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

Performance

CPSS vs. CVGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consumer Portfolio Services, Inc. (CPSS) and Commercial Vehicle Group, Inc. (CVGI). 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 CVGI's 229.86% return. Over the past 10 years, CPSS has outperformed CVGI with an annualized return of 10.60%, while CVGI has yielded a comparatively lower -1.31% 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%

CVGI

1D
-1.86%
1M
-4.43%
YTD
229.86%
6M
216.67%
1Y
274.02%
3Y*
-21.37%
5Y*
-15.64%
10Y*
-1.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPSS vs. CVGI - 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%
CVGI
Commercial Vehicle Group, Inc.
229.86%-41.94%-64.62%2.94%-15.51%-6.82%36.22%11.40%-46.68%93.31%

Correlation

The correlation between CPSS and CVGI is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.25

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

0.28

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

0.21

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2004

0.17

The correlation between CPSS and CVGI shifts across timeframes, from 0.16 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CPSS:

$224.28M

CVGI:

$168.68M

EPS

CPSS:

$0.84

CVGI:

-$0.51

PS Ratio

CPSS:

0.69

CVGI:

0.25

Total Revenue (TTM)

CPSS:

$327.60M

CVGI:

$650.70M

Gross Profit (TTM)

CPSS:

$211.29M

CVGI:

$74.77M

EBITDA (TTM)

CPSS:

$80.96M

CVGI:

$37.05M

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Return for Risk

CPSS vs. CVGI — 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

CVGI
CVGI Risk / Return Rank: 9494
Overall Rank
CVGI Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CVGI Sortino Ratio Rank: 9494
Sortino Ratio Rank
CVGI Omega Ratio Rank: 9191
Omega Ratio Rank
CVGI Calmar Ratio Rank: 9696
Calmar Ratio Rank
CVGI Martin Ratio Rank: 9494
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. CVGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Portfolio Services, Inc. (CPSS) and Commercial Vehicle Group, Inc. (CVGI). 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.


CPSSCVGIDifference
Sharpe ratioReturn per unit of total volatility

-3.21

Sortino ratioReturn per unit of downside risk

-3.45

Omega ratioGain probability vs. loss probability

1.03

1.43

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.04

7.76

-7.80

Martin ratioReturn relative to average drawdown

-0.07

16.32

-16.39

CPSS vs. CVGI - Sharpe Ratio Comparison

The current CPSS Sharpe Ratio is -0.03, which is lower than the CVGI Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of CPSS and CVGI, 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. CVGI - Drawdown Comparison

The maximum CPSS drawdown since its inception was -99.08%, roughly equal to the maximum CVGI drawdown of -98.04%. Use the drawdown chart below to compare losses from any high point for CPSS and CVGI.


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Drawdown Indicators


CPSSCVGIDifference

Max Drawdown

Largest peak-to-trough decline

-99.08%

-98.04%

-1.04%

Max Drawdown (1Y)

Largest decline over 1 year

-27.92%

-35.58%

+7.66%

Max Drawdown (3Y)

Largest decline over 3 years

-45.91%

-92.71%

+46.80%

Max Drawdown (5Y)

Largest decline over 5 years

-69.02%

-92.71%

+23.69%

Max Drawdown (10Y)

Largest decline over 10 years

-81.48%

-93.80%

+12.32%

Current Drawdown

Current decline from peak

-65.03%

-80.21%

+15.18%

Average Drawdown

Average peak-to-trough decline

-74.47%

-62.62%

-11.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.26%

16.87%

-0.61%

Volatility

CPSS vs. CVGI - Volatility Comparison

The current volatility for Consumer Portfolio Services, Inc. (CPSS) is 9.96%, while Commercial Vehicle Group, Inc. (CVGI) has a volatility of 24.55%. This indicates that CPSS experiences smaller price fluctuations and is considered to be less risky than CVGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPSSCVGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.96%

24.55%

-14.59%

Volatility (6M)

Calculated over the trailing 6-month period

27.63%

70.26%

-42.63%

Volatility (1Y)

Calculated over the trailing 1-year period

43.00%

86.99%

-43.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.39%

64.16%

-5.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.18%

68.89%

-5.71%

Dividends

CPSS vs. CVGI - Dividend Comparison

Neither CPSS nor CVGI has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CPSS vs. CVGI - Financials Comparison

This section allows you to compare key financial metrics between Consumer Portfolio Services, Inc. and Commercial Vehicle Group, 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


0.0050.00M100.00M150.00M200.00M250.00M202220232024202520260
171.50M
(CPSS) Total Revenue
(CVGI) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CPSS and CVGI have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CVGI has higher volatility (24.55%) compared to CPSS (9.96%). In terms of maximum drawdown, CPSS dropped -99.08% vs CVGI's -98.04%.

CVGI currently has the higher Sharpe Ratio (3.18 vs -0.03), 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 CVGI

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