Calmar ratio Return relative to maximum drawdown	9.40	1.68	+7.73
Martin ratio Return relative to average drawdown	26.32	3.34	+22.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SATS vs. OUST - Sharpe Ratio Comparison

The current SATS Sharpe Ratio is 3.25, which is higher than the OUST Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of SATS and OUST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SATS	OUST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.25	1.09	+2.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	-0.28	+0.83
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.19	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	-0.28	+0.43

Correlation

The correlation between SATS and OUST is 0.25, 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

SATS vs. OUST - Dividend Comparison

Neither SATS nor OUST has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

SATS vs. OUST - Drawdown Comparison

The maximum SATS drawdown since its inception was -84.45%, smaller than the maximum OUST drawdown of -98.01%. Use the drawdown chart below to compare losses from any high point for SATS and OUST.

Drawdown Indicators

	SATS	OUST	Difference
Max Drawdown Largest peak-to-trough decline	-84.45%	-98.01%	+13.56%
Max Drawdown (1Y) Largest decline over 1 year	-39.18%	-55.15%	+15.97%
Max Drawdown (5Y) Largest decline over 5 years	-68.02%	-97.76%	+29.74%
Max Drawdown (10Y) Largest decline over 10 years	-84.45%	—	—
Current Drawdown Current decline from peak	-10.69%	-88.70%	+78.01%
Average Drawdown Average peak-to-trough decline	-36.46%	-77.97%	+41.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.00%	27.75%	-13.75%

Volatility

SATS vs. OUST - Volatility Comparison

The current volatility for EchoStar Corporation (SATS) is 16.53%, while Ouster, Inc. (OUST) has a volatility of 27.19%. This indicates that SATS experiences smaller price fluctuations and is considered to be less risky than OUST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SATS	OUST	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.53%	27.19%	-10.66%
Volatility (6M) Calculated over the trailing 6-month period	37.29%	65.32%	-28.03%
Volatility (1Y) Calculated over the trailing 1-year period	110.95%	97.02%	+13.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	68.68%	95.79%	-27.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.92%	94.80%	-39.88%

Financials