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CSIQ vs. SPWR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CSIQ and SPWR is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

CSIQ vs. SPWR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian Solar Inc. (CSIQ) and SunPower Corporation (SPWR). The values are adjusted to include any dividend payments, if applicable.

-80.00%-75.00%-70.00%-65.00%-60.00%December2025FebruaryMarchAprilMay
-74.75%
-64.40%
CSIQ
SPWR

Key characteristics

Sharpe Ratio

CSIQ:

-0.51

SPWR:

1.23

Sortino Ratio

CSIQ:

-0.36

SPWR:

2.68

Omega Ratio

CSIQ:

0.96

SPWR:

1.30

Calmar Ratio

CSIQ:

-0.48

SPWR:

1.84

Martin Ratio

CSIQ:

-1.15

SPWR:

4.84

Ulcer Index

CSIQ:

37.06%

SPWR:

34.27%

Daily Std Dev

CSIQ:

84.24%

SPWR:

134.05%

Max Drawdown

CSIQ:

-96.02%

SPWR:

-95.32%

Current Drawdown

CSIQ:

-85.27%

SPWR:

-64.40%

Fundamentals

Market Cap

CSIQ:

$596.90M

SPWR:

$139.42M

EPS

CSIQ:

$0.54

SPWR:

-$1.20

PS Ratio

CSIQ:

0.11

SPWR:

3.42

PB Ratio

CSIQ:

0.26

SPWR:

0.00

Total Revenue (TTM)

CSIQ:

$4.66B

SPWR:

$10.03M

Gross Profit (TTM)

CSIQ:

$746.57M

SPWR:

-$4.05M

EBITDA (TTM)

CSIQ:

$97.40M

SPWR:

-$86.54M

Returns By Period

In the year-to-date period, CSIQ achieves a -15.02% return, which is significantly lower than SPWR's 8.38% return.


CSIQ

YTD

-15.02%

1M

8.25%

6M

-33.64%

1Y

-42.20%

5Y*

-11.26%

10Y*

-12.65%

SPWR

YTD

8.38%

1M

28.48%

6M

-7.62%

1Y

214.94%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CSIQ vs. SPWR — Risk-Adjusted Performance Rank

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

CSIQ
The Risk-Adjusted Performance Rank of CSIQ is 2525
Overall Rank
The Sharpe Ratio Rank of CSIQ is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of CSIQ is 2828
Sortino Ratio Rank
The Omega Ratio Rank of CSIQ is 2929
Omega Ratio Rank
The Calmar Ratio Rank of CSIQ is 2222
Calmar Ratio Rank
The Martin Ratio Rank of CSIQ is 2222
Martin Ratio Rank

SPWR
The Risk-Adjusted Performance Rank of SPWR is 8989
Overall Rank
The Sharpe Ratio Rank of SPWR is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of SPWR is 9393
Sortino Ratio Rank
The Omega Ratio Rank of SPWR is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SPWR is 9292
Calmar Ratio Rank
The Martin Ratio Rank of SPWR is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CSIQ vs. SPWR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Solar Inc. (CSIQ) and SunPower Corporation (SPWR). 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.


The chart of Sharpe ratio for CSIQ, currently valued at -0.51, compared to the broader market-2.00-1.000.001.002.003.00
CSIQ: -0.51
SPWR: 1.23
The chart of Sortino ratio for CSIQ, currently valued at -0.36, compared to the broader market-6.00-4.00-2.000.002.004.00
CSIQ: -0.36
SPWR: 2.68
The chart of Omega ratio for CSIQ, currently valued at 0.96, compared to the broader market0.501.001.502.00
CSIQ: 0.96
SPWR: 1.30
The chart of Calmar ratio for CSIQ, currently valued at -0.52, compared to the broader market0.001.002.003.004.005.00
CSIQ: -0.52
SPWR: 1.84
The chart of Martin ratio for CSIQ, currently valued at -1.15, compared to the broader market-10.000.0010.0020.00
CSIQ: -1.15
SPWR: 4.84

The current CSIQ Sharpe Ratio is -0.51, which is lower than the SPWR Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of CSIQ and SPWR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00December2025FebruaryMarchAprilMay
-0.51
1.23
CSIQ
SPWR

Dividends

CSIQ vs. SPWR - Dividend Comparison

Neither CSIQ nor SPWR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CSIQ vs. SPWR - Drawdown Comparison

The maximum CSIQ drawdown since its inception was -96.02%, roughly equal to the maximum SPWR drawdown of -95.32%. Use the drawdown chart below to compare losses from any high point for CSIQ and SPWR. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%December2025FebruaryMarchAprilMay
-74.94%
-64.40%
CSIQ
SPWR

Volatility

CSIQ vs. SPWR - Volatility Comparison

Canadian Solar Inc. (CSIQ) has a higher volatility of 43.93% compared to SunPower Corporation (SPWR) at 37.28%. This indicates that CSIQ's price experiences larger fluctuations and is considered to be riskier than SPWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%December2025FebruaryMarchAprilMay
43.93%
37.28%
CSIQ
SPWR

Financials

CSIQ vs. SPWR - Financials Comparison

This section allows you to compare key financial metrics between Canadian Solar Inc. and SunPower 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


0.00500.00M1.00B1.50B2.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
1.52B
5.54M
(CSIQ) Total Revenue
(SPWR) Total Revenue
Values in USD except per share items