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

Performance

WVE vs. OSCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wave Life Sciences Ltd. (WVE) 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, WVE achieves a -66.12% return, which is significantly lower than OSCR's 42.66% return.


WVE

1D
1.23%
1M
-22.89%
YTD
-66.12%
6M
-19.33%
1Y
-11.38%
3Y*
8.18%
5Y*
-3.18%
10Y*
-9.66%

OSCR

1D
-3.03%
1M
10.39%
YTD
42.66%
6M
19.88%
1Y
43.86%
3Y*
40.64%
5Y*
-4.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WVE vs. OSCR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WVE
Wave Life Sciences Ltd.
-66.12%37.43%144.95%-27.86%122.93%-69.34%
OSCR
Oscar Health, Inc.
42.66%6.92%46.89%271.95%-68.66%-77.44%

Correlation

The correlation between WVE and OSCR is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.13

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

0.16

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2021

0.16

Fundamentals

Market Cap

WVE:

$1.15B

OSCR:

$6.76B

EPS

WVE:

-$1.03

OSCR:

-$0.14

PS Ratio

WVE:

14.28

OSCR:

0.44

PB Ratio

WVE:

2.25

OSCR:

4.06

Total Revenue (TTM)

WVE:

$71.80M

OSCR:

$13.30B

Gross Profit (TTM)

WVE:

$29.09M

OSCR:

$895.79M

EBITDA (TTM)

WVE:

-$184.40M

OSCR:

$19.23M

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Return for Risk

WVE vs. OSCR — Risk / Return Rank

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

WVE
WVE Risk / Return Rank: 4747
Overall Rank
WVE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WVE Sortino Ratio Rank: 6060
Sortino Ratio Rank
WVE Omega Ratio Rank: 6565
Omega Ratio Rank
WVE Calmar Ratio Rank: 3535
Calmar Ratio Rank
WVE Martin Ratio Rank: 3636
Martin Ratio Rank

OSCR
OSCR Risk / Return Rank: 5959
Overall Rank
OSCR Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
OSCR Sortino Ratio Rank: 6161
Sortino Ratio Rank
OSCR Omega Ratio Rank: 5959
Omega Ratio Rank
OSCR Calmar Ratio Rank: 5858
Calmar Ratio Rank
OSCR Martin Ratio Rank: 5656
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.

WVE vs. OSCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wave Life Sciences Ltd. (WVE) 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.


WVEOSCRDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.20

1.16

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.16

0.85

-1.01

Martin ratioReturn relative to average drawdown

-0.30

1.58

-1.89

WVE vs. OSCR - Sharpe Ratio Comparison

The current WVE Sharpe Ratio is -0.07, which is lower than the OSCR Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of WVE 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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Sharpe Ratios by Period


WVEOSCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

0.57

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

-0.06

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

-0.12

+0.03

Drawdowns

WVE vs. OSCR - Drawdown Comparison

The maximum WVE drawdown since its inception was -97.77%, roughly equal to the maximum OSCR drawdown of -94.15%. Use the drawdown chart below to compare losses from any high point for WVE and OSCR.


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Drawdown Indicators


WVEOSCRDifference

Max Drawdown

Largest peak-to-trough decline

-97.77%

-94.15%

-3.62%

Max Drawdown (1Y)

Largest decline over 1 year

-73.30%

-51.71%

-21.59%

Max Drawdown (3Y)

Largest decline over 3 years

-73.30%

-53.39%

-19.91%

Max Drawdown (5Y)

Largest decline over 5 years

-83.53%

-92.65%

+9.12%

Max Drawdown (10Y)

Largest decline over 10 years

-97.77%

Current Drawdown

Current decline from peak

-89.57%

-44.25%

-45.32%

Average Drawdown

Average peak-to-trough decline

-64.75%

-65.20%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.53%

27.81%

+9.72%

Volatility

WVE vs. OSCR - Volatility Comparison

The current volatility for Wave Life Sciences Ltd. (WVE) is 14.76%, while Oscar Health, Inc. (OSCR) has a volatility of 21.69%. This indicates that WVE experiences smaller price fluctuations and is considered to be less risky than OSCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WVEOSCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.76%

21.69%

-6.93%

Volatility (6M)

Calculated over the trailing 6-month period

123.16%

42.03%

+81.13%

Volatility (1Y)

Calculated over the trailing 1-year period

168.77%

76.70%

+92.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

114.59%

80.47%

+34.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.98%

79.71%

+19.27%

Dividends

WVE vs. OSCR - Dividend Comparison

Neither WVE nor OSCR has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

WVE vs. OSCR - Financials Comparison

This section allows you to compare key financial metrics between Wave Life Sciences Ltd. 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
38.25M
4.65B
(WVE) Total Revenue
(OSCR) Total Revenue
Values in USD except per share items

WVE vs. OSCR - Profitability Comparison

The chart below illustrates the profitability comparison between Wave Life Sciences Ltd. 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

-50.0%0.0%50.0%100.0%2022202320242025202600
Portfolio components
WVE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wave Life Sciences Ltd. reported a gross profit of 0.00 and revenue of 38.25M. Therefore, the gross margin over that period was 0.0%.

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%.

WVE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wave Life Sciences Ltd. reported an operating income of -31.30M and revenue of 38.25M, resulting in an operating margin of -81.8%.

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%.

WVE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wave Life Sciences Ltd. reported a net income of -26.09M and revenue of 38.25M, resulting in a net margin of -68.2%.

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


WVE and OSCR have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OSCR has higher volatility (21.69%) compared to WVE (14.76%). In terms of maximum drawdown, WVE dropped -97.77% vs OSCR's -94.15%.

OSCR currently has the higher Sharpe Ratio (0.57 vs -0.07), 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.

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