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COHR vs. PSIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

COHR vs. PSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coherent, Inc. (COHR) and Power Solutions International, Inc. (PSIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COHR achieves a 107.41% return, which is significantly higher than PSIX's -31.71% return. Over the past 10 years, COHR has outperformed PSIX with an annualized return of 34.48%, while PSIX has yielded a comparatively lower 8.61% annualized return.


COHR

1D
-7.50%
1M
0.09%
YTD
107.41%
6M
118.50%
1Y
374.01%
3Y*
91.08%
5Y*
40.73%
10Y*
34.48%

PSIX

1D
-1.06%
1M
0.70%
YTD
-31.71%
6M
-40.25%
1Y
-27.11%
3Y*
156.58%
5Y*
59.75%
10Y*
8.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COHR vs. PSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COHR
Coherent, Inc.
107.41%94.84%117.62%24.02%-48.63%-10.04%125.60%3.73%-30.86%58.35%
PSIX
Power Solutions International, Inc.
-31.71%92.07%1,351.22%-31.67%0.00%-9.09%-58.23%-14.59%23.33%0.00%

Correlation

The correlation between COHR and PSIX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2012

0.14

Over the past year, COHR and PSIX have become more correlated (0.41) than their long-term average of 0.14, meaning their price movements have been converging.

Fundamentals

EPS

COHR:

$1.64K

PSIX:

$4.43

PE Ratio

COHR:

0.23

PSIX:

8.81

PEG Ratio

COHR:

0.04

PSIX:

0.09

PS Ratio

COHR:

0.02

PSIX:

1.53

Total Revenue (TTM)

COHR:

$1.81T

PSIX:

$586.96M

Gross Profit (TTM)

COHR:

$1.76B

PSIX:

$172.81M

EBITDA (TTM)

COHR:

$960.76M

PSIX:

$102.78M

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Return for Risk

COHR vs. PSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COHR
COHR Risk / Return Rank: 9797
Overall Rank
COHR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
COHR Sortino Ratio Rank: 9595
Sortino Ratio Rank
COHR Omega Ratio Rank: 9595
Omega Ratio Rank
COHR Calmar Ratio Rank: 9999
Calmar Ratio Rank
COHR Martin Ratio Rank: 9999
Martin Ratio Rank

PSIX
PSIX Risk / Return Rank: 3232
Overall Rank
PSIX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PSIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
PSIX Omega Ratio Rank: 3838
Omega Ratio Rank
PSIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PSIX Martin Ratio Rank: 2727
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.

COHR vs. PSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Coherent, Inc. (COHR) and Power Solutions International, Inc. (PSIX). 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.


COHRPSIXDifference
Sharpe ratioReturn per unit of total volatility

+5.34

Sortino ratioReturn per unit of downside risk

+3.54

Omega ratioGain probability vs. loss probability

1.54

1.04

+0.50

Calmar ratioReturn relative to maximum drawdown

14.22

-0.40

+14.61

Martin ratioReturn relative to average drawdown

38.88

-0.73

+39.60

COHR vs. PSIX - Sharpe Ratio Comparison

The current COHR Sharpe Ratio is 5.08, which is higher than the PSIX Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of COHR and PSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

COHR vs. PSIX - Drawdown Comparison

The maximum COHR drawdown since its inception was -80.89%, smaller than the maximum PSIX drawdown of -98.55%. Use the drawdown chart below to compare losses from any high point for COHR and PSIX.


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Drawdown Indicators


COHRPSIXDifference

Max Drawdown

Largest peak-to-trough decline

-80.89%

-98.55%

+17.66%

Max Drawdown (1Y)

Largest decline over 1 year

-26.52%

-68.60%

+42.08%

Max Drawdown (3Y)

Largest decline over 3 years

-54.85%

-68.60%

+13.75%

Max Drawdown (5Y)

Largest decline over 5 years

-62.87%

-84.38%

+21.51%

Max Drawdown (10Y)

Largest decline over 10 years

-72.22%

-93.77%

+21.55%

Current Drawdown

Current decline from peak

-10.33%

-66.30%

+55.97%

Average Drawdown

Average peak-to-trough decline

-35.01%

-68.20%

+33.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.68%

37.40%

-27.72%

Volatility

COHR vs. PSIX - Volatility Comparison

Coherent, Inc. (COHR) has a higher volatility of 29.36% compared to Power Solutions International, Inc. (PSIX) at 19.94%. This indicates that COHR's price experiences larger fluctuations and is considered to be riskier than PSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COHRPSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.36%

19.94%

+9.42%

Volatility (6M)

Calculated over the trailing 6-month period

57.33%

89.42%

-32.09%

Volatility (1Y)

Calculated over the trailing 1-year period

74.29%

103.10%

-28.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.77%

113.40%

-51.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.67%

105.98%

-49.31%

Dividends

COHR vs. PSIX - Dividend Comparison

Neither COHR nor PSIX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

COHR vs. PSIX - Financials Comparison

This section allows you to compare key financial metrics between Coherent, Inc. and Power Solutions International, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00B1.00T1.50T2.00T20222023202420252026
1.81T
0
(COHR) Total Revenue
(PSIX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


COHR and PSIX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COHR has higher volatility (29.36%) compared to PSIX (19.94%). In terms of maximum drawdown, COHR dropped -80.89% vs PSIX's -98.55%.

COHR currently has the higher Sharpe Ratio (5.08 vs -0.26), 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.

Portfolio Optimizer

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