PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CSPI vs. BULZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CSPI and BULZ is 0.18, 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.


-0.50.00.51.00.2

Performance

CSPI vs. BULZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CSP Inc. (CSPI) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
16.03%
5.27%
CSPI
BULZ

Key characteristics

Sharpe Ratio

CSPI:

0.77

BULZ:

0.80

Sortino Ratio

CSPI:

1.64

BULZ:

1.40

Omega Ratio

CSPI:

1.22

BULZ:

1.18

Calmar Ratio

CSPI:

1.20

BULZ:

0.79

Martin Ratio

CSPI:

1.68

BULZ:

2.85

Ulcer Index

CSPI:

42.45%

BULZ:

20.39%

Daily Std Dev

CSPI:

92.22%

BULZ:

72.26%

Max Drawdown

CSPI:

-85.01%

BULZ:

-94.44%

Current Drawdown

CSPI:

-40.73%

BULZ:

-51.93%

Returns By Period

In the year-to-date period, CSPI achieves a 70.19% return, which is significantly higher than BULZ's 58.11% return.


CSPI

YTD

70.19%

1M

26.63%

6M

16.03%

1Y

65.44%

5Y*

20.81%

10Y*

19.32%

BULZ

YTD

58.11%

1M

1.79%

6M

5.27%

1Y

66.98%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CSPI vs. BULZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CSP Inc. (CSPI) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ). 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 CSPI, currently valued at 0.77, compared to the broader market-4.00-2.000.002.000.770.80
The chart of Sortino ratio for CSPI, currently valued at 1.64, compared to the broader market-4.00-2.000.002.004.001.641.40
The chart of Omega ratio for CSPI, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.18
The chart of Calmar ratio for CSPI, currently valued at 1.20, compared to the broader market0.002.004.006.001.200.79
The chart of Martin ratio for CSPI, currently valued at 1.68, compared to the broader market0.0010.0020.001.682.85
CSPI
BULZ

The current CSPI Sharpe Ratio is 0.77, which is comparable to the BULZ Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of CSPI and BULZ, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.77
0.80
CSPI
BULZ

Dividends

CSPI vs. BULZ - Dividend Comparison

CSPI's dividend yield for the trailing twelve months is around 0.64%, while BULZ has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CSPI
CSP Inc.
0.64%0.77%0.64%0.00%1.94%5.75%3.77%3.48%3.12%6.34%6.03%3.71%
BULZ
MicroSectors Solactive FANG & Innovation 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CSPI vs. BULZ - Drawdown Comparison

The maximum CSPI drawdown since its inception was -85.01%, smaller than the maximum BULZ drawdown of -94.44%. Use the drawdown chart below to compare losses from any high point for CSPI and BULZ. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-40.73%
-51.93%
CSPI
BULZ

Volatility

CSPI vs. BULZ - Volatility Comparison

CSP Inc. (CSPI) has a higher volatility of 38.56% compared to MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) at 21.82%. This indicates that CSPI's price experiences larger fluctuations and is considered to be riskier than BULZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
38.56%
21.82%
CSPI
BULZ
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab