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CSPI vs. PSN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CSPI and PSN is 0.16, 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. PSN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CSP Inc. (CSPI) and Parsons Corporation (PSN). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
171.57%
215.63%
CSPI
PSN

Key characteristics

Sharpe Ratio

CSPI:

0.78

PSN:

1.71

Sortino Ratio

CSPI:

1.65

PSN:

2.81

Omega Ratio

CSPI:

1.22

PSN:

1.41

Calmar Ratio

CSPI:

1.20

PSN:

3.15

Martin Ratio

CSPI:

1.69

PSN:

8.37

Ulcer Index

CSPI:

42.38%

PSN:

6.30%

Daily Std Dev

CSPI:

92.22%

PSN:

30.84%

Max Drawdown

CSPI:

-85.01%

PSN:

-43.79%

Current Drawdown

CSPI:

-41.41%

PSN:

-16.24%

Fundamentals

Market Cap

CSPI:

$175.64M

PSN:

$10.23B

EPS

CSPI:

$0.28

PSN:

$0.70

PE Ratio

CSPI:

64.25

PSN:

137.61

Total Revenue (TTM)

CSPI:

$42.19M

PSN:

$6.51B

Gross Profit (TTM)

CSPI:

$15.16M

PSN:

$1.40B

EBITDA (TTM)

CSPI:

$1.62M

PSN:

$308.99M

Returns By Period

In the year-to-date period, CSPI achieves a 68.23% return, which is significantly higher than PSN's 51.35% return.


CSPI

YTD

68.23%

1M

28.02%

6M

17.42%

1Y

69.26%

5Y*

20.55%

10Y*

19.82%

PSN

YTD

51.35%

1M

0.57%

6M

22.09%

1Y

52.20%

5Y*

18.41%

10Y*

N/A

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Risk-Adjusted Performance

CSPI vs. PSN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CSP Inc. (CSPI) and Parsons Corporation (PSN). 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 0.78, compared to the broader market-4.00-2.000.002.000.781.71
The chart of Sortino ratio for CSPI, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.001.652.81
The chart of Omega ratio for CSPI, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.41
The chart of Calmar ratio for CSPI, currently valued at 1.20, compared to the broader market0.002.004.006.001.203.15
The chart of Martin ratio for CSPI, currently valued at 1.69, compared to the broader market0.0010.0020.001.698.37
CSPI
PSN

The current CSPI Sharpe Ratio is 0.78, which is lower than the PSN Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of CSPI and PSN, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.78
1.71
CSPI
PSN

Dividends

CSPI vs. PSN - Dividend Comparison

CSPI's dividend yield for the trailing twelve months is around 0.64%, while PSN 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%
PSN
Parsons Corporation
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. PSN - Drawdown Comparison

The maximum CSPI drawdown since its inception was -85.01%, which is greater than PSN's maximum drawdown of -43.79%. Use the drawdown chart below to compare losses from any high point for CSPI and PSN. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-41.41%
-16.24%
CSPI
PSN

Volatility

CSPI vs. PSN - Volatility Comparison

CSP Inc. (CSPI) has a higher volatility of 38.58% compared to Parsons Corporation (PSN) at 7.97%. This indicates that CSPI's price experiences larger fluctuations and is considered to be riskier than PSN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
38.58%
7.97%
CSPI
PSN

Financials

CSPI vs. PSN - Financials Comparison

This section allows you to compare key financial metrics between CSP Inc. and Parsons 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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