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Canadian Solar Inc. (CSIQ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

CA1366351098

CUSIP

000136635109

Sector

Technology

Industry

Solar

IPO Date

Nov 9, 2006

Highlights

Market Cap

$772.26M

EPS (TTM)

-$0.14

PEG Ratio

0.16

Total Revenue (TTM)

$6.11B

Gross Profit (TTM)

$1.06B

EBITDA (TTM)

$544.92M

Year Range

$10.91 - $26.85

Target Price

$17.45

Short %

19.87%

Short Ratio

3.80

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
CSIQ vs. SBR CSIQ vs. JKS CSIQ vs. SPWR CSIQ vs. VOO CSIQ vs. AQN.TO CSIQ vs. TAN CSIQ vs. SPY CSIQ vs. USO CSIQ vs. ALB CSIQ vs. TLT
Popular comparisons:
CSIQ vs. SBR CSIQ vs. JKS CSIQ vs. SPWR CSIQ vs. VOO CSIQ vs. AQN.TO CSIQ vs. TAN CSIQ vs. SPY CSIQ vs. USO CSIQ vs. ALB CSIQ vs. TLT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Canadian Solar Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
-26.42%
330.29%
CSIQ (Canadian Solar Inc.)
Benchmark (^GSPC)

Returns By Period

Canadian Solar Inc. had a return of -56.16% year-to-date (YTD) and -54.31% in the last 12 months. Over the past 10 years, Canadian Solar Inc. had an annualized return of -6.55%, while the S&P 500 had an annualized return of 11.06%, indicating that Canadian Solar Inc. did not perform as well as the benchmark.


CSIQ

YTD

-56.16%

1M

-2.54%

6M

-27.08%

1Y

-54.31%

5Y*

-11.49%

10Y*

-6.55%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of CSIQ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-15.75%-4.57%-6.31%-17.97%21.16%-24.90%12.41%-23.82%32.70%-15.04%-12.85%-56.16%
202336.15%-5.51%0.15%-6.00%11.70%-7.44%-6.54%-22.54%-12.14%-18.81%5.26%24.73%-15.11%
2022-10.55%13.11%11.69%-22.17%16.50%-2.87%18.46%22.45%-17.53%-8.99%5.75%-13.81%-1.25%
20216.85%-14.28%5.75%-16.91%-4.03%13.29%-10.24%-8.15%-6.44%20.12%-8.69%-17.53%-38.93%
2020-9.28%1.75%-22.01%12.13%5.38%2.50%14.89%46.75%8.03%3.56%17.63%19.83%131.86%
201950.42%14.33%-24.45%7.25%-4.45%14.35%-2.34%9.71%-19.28%-9.59%-4.22%35.17%54.11%
2018-8.60%1.88%3.63%-3.93%6.27%-26.31%10.13%6.53%0.97%-1.38%18.18%-15.15%-14.95%
2017-3.86%25.70%-16.64%8.39%-3.68%24.28%6.41%-7.26%7.19%4.57%2.04%-6.18%38.42%
2016-30.35%12.89%-15.33%-7.11%4.30%-19.06%-6.08%-9.23%6.59%5.09%-20.15%5.64%-57.94%
2015-15.71%45.29%12.71%6.02%-7.74%-12.43%-6.10%-30.29%-11.22%31.35%5.50%25.75%19.72%
201431.22%6.93%-23.42%-15.36%-5.05%21.40%-20.15%41.99%0.93%-10.82%-23.86%-0.41%-18.88%
201330.88%-9.89%-13.72%62.72%51.15%29.14%34.58%-15.42%35.81%35.37%26.70%2.33%777.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CSIQ is 14, meaning it’s performing worse than 86% of other stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CSIQ is 1414
Overall Rank
The Sharpe Ratio Rank of CSIQ is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of CSIQ is 1515
Sortino Ratio Rank
The Omega Ratio Rank of CSIQ is 1717
Omega Ratio Rank
The Calmar Ratio Rank of CSIQ is 1313
Calmar Ratio Rank
The Martin Ratio Rank of CSIQ is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Canadian Solar Inc. (CSIQ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for CSIQ, currently valued at -0.71, compared to the broader market-4.00-2.000.002.00-0.712.10
The chart of Sortino ratio for CSIQ, currently valued at -0.91, compared to the broader market-4.00-2.000.002.004.00-0.912.80
The chart of Omega ratio for CSIQ, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.39
The chart of Calmar ratio for CSIQ, currently valued at -0.63, compared to the broader market0.002.004.006.00-0.633.09
The chart of Martin ratio for CSIQ, currently valued at -1.34, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.3413.49
CSIQ
^GSPC

The current Canadian Solar Inc. Sharpe ratio is -0.71. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Canadian Solar Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.71
2.10
CSIQ (Canadian Solar Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Canadian Solar Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-82.07%
-2.62%
CSIQ (Canadian Solar Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Canadian Solar Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Canadian Solar Inc. was 96.02%, occurring on Nov 15, 2012. Recovery took 2039 trading sessions.

The current Canadian Solar Inc. drawdown is 82.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.02%Jun 19, 20081112Nov 15, 20122039Dec 22, 20203151
-83.23%Jan 22, 2021985Dec 19, 2024
-54.32%Nov 10, 2006213Sep 18, 200743Nov 16, 2007256
-45.41%Dec 27, 200758Mar 20, 200832May 6, 200890
-19.35%May 21, 200814Jun 10, 20085Jun 17, 200819

Volatility

Volatility Chart

The current Canadian Solar Inc. volatility is 21.31%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
21.31%
3.79%
CSIQ (Canadian Solar Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Canadian Solar Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Canadian Solar Inc..


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Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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