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Cytosorbents Corporation (CTSO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US23283X2062
CUSIP
23283X206
IPO Date
Nov 7, 2013

Highlights

Market Cap
$35.57M
Enterprise Value
$58.97M
EPS (TTM)
-$0.13
Total Revenue (TTM)
$37.06M
Gross Profit (TTM)
$26.49M
EBITDA (TTM)
-$14.22M
Year Range
$0.50 - $1.39
ROA (TTM)
-18.56%
ROE (TTM)
-138.88%

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.


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S&P 500 Index

Returns By Period

Cytosorbents Corporation (CTSO) has returned -11.40% so far this year and -43.37% over the past 12 months. Over the last ten years, CTSO has returned -17.57% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Cytosorbents Corporation

1D
1.14%
1M
-24.74%
YTD
-11.40%
6M
-39.37%
1Y
-43.37%
3Y*
-44.82%
5Y*
-42.23%
10Y*
-17.57%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 7, 2013, CTSO's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, your investment would double in approximately 4.8 years.

Historically, 46% of months were positive and 54% were negative. The best month was Jan 2014 with a return of +124.0%, while the worst month was Apr 2015 at -46.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 10 months.

On a daily basis, CTSO closed higher 46% of trading days. The best single day was Jan 22, 2014 with a return of +67.6%, while the worst single day was Dec 28, 2023 at -33.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.44%19.44%-24.74%-11.40%
202510.44%5.47%-5.66%1.00%-16.83%52.38%-33.59%10.99%-0.99%-14.89%2.04%-21.20%-29.76%
2024-9.01%-5.05%-0.94%-14.74%11.12%-21.90%70.70%-12.50%42.86%-32.67%-3.96%-6.19%-18.02%
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%

Benchmark Metrics

Cytosorbents Corporation has an annualized alpha of 4.87%, beta of 0.83, and R² of 0.04 versus S&P 500 Index. Calculated based on daily prices since November 08, 2013.

  • This stock participated in 115.95% of S&P 500 Index downside but only 14.06% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.04 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.87%
Beta
0.83
0.04
Upside Capture
14.06%
Downside Capture
115.95%

Return for Risk

Risk / Return Rank

CTSO ranks 16 for risk / return — in the bottom 16% of stocks on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


CTSO Risk / Return Rank: 1616
Overall Rank
CTSO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CTSO Sortino Ratio Rank: 1919
Sortino Ratio Rank
CTSO Omega Ratio Rank: 1919
Omega Ratio Rank
CTSO Calmar Ratio Rank: 1313
Calmar Ratio Rank
CTSO Martin Ratio Rank: 1616
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Cytosorbents Corporation (CTSO) and compare them to a chosen benchmark (S&P 500 Index).


CTSOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.56

0.90

-1.46

Sortino ratio

Return per unit of downside risk

-0.51

1.39

-1.89

Omega ratio

Gain probability vs. loss probability

0.94

1.21

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.77

1.40

-2.17

Martin ratio

Return relative to average drawdown

-1.26

6.61

-7.87

Explore CTSO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

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. Drawdowns are calculated considering price movements and all distributions paid, if any.


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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 96.26%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current Cytosorbents Corporation drawdown is 96.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.26%Mar 24, 20152771Mar 30, 2026
-40.62%Feb 28, 201419Mar 26, 2014188Dec 22, 2014207
-29.93%Jan 6, 201517Jan 29, 201518Feb 25, 201535
-21.49%Nov 8, 20131Nov 8, 20135Nov 15, 20136
-20.65%Jan 23, 201412Feb 7, 201413Feb 27, 201425

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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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

0.0

Valuation

The Valuation section provides an overview of how Cytosorbents Corporation is priced in the market compared to other companies in the Medical Devices industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for CTSO relative to other companies in the Medical Devices industry. Currently, CTSO has a P/S ratio of 1.0. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for CTSO in comparison with other companies in the Medical Devices industry. Currently, CTSO has a P/B value of 6.0. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

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