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Cytosorbents Corporation (CTSO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS23283X2062
CUSIP23283X206
SectorHealthcare
IndustryMedical Devices

Highlights

Market Cap$49.40M
EPS-$0.64
PE Ratio9.02
Revenue (TTM)$36.35M
Gross Profit (TTM)$20.73M
EBITDA (TTM)-$28.81M
Year Range$0.78 - $4.29
Target Price$3.70
Short %2.94%
Short Ratio16.50

Share Price Chart


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Cytosorbents Corporation

Performance

Performance Chart

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


-100.00%0.00%100.00%200.00%300.00%December2024FebruaryMarchAprilMay
-98.73%
317.09%
CTSO (Cytosorbents Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Cytosorbents Corporation had a return of -12.83% year-to-date (YTD) and -72.97% in the last 12 months. Over the past 10 years, Cytosorbents Corporation had an annualized return of -16.49%, while the S&P 500 had an annualized return of 10.99%, indicating that Cytosorbents Corporation did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-12.83%11.18%
1 month22.48%5.60%
6 months-15.12%17.48%
1 year-72.97%26.33%
5 years (annualized)-32.53%13.16%
10 years (annualized)-16.49%10.99%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-9.01%-5.05%-0.94%-14.74%-12.83%
202384.52%7.69%9.42%-27.30%21.22%20.88%-0.56%-27.73%-27.13%-18.09%-22.08%-7.50%-28.39%
2022-11.22%4.03%-17.57%-34.17%-8.10%13.47%4.11%-16.67%-28.42%37.50%-25.13%10.71%-63.01%
202131.62%-10.20%-7.86%6.57%-12.54%-6.67%0.79%25.76%-15.15%-27.46%-16.47%-14.84%-47.43%
202028.31%22.06%28.19%10.74%19.28%-3.04%-3.28%-11.85%-5.51%-4.08%9.67%-5.01%107.01%
2019-7.30%7.88%-6.31%-4.89%-12.36%4.75%6.20%-36.47%12.78%-5.57%-16.00%-3.51%-52.35%
201816.92%3.29%-10.19%7.09%49.67%0.88%5.26%22.08%-11.95%-22.48%4.40%-22.61%24.31%
20171.83%1.80%-20.35%15.56%-19.23%2.38%15.70%3.52%20.39%-0.81%13.82%-7.14%19.27%
2016-31.06%34.37%-24.03%10.20%-0.69%6.06%7.69%2.24%27.74%-7.81%-12.71%5.83%-2.15%
2015-19.40%43.14%14.90%-46.55%-10.64%-2.54%6.35%5.67%-8.55%17.91%-2.28%-23.38%-44.02%
2014124.00%7.14%-23.33%-0.43%6.99%-1.22%-0.41%-4.56%-0.04%2.22%-14.04%97.03%218.40%
2013-20.77%3.88%9.81%-2.13%10.43%-5.51%-13.33%-3.85%0.00%4.00%26.92%-5.30%-3.85%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CTSO is 7, indicating that it is in the bottom 7% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of CTSO is 77
CTSO (Cytosorbents Corporation)
The Sharpe Ratio Rank of CTSO is 66Sharpe Ratio Rank
The Sortino Ratio Rank of CTSO is 44Sortino Ratio Rank
The Omega Ratio Rank of CTSO is 66Omega Ratio Rank
The Calmar Ratio Rank of CTSO is 88Calmar Ratio Rank
The Martin Ratio Rank of CTSO is 1212Martin 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 Cytosorbents Corporation (CTSO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CTSO
Sharpe ratio
The chart of Sharpe ratio for CTSO, currently valued at -0.87, compared to the broader market-2.00-1.000.001.002.003.004.00-0.87
Sortino ratio
The chart of Sortino ratio for CTSO, currently valued at -1.60, compared to the broader market-4.00-2.000.002.004.006.00-1.60
Omega ratio
The chart of Omega ratio for CTSO, currently valued at 0.81, compared to the broader market0.501.001.502.000.81
Calmar ratio
The chart of Calmar ratio for CTSO, currently valued at -0.73, compared to the broader market0.002.004.006.00-0.73
Martin ratio
The chart of Martin ratio for CTSO, currently valued at -1.22, compared to the broader market-10.000.0010.0020.0030.00-1.22
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market-2.00-1.000.001.002.003.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market-4.00-2.000.002.004.006.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.002.004.006.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market-10.000.0010.0020.0030.009.12

Sharpe Ratio

The current Cytosorbents Corporation Sharpe ratio is -0.87. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Cytosorbents Corporation 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-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.87
2.38
CTSO (Cytosorbents Corporation)
Benchmark (^GSPC)

Dividends

Dividend History


Cytosorbents Corporation doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-98.98%
-0.09%
CTSO (Cytosorbents Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Cytosorbents Corporation. 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 Cytosorbents Corporation was 99.21%, occurring on Nov 13, 2008. The portfolio has not yet recovered.

The current Cytosorbents Corporation drawdown is 98.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.21%Aug 10, 2006451Nov 13, 2008

Volatility

Volatility Chart

The current Cytosorbents Corporation volatility is 26.01%, 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%50.00%60.00%December2024FebruaryMarchAprilMay
26.01%
3.36%
CTSO (Cytosorbents Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
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TTM
Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items