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

Performance

CPSS vs. KVHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consumer Portfolio Services, Inc. (CPSS) and KVH Industries, Inc. (KVHI). 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 -3.22% return, which is significantly lower than KVHI's 27.12% return. Over the past 10 years, CPSS has outperformed KVHI with an annualized return of 8.59%, while KVHI has yielded a comparatively lower 1.24% annualized return.


CPSS

1D
-2.48%
1M
-5.25%
6M
-0.28%
YTD
-3.22%
1Y
-7.19%
3Y*
-11.55%
5Y*
14.39%
10Y*
8.59%

KVHI

1D
-3.80%
1M
2.78%
6M
18.29%
YTD
27.12%
1Y
66.54%
3Y*
1.31%
5Y*
-6.40%
10Y*
1.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPSS vs. KVHI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPSS
Consumer Portfolio Services, Inc.
-3.22%-14.09%15.90%5.88%-25.32%179.48%25.82%11.96%-27.47%-18.95%
KVHI
KVH Industries, Inc.
27.12%22.28%8.37%-48.53%11.21%-19.03%1.98%8.16%-0.58%-12.29%

Correlation

The correlation between CPSS and KVHI is 0.04, 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

0.04

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

0.12

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

0.14

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

0.12

Correlation (All Time)
Calculated using the full available price history since Apr 2, 1996

0.06

The correlation between CPSS and KVHI shifts across timeframes, from 0.04 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CPSS:

$195.94M

KVHI:

$172.75M

EPS

CPSS:

$0.85

KVHI:

-$0.26

PS Ratio

CPSS:

0.66

KVHI:

1.46

Total Revenue (TTM)

CPSS:

$327.60M

KVHI:

$117.91M

Gross Profit (TTM)

CPSS:

$211.29M

KVHI:

$20.06M

EBITDA (TTM)

CPSS:

$80.96M

KVHI:

-$551.00K

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Return for Risk

CPSS vs. KVHI — Risk / Return Rank

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

CPSS
CPSS Risk / Return Rank: 3636
Overall Rank
CPSS Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CPSS Sortino Ratio Rank: 3535
Sortino Ratio Rank
CPSS Omega Ratio Rank: 3535
Omega Ratio Rank
CPSS Calmar Ratio Rank: 3535
Calmar Ratio Rank
CPSS Martin Ratio Rank: 3535
Martin Ratio Rank

KVHI
KVHI Risk / Return Rank: 7979
Overall Rank
KVHI Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
KVHI Sortino Ratio Rank: 7979
Sortino Ratio Rank
KVHI Omega Ratio Rank: 7777
Omega Ratio Rank
KVHI Calmar Ratio Rank: 7878
Calmar Ratio Rank
KVHI Martin Ratio Rank: 8282
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. KVHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Portfolio Services, Inc. (CPSS) and KVH Industries, Inc. (KVHI). 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.


CPSSKVHIDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.84

Omega ratioGain probability vs. loss probability

1.01

1.24

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.30

1.87

-2.17

Martin ratioReturn relative to average drawdown

-0.54

5.74

-6.28

CPSS vs. KVHI - Sharpe Ratio Comparison

The current CPSS Sharpe Ratio is -0.17, which is lower than the KVHI Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of CPSS and KVHI, 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. KVHI - Drawdown Comparison

The maximum CPSS drawdown since its inception was -99.08%, which is greater than KVHI's maximum drawdown of -91.15%. Use the drawdown chart below to compare losses from any high point for CPSS and KVHI.


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Drawdown Indicators


CPSSKVHIDifference

Max Drawdown

Largest peak-to-trough decline

-99.08%

-91.15%

-7.93%

Max Drawdown (1Y)

Largest decline over 1 year

-24.48%

-35.76%

+11.28%

Max Drawdown (3Y)

Largest decline over 3 years

-44.21%

-51.29%

+7.08%

Max Drawdown (5Y)

Largest decline over 5 years

-69.02%

-65.61%

-3.41%

Max Drawdown (10Y)

Largest decline over 10 years

-81.48%

-71.49%

-9.99%

Current Drawdown

Current decline from peak

-66.86%

-73.15%

+6.29%

Average Drawdown

Average peak-to-trough decline

-74.46%

-62.15%

-12.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.83%

11.63%

+2.20%

Volatility

CPSS vs. KVHI - Volatility Comparison

The current volatility for Consumer Portfolio Services, Inc. (CPSS) is 9.72%, while KVH Industries, Inc. (KVHI) has a volatility of 18.64%. This indicates that CPSS experiences smaller price fluctuations and is considered to be less risky than KVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPSSKVHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.72%

18.64%

-8.92%

Volatility (6M)

Calculated over the trailing 6-month period

28.55%

47.50%

-18.95%

Volatility (1Y)

Calculated over the trailing 1-year period

43.44%

56.95%

-13.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.40%

43.67%

+14.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.14%

43.91%

+19.23%

Dividends

CPSS vs. KVHI - Dividend Comparison

Neither CPSS nor KVHI has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CPSS vs. KVHI - Financials Comparison

This section allows you to compare key financial metrics between Consumer Portfolio Services, Inc. and KVH Industries, 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


0.0020.00M40.00M60.00M80.00M100.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober20260
32.32M
(CPSS) Total Revenue
(KVHI) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CPSS and KVHI have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KVHI has higher volatility (18.64%) compared to CPSS (9.72%). In terms of maximum drawdown, CPSS dropped -99.08% vs KVHI's -91.15%.

KVHI currently has the higher Sharpe Ratio (1.18 vs -0.17), 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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