GSIW vs OSS: Correlation
Garden Stage Limited - Class A (GSIW) and One Stop Systems, Inc. (OSS) show a weak relationship: their 3-year correlation of weekly returns is 0.28.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are GSIW and OSS?
On 3 years of weekly data the GSIW/OSS correlation comes out at 0.28, weak. Recent behaviour matches the longer record: 0.31 over 1 year against 0.28 over 3. The 5-year figure is n/a, and annualized covariance runs at 3815.4 %².
By 3-year correlation, OSS places #5 of the 22 assets tracked against GSIW. Correlation aside, the last 12 months split them widely, with OSS ahead by 105.0 points (-24.5% versus +80.5%). Risk is not evenly split, since GSIW carries 1.9 times the volatility of the other side.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
GSIW vs OSS: side by side
| GSIW (Garden Stage Limited - Class A) | OSS (One Stop Systems, Inc.) | |
|---|---|---|
| 1-year return | -24.5% | +80.5% |
| 5-year return | n/a | +103.2% |
| Volatility (ann.) | 159.9% | 82.4% |
| Beta vs S&P 500 | 1.06 | 1.82 |
| Max drawdown (3Y) | -99.7% | -56.0% |
| Market cap | – | $0.3B |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | GSIW | OSS |
|---|---|---|
| 2022 | – | -39.2% |
| 2023 | – | -30.2% |
| 2024 | -91.5% | +59.5% |
| 2025 | -80.6% | +114.3% |
| 2026 | -41.5% | +57.7% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are GSIW and OSS good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.28 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between GSIW and OSS?
Using weekly returns as of 2026-08-27: 0.28 over 3 years, with 0.31 over the last year and n/a over 5 years.
Is OSS a good diversifier for GSIW?
Yes, to a useful degree: a correlation of 0.28 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.28 mean?
On the −1 to +1 scale, 0.28 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
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Related comparisons
Hubs: GSIW correlations · OSS correlations
