CSIQ vs. STHH
CSIQ (Canadian Solar Inc.) is a stock, while STHH (STMicroelectronics NV ADRhedged) is Technology Equities fund tracking the STMicroelectronics NV Local Shares Total Return. Over the past year, CSIQ returned 78.68% vs 209.77% for STHH. At a 0.30 correlation, their price movements are largely independent.
Performance
CSIQ vs. STHH - Performance Comparison
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Returns By Period
In the year-to-date period, CSIQ achieves a -17.84% return, which is significantly lower than STHH's 209.56% return.
CSIQ
- 1D
- -5.06%
- 1M
- 23.06%
- YTD
- -17.84%
- 6M
- -16.65%
- 1Y
- 78.68%
- 3Y*
- -20.96%
- 5Y*
- -12.84%
- 10Y*
- 1.10%
STHH
- 1D
- 0.46%
- 1M
- 45.30%
- YTD
- 209.56%
- 6M
- 210.55%
- 1Y
- 209.77%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CSIQ vs. STHH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CSIQ Canadian Solar Inc. | -17.84% | 202.42% |
STHH STMicroelectronics NV ADRhedged | 209.56% | 16.74% |
Correlation
The correlation between CSIQ and STHH is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2025 | 0.30 |
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Return for Risk
CSIQ vs. STHH — Risk / Return Rank
CSIQ
STHH
CSIQ vs. STHH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Solar Inc. (CSIQ) and STMicroelectronics NV ADRhedged (STHH). 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.
| CSIQ | STHH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.36 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.60 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 6.23 | -4.99 |
| Martin ratioReturn relative to average drawdown | 2.35 | 14.15 | -11.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSIQ | STHH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 4.20 | -3.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 4.44 | -4.42 |
Drawdowns
CSIQ vs. STHH - Drawdown Comparison
The maximum CSIQ drawdown since its inception was -96.02%, which is greater than STHH's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for CSIQ and STHH.
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Drawdown Indicators
| CSIQ | STHH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.02% | -33.89% | -62.13% |
Max Drawdown (1Y)Largest decline over 1 year | -63.94% | -33.89% | -30.05% |
Max Drawdown (3Y)Largest decline over 3 years | -83.64% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -85.65% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -89.46% | — | — |
Current DrawdownCurrent decline from peak | -69.56% | 0.00% | -69.56% |
Average DrawdownAverage peak-to-trough decline | -61.09% | -10.46% | -50.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.63% | 14.90% | +18.73% |
Volatility
CSIQ vs. STHH - Volatility Comparison
Canadian Solar Inc. (CSIQ) has a higher volatility of 28.98% compared to STMicroelectronics NV ADRhedged (STHH) at 20.33%. This indicates that CSIQ's price experiences larger fluctuations and is considered to be riskier than STHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIQ | STHH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.98% | 20.33% | +8.65% |
Volatility (6M)Calculated over the trailing 6-month period | 65.86% | 36.77% | +29.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 95.12% | 50.39% | +44.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.82% | 49.44% | +22.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.64% | 49.44% | +14.20% |
Dividends
CSIQ vs. STHH - Dividend Comparison
CSIQ has not paid dividends to shareholders, while STHH's dividend yield for the trailing twelve months is around 0.55%.
| Position | TTM | 2025 |
|---|---|---|
CSIQ Canadian Solar Inc. | 0.00% | 0.00% |
STHH STMicroelectronics NV ADRhedged | 0.55% | 0.69% |
Frequently Asked Questions
CSIQ and STHH have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSIQ has higher volatility (28.98%) compared to STHH (20.33%). In terms of maximum drawdown, CSIQ dropped -96.02% vs STHH's -33.89%.
STHH currently has the higher Sharpe Ratio (4.20 vs 0.83), 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.
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