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

Correlation

The correlation between PI and CSWI is 0.31, 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.


-0.50.00.51.00.3

Performance

PI vs. CSWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Impinj, Inc. (PI) and CSW Industrials, Inc. (CSWI). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
0.93%
33.69%
PI
CSWI

Key characteristics

Sharpe Ratio

PI:

1.37

CSWI:

2.45

Sortino Ratio

PI:

2.09

CSWI:

3.18

Omega Ratio

PI:

1.27

CSWI:

1.41

Calmar Ratio

PI:

1.79

CSWI:

4.52

Martin Ratio

PI:

6.24

CSWI:

19.43

Ulcer Index

PI:

12.50%

CSWI:

3.96%

Daily Std Dev

PI:

56.90%

CSWI:

31.41%

Max Drawdown

PI:

-81.35%

CSWI:

-32.32%

Current Drawdown

PI:

-37.20%

CSWI:

-17.04%

Fundamentals

Market Cap

PI:

$4.19B

CSWI:

$6.54B

EPS

PI:

$0.92

CSWI:

$7.36

PE Ratio

PI:

160.93

CSWI:

52.88

PEG Ratio

PI:

0.00

CSWI:

2.65

Total Revenue (TTM)

PI:

$345.17M

CSWI:

$839.93M

Gross Profit (TTM)

PI:

$176.01M

CSWI:

$378.94M

EBITDA (TTM)

PI:

$1.99M

CSWI:

$209.99M

Returns By Period

In the year-to-date period, PI achieves a 66.42% return, which is significantly lower than CSWI's 73.35% return.


PI

YTD

66.42%

1M

-19.42%

6M

0.56%

1Y

72.97%

5Y*

41.20%

10Y*

N/A

CSWI

YTD

73.35%

1M

-13.01%

6M

35.20%

1Y

76.82%

5Y*

36.81%

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

PI vs. CSWI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Impinj, Inc. (PI) and CSW Industrials, Inc. (CSWI). 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 PI, currently valued at 1.37, compared to the broader market-4.00-2.000.002.001.372.45
The chart of Sortino ratio for PI, currently valued at 2.09, compared to the broader market-4.00-2.000.002.004.002.093.18
The chart of Omega ratio for PI, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.41
The chart of Calmar ratio for PI, currently valued at 1.79, compared to the broader market0.002.004.006.001.794.52
The chart of Martin ratio for PI, currently valued at 6.24, compared to the broader market-5.000.005.0010.0015.0020.0025.006.2419.43
PI
CSWI

The current PI Sharpe Ratio is 1.37, which is lower than the CSWI Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of PI and CSWI, 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 Ratio1.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
1.37
2.45
PI
CSWI

Dividends

PI vs. CSWI - Dividend Comparison

PI has not paid dividends to shareholders, while CSWI's dividend yield for the trailing twelve months is around 0.24%.


TTM20232022202120202019
PI
Impinj, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
CSWI
CSW Industrials, Inc.
0.24%0.36%0.57%0.48%0.48%0.53%

Drawdowns

PI vs. CSWI - Drawdown Comparison

The maximum PI drawdown since its inception was -81.35%, which is greater than CSWI's maximum drawdown of -32.32%. Use the drawdown chart below to compare losses from any high point for PI and CSWI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-37.20%
-17.04%
PI
CSWI

Volatility

PI vs. CSWI - Volatility Comparison

Impinj, Inc. (PI) has a higher volatility of 14.09% compared to CSW Industrials, Inc. (CSWI) at 8.61%. This indicates that PI's price experiences larger fluctuations and is considered to be riskier than CSWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.09%
8.61%
PI
CSWI

Financials

PI vs. CSWI - Financials Comparison

This section allows you to compare key financial metrics between Impinj, Inc. and CSW Industrials, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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