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

Correlation

The correlation between CSIQ and SPWR is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

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.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-31.31%
-95.42%
CSIQ
SPWR

Key characteristics

Fundamentals

Market Cap

CSIQ:

$762.33M

SPWR:

$21.55M

EPS

CSIQ:

-$0.14

SPWR:

-$1.30

PEG Ratio

CSIQ:

0.16

SPWR:

0.02

Returns By Period


CSIQ

YTD

3.60%

1M

-9.22%

6M

-31.31%

1Y

-48.43%

5Y*

-12.98%

10Y*

-5.97%

SPWR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

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 1414
Overall Rank
The Sharpe Ratio Rank of CSIQ is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of CSIQ is 1616
Sortino Ratio Rank
The Omega Ratio Rank of CSIQ is 1818
Omega Ratio Rank
The Calmar Ratio Rank of CSIQ is 1313
Calmar Ratio Rank
The Martin Ratio Rank of CSIQ is 1010
Martin Ratio Rank

SPWR
The Risk-Adjusted Performance Rank of SPWR is 44
Overall Rank
The Sharpe Ratio Rank of SPWR is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of SPWR is 22
Sortino Ratio Rank
The Omega Ratio Rank of SPWR is 22
Omega Ratio Rank
The Calmar Ratio Rank of SPWR is 11
Calmar Ratio Rank
The Martin Ratio Rank of SPWR is 22
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.


Sharpe ratio
The chart of Sharpe ratio for CSIQ, currently valued at -0.67, compared to the broader market-2.000.002.00-0.67-0.65
The chart of Sortino ratio for CSIQ, currently valued at -0.80, compared to the broader market-4.00-2.000.002.004.00-0.80-1.78
The chart of Omega ratio for CSIQ, currently valued at 0.91, compared to the broader market0.501.001.502.000.910.69
The chart of Calmar ratio for CSIQ, currently valued at -0.60, compared to the broader market0.002.004.006.00-0.60-0.97
The chart of Martin ratio for CSIQ, currently valued at -1.39, compared to the broader market0.0010.0020.00-1.39-1.36
CSIQ
SPWR


Rolling 12-month Sharpe Ratio-1.00-0.80-0.60-0.40-0.20AugustSeptemberOctoberNovemberDecember2025
-0.67
-0.65
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


-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%AugustSeptemberOctoberNovemberDecember2025
-82.04%
-99.87%
CSIQ
SPWR

Volatility

CSIQ vs. SPWR - Volatility Comparison

Canadian Solar Inc. (CSIQ) has a higher volatility of 19.18% compared to SunPower Corporation (SPWR) at 0.00%. 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.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%AugustSeptemberOctoberNovemberDecember2025
19.18%
0
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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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