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WGS vs. OSCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WGS vs. OSCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GeneDx Holdings Corp. (WGS) and Oscar Health, Inc. (OSCR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WGS achieves a -55.34% return, which is significantly lower than OSCR's 108.28% return.


WGS

1D
4.80%
1M
22.76%
YTD
-55.34%
6M
-57.09%
1Y
-27.14%
3Y*
111.60%
5Y*
-32.92%
10Y*

OSCR

1D
4.87%
1M
32.20%
YTD
108.28%
6M
101.68%
1Y
46.57%
3Y*
52.02%
5Y*
5.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WGS vs. OSCR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WGS
GeneDx Holdings Corp.
-55.34%69.22%2,694.91%-68.41%-94.09%-77.42%
OSCR
Oscar Health, Inc.
108.28%6.92%46.89%271.95%-68.66%-78.19%

Correlation

The correlation between WGS and OSCR is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.15

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

0.26

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2021

0.25

The correlation between WGS and OSCR shifts across timeframes, from 0.15 (3 years) to 0.26 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

WGS:

$1.70B

OSCR:

$9.87B

EPS

WGS:

-$2.71

OSCR:

-$0.14

PS Ratio

WGS:

3.76

OSCR:

0.64

PB Ratio

WGS:

6.70

OSCR:

5.93

Total Revenue (TTM)

WGS:

$442.68M

OSCR:

$13.30B

Gross Profit (TTM)

WGS:

$302.56M

OSCR:

$895.79M

EBITDA (TTM)

WGS:

-$51.08M

OSCR:

$19.23M

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Return for Risk

WGS vs. OSCR — Risk / Return Rank

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

WGS
WGS Risk / Return Rank: 3232
Overall Rank
WGS Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
WGS Sortino Ratio Rank: 3535
Sortino Ratio Rank
WGS Omega Ratio Rank: 3636
Omega Ratio Rank
WGS Calmar Ratio Rank: 3131
Calmar Ratio Rank
WGS Martin Ratio Rank: 3030
Martin Ratio Rank

OSCR
OSCR Risk / Return Rank: 6262
Overall Rank
OSCR Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
OSCR Sortino Ratio Rank: 6363
Sortino Ratio Rank
OSCR Omega Ratio Rank: 6262
Omega Ratio Rank
OSCR Calmar Ratio Rank: 6262
Calmar Ratio Rank
OSCR Martin Ratio Rank: 6060
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.

WGS vs. OSCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GeneDx Holdings Corp. (WGS) and Oscar Health, Inc. (OSCR). 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.


WGSOSCRDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.02

1.17

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.34

0.90

-1.25

Martin ratioReturn relative to average drawdown

-0.68

1.68

-2.36

WGS vs. OSCR - Sharpe Ratio Comparison

The current WGS Sharpe Ratio is -0.33, which is lower than the OSCR Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of WGS and OSCR, 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

WGS vs. OSCR - Drawdown Comparison

The maximum WGS drawdown since its inception was -99.85%, which is greater than OSCR's maximum drawdown of -94.15%. Use the drawdown chart below to compare losses from any high point for WGS and OSCR.


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Drawdown Indicators


WGSOSCRDifference

Max Drawdown

Largest peak-to-trough decline

-99.85%

-94.15%

-5.70%

Max Drawdown (1Y)

Largest decline over 1 year

-79.40%

-51.71%

-27.69%

Max Drawdown (3Y)

Largest decline over 3 years

-84.28%

-53.39%

-30.89%

Max Drawdown (5Y)

Largest decline over 5 years

-99.73%

-90.41%

-9.32%

Current Drawdown

Current decline from peak

-93.18%

-18.60%

-74.58%

Average Drawdown

Average peak-to-trough decline

-83.39%

-64.77%

-18.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.86%

27.78%

+12.08%

Volatility

WGS vs. OSCR - Volatility Comparison

GeneDx Holdings Corp. (WGS) and Oscar Health, Inc. (OSCR) have volatilities of 22.71% and 22.06%, 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.


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Volatility by Period


WGSOSCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.71%

22.06%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

86.16%

44.58%

+41.58%

Volatility (1Y)

Calculated over the trailing 1-year period

85.76%

74.95%

+10.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

110.07%

80.69%

+29.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

107.32%

79.82%

+27.50%

Dividends

WGS vs. OSCR - Dividend Comparison

Neither WGS nor OSCR has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

WGS vs. OSCR - Financials Comparison

This section allows you to compare key financial metrics between GeneDx Holdings Corp. and Oscar Health, 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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
102.25M
4.65B
(WGS) Total Revenue
(OSCR) Total Revenue
Values in USD except per share items

WGS vs. OSCR - Profitability Comparison

The chart below illustrates the profitability comparison between GeneDx Holdings Corp. and Oscar Health, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-100.0%-50.0%0.0%50.0%100.0%20222023202420252026
66.7%
0
Portfolio components
WGS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GeneDx Holdings Corp. reported a gross profit of 68.21M and revenue of 102.25M. Therefore, the gross margin over that period was 66.7%.

OSCR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Oscar Health, Inc. reported a gross profit of 0.00 and revenue of 4.65B. Therefore, the gross margin over that period was 0.0%.

WGS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GeneDx Holdings Corp. reported an operating income of -57.47M and revenue of 102.25M, resulting in an operating margin of -56.2%.

OSCR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Oscar Health, Inc. reported an operating income of 704.09M and revenue of 4.65B, resulting in an operating margin of 15.2%.

WGS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GeneDx Holdings Corp. reported a net income of -63.32M and revenue of 102.25M, resulting in a net margin of -61.9%.

OSCR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Oscar Health, Inc. reported a net income of 679.00M and revenue of 4.65B, resulting in a net margin of 14.6%.


Frequently Asked Questions


WGS and OSCR have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WGS has higher volatility (22.71%) compared to OSCR (22.06%). In terms of maximum drawdown, WGS dropped -99.85% vs OSCR's -94.15%.

OSCR currently has the higher Sharpe Ratio (0.63 vs -0.33), 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 WGS and OSCR

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