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CPSS vs. CPHC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CPSS vs. CPHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consumer Portfolio Services, Inc. (CPSS) and Canterbury Park Holding Corporation (CPHC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CPSS achieves a 2.14% return, which is significantly lower than CPHC's 3.92% return. Over the past 10 years, CPSS has outperformed CPHC with an annualized return of 10.60%, while CPHC has yielded a comparatively lower 5.61% annualized return.


CPSS

1D
-2.16%
1M
-0.42%
YTD
2.14%
6M
2.36%
1Y
-1.14%
3Y*
-6.40%
5Y*
16.56%
10Y*
10.60%

CPHC

1D
1.79%
1M
1.14%
YTD
3.92%
6M
6.05%
1Y
-14.25%
3Y*
-10.26%
5Y*
2.49%
10Y*
5.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPSS vs. CPHC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPSS
Consumer Portfolio Services, Inc.
2.14%-14.09%15.90%5.88%-25.32%179.48%25.82%11.96%-27.47%-18.95%
CPHC
Canterbury Park Holding Corporation
3.92%-23.63%1.68%-33.81%83.78%44.36%-3.47%-8.88%-12.79%64.77%

Correlation

The correlation between CPSS and CPHC is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.04

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

0.04

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

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2008

0.04

Fundamentals

Market Cap

CPSS:

$224.28M

CPHC:

$82.10M

EPS

CPSS:

$0.84

CPHC:

$0.06

PE Ratio

CPSS:

11.28

CPHC:

270.91

PS Ratio

CPSS:

0.69

CPHC:

1.36

Total Revenue (TTM)

CPSS:

$327.60M

CPHC:

$59.94M

Gross Profit (TTM)

CPSS:

$211.29M

CPHC:

$33.85M

EBITDA (TTM)

CPSS:

$80.96M

CPHC:

$5.93M

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Return for Risk

CPSS vs. CPHC — Risk / Return Rank

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

CPSS
CPSS Risk / Return Rank: 4040
Overall Rank
CPSS Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
CPSS Sortino Ratio Rank: 3838
Sortino Ratio Rank
CPSS Omega Ratio Rank: 3737
Omega Ratio Rank
CPSS Calmar Ratio Rank: 4141
Calmar Ratio Rank
CPSS Martin Ratio Rank: 4141
Martin Ratio Rank

CPHC
CPHC Risk / Return Rank: 2020
Overall Rank
CPHC Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
CPHC Sortino Ratio Rank: 1717
Sortino Ratio Rank
CPHC Omega Ratio Rank: 1616
Omega Ratio Rank
CPHC Calmar Ratio Rank: 2222
Calmar Ratio Rank
CPHC Martin Ratio Rank: 2626
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.

CPSS vs. CPHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Portfolio Services, Inc. (CPSS) and Canterbury Park Holding Corporation (CPHC). 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.


CPSSCPHCDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.03

0.91

+0.12

Calmar ratioReturn relative to maximum drawdown

-0.04

-0.56

+0.52

Martin ratioReturn relative to average drawdown

-0.07

-0.82

+0.75

CPSS vs. CPHC - Sharpe Ratio Comparison

The current CPSS Sharpe Ratio is -0.03, which is higher than the CPHC Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of CPSS and CPHC, 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

CPSS vs. CPHC - Drawdown Comparison

The maximum CPSS drawdown since its inception was -99.08%, which is greater than CPHC's maximum drawdown of -55.88%. Use the drawdown chart below to compare losses from any high point for CPSS and CPHC.


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Drawdown Indicators


CPSSCPHCDifference

Max Drawdown

Largest peak-to-trough decline

-99.08%

-55.88%

-43.20%

Max Drawdown (1Y)

Largest decline over 1 year

-27.92%

-25.54%

-2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-45.91%

-48.75%

+2.84%

Max Drawdown (5Y)

Largest decline over 5 years

-69.02%

-55.88%

-13.14%

Max Drawdown (10Y)

Largest decline over 10 years

-81.48%

-55.88%

-25.60%

Current Drawdown

Current decline from peak

-65.03%

-48.86%

-16.17%

Average Drawdown

Average peak-to-trough decline

-74.47%

-25.13%

-49.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.26%

17.49%

-1.23%

Volatility

CPSS vs. CPHC - Volatility Comparison

Consumer Portfolio Services, Inc. (CPSS) has a higher volatility of 9.96% compared to Canterbury Park Holding Corporation (CPHC) at 3.70%. This indicates that CPSS's price experiences larger fluctuations and is considered to be riskier than CPHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPSSCPHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.96%

3.70%

+6.26%

Volatility (6M)

Calculated over the trailing 6-month period

27.63%

14.49%

+13.14%

Volatility (1Y)

Calculated over the trailing 1-year period

43.00%

24.43%

+18.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.39%

46.11%

+12.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.18%

42.59%

+20.59%

Dividends

CPSS vs. CPHC - Dividend Comparison

CPSS has not paid dividends to shareholders, while CPHC's dividend yield for the trailing twelve months is around 1.76%.


PositionTTM20252024202320222021202020192018201720162015
CPHC
Canterbury Park Holding Corporation
1.76%1.82%1.37%1.37%1.12%0.00%0.00%2.26%2.01%1.42%3.48%2.44%
CPSS
Consumer Portfolio Services, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

CPSS vs. CPHC - Financials Comparison

This section allows you to compare key financial metrics between Consumer Portfolio Services, Inc. and Canterbury Park Holding Corporation. 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


0.0020.00M40.00M60.00M80.00M100.00M202220232024202520260
13.51M
(CPSS) Total Revenue
(CPHC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CPSS and CPHC have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CPSS has higher volatility (9.96%) compared to CPHC (3.70%). In terms of maximum drawdown, CPSS dropped -99.08% vs CPHC's -55.88%.

CPSS currently has the higher Sharpe Ratio (-0.03 vs -0.59), 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

Find the right allocation for CPSS and CPHC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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