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CSPI vs. BULZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CSPI and BULZ is 0.20, 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.


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.

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Key characteristics

Daily Std Dev

CSPI:

72.29%

BULZ:

65.46%

Max Drawdown

CSPI:

-85.01%

BULZ:

-4.75%

Current Drawdown

CSPI:

-40.77%

BULZ:

0.00%

Returns By Period


CSPI

YTD

2.42%

1M

12.30%

6M

25.29%

1Y

21.82%

5Y*

26.18%

10Y*

19.99%

BULZ

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

CSPI vs. BULZ — Risk-Adjusted Performance Rank

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

CSPI
The Risk-Adjusted Performance Rank of CSPI is 6969
Overall Rank
The Sharpe Ratio Rank of CSPI is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of CSPI is 7171
Sortino Ratio Rank
The Omega Ratio Rank of CSPI is 6868
Omega Ratio Rank
The Calmar Ratio Rank of CSPI is 7272
Calmar Ratio Rank
The Martin Ratio Rank of CSPI is 6969
Martin Ratio Rank

BULZ
The Risk-Adjusted Performance Rank of BULZ is 2424
Overall Rank
The Sharpe Ratio Rank of BULZ is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of BULZ is 4040
Sortino Ratio Rank
The Omega Ratio Rank of BULZ is 3838
Omega Ratio Rank
The Calmar Ratio Rank of BULZ is 1212
Calmar Ratio Rank
The Martin Ratio Rank of BULZ is 1414
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.

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.



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Dividends

CSPI vs. BULZ - Dividend Comparison

CSPI's dividend yield for the trailing twelve months is around 0.73%, while BULZ has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CSPI
CSP Inc.
0.73%0.72%0.77%0.64%0.00%1.94%5.75%3.77%3.48%3.12%6.34%6.03%
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%, which is greater than BULZ's maximum drawdown of -4.75%. Use the drawdown chart below to compare losses from any high point for CSPI and BULZ. For additional features, visit the drawdowns tool.


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Volatility

CSPI vs. BULZ - Volatility Comparison


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