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SENS vs. OUST
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SENS vs. OUST - Performance Comparison

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

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Returns By Period

In the year-to-date period, SENS achieves a 15.22% return, which is significantly lower than OUST's 120.33% return.


SENS

1D
-5.64%
1M
0.32%
YTD
15.22%
6M
1.27%
1Y
-37.76%
3Y*
-26.98%
5Y*
-38.42%
10Y*
-21.93%

OUST

1D
2.38%
1M
28.76%
YTD
120.33%
6M
108.03%
1Y
121.46%
3Y*
106.43%
5Y*
-18.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SENS vs. OUST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SENS
Senseonics Holdings, Inc.
15.22%-47.27%-8.19%-44.65%-61.42%206.26%120.10%
OUST
Ouster, Inc.
120.33%77.09%59.32%-11.12%-83.40%-61.48%39.18%

Correlation

The correlation between SENS and OUST is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2020

0.35

Fundamentals

Market Cap

SENS:

$291.43M

OUST:

$2.95B

EPS

SENS:

-$2.17

OUST:

-$0.94

PS Ratio

SENS:

6.09

OUST:

15.36

PB Ratio

SENS:

8.49

OUST:

10.70

Total Revenue (TTM)

SENS:

$42.36M

OUST:

$185.33M

Gross Profit (TTM)

SENS:

$22.03M

OUST:

$90.79M

EBITDA (TTM)

SENS:

-$72.86M

OUST:

-$50.85M

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Return for Risk

SENS vs. OUST — Risk / Return Rank

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

SENS
SENS Risk / Return Rank: 2020
Overall Rank
SENS Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SENS Sortino Ratio Rank: 2323
Sortino Ratio Rank
SENS Omega Ratio Rank: 2222
Omega Ratio Rank
SENS Calmar Ratio Rank: 1717
Calmar Ratio Rank
SENS Martin Ratio Rank: 2020
Martin Ratio Rank

OUST
OUST Risk / Return Rank: 7676
Overall Rank
OUST Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
OUST Sortino Ratio Rank: 7777
Sortino Ratio Rank
OUST Omega Ratio Rank: 7373
Omega Ratio Rank
OUST Calmar Ratio Rank: 7878
Calmar Ratio Rank
OUST Martin Ratio Rank: 7373
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.

SENS vs. OUST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Senseonics Holdings, Inc. (SENS) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SENSOUSTDifference
Sharpe ratioReturn per unit of total volatility

-1.76

Sortino ratioReturn per unit of downside risk

-2.43

Omega ratioGain probability vs. loss probability

0.95

1.24

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.66

2.22

-2.88

Martin ratioReturn relative to average drawdown

-1.03

4.10

-5.12

SENS vs. OUST - Sharpe Ratio Comparison

The current SENS Sharpe Ratio is -0.52, which is lower than the OUST Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of SENS and OUST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SENS vs. OUST - Drawdown Comparison

The maximum SENS drawdown since its inception was -95.26%, roughly equal to the maximum OUST drawdown of -98.01%. Use the drawdown chart below to compare losses from any high point for SENS and OUST.


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Drawdown Indicators


SENSOUSTDifference

Max Drawdown

Largest peak-to-trough decline

-95.26%

-98.01%

+2.75%

Max Drawdown (1Y)

Largest decline over 1 year

-57.19%

-55.15%

-2.04%

Max Drawdown (3Y)

Largest decline over 3 years

-80.92%

-64.00%

-16.92%

Max Drawdown (5Y)

Largest decline over 5 years

-93.96%

-97.51%

+3.55%

Max Drawdown (10Y)

Largest decline over 10 years

-95.26%

Current Drawdown

Current decline from peak

-93.97%

-70.66%

-23.31%

Average Drawdown

Average peak-to-trough decline

-63.67%

-78.00%

+14.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.87%

29.77%

+7.10%

Volatility

SENS vs. OUST - Volatility Comparison

The current volatility for Senseonics Holdings, Inc. (SENS) is 18.23%, while Ouster, Inc. (OUST) has a volatility of 36.05%. This indicates that SENS 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.


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Volatility by Period


SENSOUSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.23%

36.05%

-17.82%

Volatility (6M)

Calculated over the trailing 6-month period

56.38%

68.89%

-12.51%

Volatility (1Y)

Calculated over the trailing 1-year period

73.39%

98.35%

-24.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.35%

96.77%

-7.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

93.28%

95.74%

-2.46%

Dividends

SENS vs. OUST - Dividend Comparison

Neither SENS nor OUST has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SENS vs. OUST - Financials Comparison

This section allows you to compare key financial metrics between Senseonics Holdings, Inc. and Ouster, 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


0.0010.00M20.00M30.00M40.00M50.00M60.00M20222023202420252026
11.71M
48.58M
(SENS) Total Revenue
(OUST) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SENS and OUST have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OUST has higher volatility (36.05%) compared to SENS (18.23%). In terms of maximum drawdown, SENS dropped -95.26% vs OUST's -98.01%.

OUST currently has the higher Sharpe Ratio (1.24 vs -0.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SENS and OUST

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