ZTEK vs. OMER
ZTEK (ZEN Graphene Solutions Ltd) and OMER (Omeros Corporation) are both stocks. Both are in the Healthcare sector — ZTEK in Medical Instruments & Supplies, OMER in Biotechnology. Over the past 10 years, ZTEK returned -0.95%/yr vs -1.53%/yr for OMER. At a 0.12 correlation, their price movements are largely independent.
Performance
ZTEK vs. OMER - Performance Comparison
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Returns By Period
In the year-to-date period, ZTEK achieves a -25.03% return, which is significantly higher than OMER's -41.72% return. Over the past 10 years, ZTEK has outperformed OMER with an annualized return of -0.95%, while OMER has yielded a comparatively lower -1.53% annualized return.
ZTEK
- 1D
- 0.69%
- 1M
- 4.99%
- 6M
- -54.74%
- YTD
- -25.03%
- 1Y
- -55.78%
- 3Y*
- -33.07%
- 5Y*
- -29.06%
- 10Y*
- -0.95%
OMER
- 1D
- -2.63%
- 1M
- 14.60%
- 6M
- -21.92%
- YTD
- -41.72%
- 1Y
- 174.25%
- 3Y*
- 24.72%
- 5Y*
- -6.07%
- 10Y*
- -1.53%
ZTEK vs. OMER - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZTEK ZEN Graphene Solutions Ltd | -25.03% | -31.91% | -12.96% | -30.32% | -60.05% | 37.10% | 910.71% | -5.08% | -45.37% | -15.36% |
OMER Omeros Corporation | -41.72% | 73.84% | 202.14% | 44.69% | -64.85% | -54.99% | 1.38% | 26.48% | -42.67% | 95.87% |
Correlation
The correlation between ZTEK and OMER is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.12 |
Fundamentals
ZTEK:
$51.60M
OMER:
$724.48M
ZTEK:
-CA$0.09
OMER:
-$0.05
ZTEK:
CA$166.09K
OMER:
$0.00
ZTEK:
-CA$4.19M
OMER:
-$10.29M
ZTEK:
-CA$9.70M
OMER:
-$110.44M
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Return for Risk
ZTEK vs. OMER — Risk / Return Rank
ZTEK
OMER
ZTEK vs. OMER - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ZEN Graphene Solutions Ltd (ZTEK) and Omeros Corporation (OMER). 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.
| ZTEK | OMER | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -4.52 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.48 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 3.54 | -4.40 |
| Martin ratioReturn relative to average drawdown | -1.56 | 6.76 | -8.31 |
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Drawdowns
ZTEK vs. OMER - Drawdown Comparison
The maximum ZTEK drawdown since its inception was -93.45%, roughly equal to the maximum OMER drawdown of -95.95%. Use the drawdown chart below to compare losses from any high point for ZTEK and OMER.
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Drawdown Indicators
| ZTEK | OMER | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.45% | -95.95% | +2.50% |
Max Drawdown (1Y)Largest decline over 1 year | -64.81% | -49.52% | -15.29% |
Max Drawdown (3Y)Largest decline over 3 years | -79.04% | -81.02% | +1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -93.45% | -93.37% | -0.08% |
Max Drawdown (10Y)Largest decline over 10 years | -93.45% | -95.95% | +2.50% |
Current DrawdownCurrent decline from peak | -91.58% | -62.50% | -29.08% |
Average DrawdownAverage peak-to-trough decline | -59.77% | -48.56% | -11.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.03% | 25.90% | +12.13% |
Volatility
ZTEK vs. OMER - Volatility Comparison
ZEN Graphene Solutions Ltd (ZTEK) and Omeros Corporation (OMER) have volatilities of 33.28% and 34.04%, 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
| ZTEK | OMER | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 33.28% | 34.04% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 81.37% | 50.57% | +30.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 102.64% | 188.71% | -86.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 80.72% | 135.41% | -54.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 86.26% | 111.20% | -24.94% |
Dividends
ZTEK vs. OMER - Dividend Comparison
Neither ZTEK nor OMER has paid dividends to shareholders.
Financials
ZTEK vs. OMER - Financials Comparison
This section allows you to compare key financial metrics between ZEN Graphene Solutions Ltd and Omeros Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ZTEK and OMER have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OMER has higher volatility (34.04%) compared to ZTEK (33.28%). In terms of maximum drawdown, ZTEK dropped -93.45% vs OMER's -95.95%.
OMER currently has the higher Sharpe Ratio (0.93 vs -0.55), 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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