NEPH vs. FSI
NEPH (Nephros, Inc.) and FSI (Flexible Solutions International Inc.) are both stocks. NEPH operates in Medical Instruments & Supplies (Healthcare), while FSI operates in Specialty Chemicals (Basic Materials). Over the past 10 years, NEPH returned 3.11%/yr vs 18.10%/yr for FSI. At a 0.06 correlation, their price movements are largely independent.
Performance
NEPH vs. FSI - Performance Comparison
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Returns By Period
In the year-to-date period, NEPH achieves a -32.38% return, which is significantly lower than FSI's -4.16% return. Over the past 10 years, NEPH has underperformed FSI with an annualized return of 3.11%, while FSI has yielded a comparatively higher 18.10% annualized return.
NEPH
- 1D
- 1.23%
- 1M
- -4.90%
- YTD
- -32.38%
- 6M
- -29.18%
- 1Y
- -23.08%
- 3Y*
- 26.51%
- 5Y*
- -18.18%
- 10Y*
- 3.11%
FSI
- 1D
- -0.69%
- 1M
- -2.20%
- YTD
- -4.16%
- 6M
- -9.86%
- 1Y
- 47.48%
- 3Y*
- 35.63%
- 5Y*
- 12.61%
- 10Y*
- 18.10%
NEPH vs. FSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEPH Nephros, Inc. | -32.38% | 231.97% | -57.51% | 199.00% | -80.39% | -31.24% | -13.77% | 93.96% | 26.67% | 22.92% |
FSI Flexible Solutions International Inc. | -4.16% | 90.62% | 98.05% | -37.34% | -20.31% | 56.22% | -3.11% | 108.69% | -25.82% | 36.87% |
Correlation
The correlation between NEPH and FSI is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.06 |
Fundamentals
NEPH:
$0.07
FSI:
$0.14
NEPH:
46.58
FSI:
44.79
NEPH:
0.03
FSI:
2.64
NEPH:
1.89
FSI:
2.24
NEPH:
$19.12M
FSI:
$38.56M
NEPH:
$11.32M
FSI:
$12.53M
NEPH:
$814.00K
FSI:
$6.56M
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Return for Risk
NEPH vs. FSI — Risk / Return Rank
NEPH
FSI
NEPH vs. FSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nephros, Inc. (NEPH) and Flexible Solutions International Inc. (FSI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NEPH | FSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.19 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 0.89 | -1.34 |
| Martin ratioReturn relative to average drawdown | -0.82 | 1.32 | -2.14 |
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Drawdowns
NEPH vs. FSI - Drawdown Comparison
The maximum NEPH drawdown since its inception was -91.98%, roughly equal to the maximum FSI drawdown of -88.76%. Use the drawdown chart below to compare losses from any high point for NEPH and FSI.
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Drawdown Indicators
| NEPH | FSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.98% | -88.76% | -3.22% |
Max Drawdown (1Y)Largest decline over 1 year | -51.94% | -53.51% | +1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -65.06% | -53.72% | -11.34% |
Max Drawdown (5Y)Largest decline over 5 years | -91.48% | -68.62% | -22.86% |
Max Drawdown (10Y)Largest decline over 10 years | -91.98% | -75.74% | -16.24% |
Current DrawdownCurrent decline from peak | -70.93% | -42.71% | -28.22% |
Average DrawdownAverage peak-to-trough decline | -48.51% | -49.44% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.09% | 36.14% | -8.05% |
Volatility
NEPH vs. FSI - Volatility Comparison
Nephros, Inc. (NEPH) has a higher volatility of 14.60% compared to Flexible Solutions International Inc. (FSI) at 7.30%. This indicates that NEPH's price experiences larger fluctuations and is considered to be riskier than FSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEPH | FSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.60% | 7.30% | +7.30% |
Volatility (6M)Calculated over the trailing 6-month period | 57.57% | 32.67% | +24.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 92.59% | 65.56% | +27.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.26% | 65.80% | +11.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 86.94% | 65.17% | +21.77% |
Dividends
NEPH vs. FSI - Dividend Comparison
Neither NEPH nor FSI has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FSI Flexible Solutions International Inc. | 0.00% | 1.49% | 2.77% | 2.62% | 0.00% | 0.00% | 0.00% | 7.78% |
NEPH Nephros, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
NEPH vs. FSI - Financials Comparison
This section allows you to compare key financial metrics between Nephros, Inc. and Flexible Solutions International Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
NEPH and FSI have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEPH has higher volatility (14.60%) compared to FSI (7.30%). In terms of maximum drawdown, NEPH dropped -91.98% vs FSI's -88.76%.
FSI currently has the higher Sharpe Ratio (0.73 vs -0.25), 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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