PSIX vs. LUG.TO

Last updated Jun 9, 2026

PSIX (Power Solutions International, Inc.) and LUG.TO (Lundin Gold Inc.) are both stocks. PSIX operates in Specialty Industrial Machinery (Industrials), while LUG.TO operates in Gold (Basic Materials). Over the past 10 years, PSIX returned 9.24%/yr vs 31.76%/yr for LUG.TO. At a 0.05 correlation, their price movements are largely independent.

Performance

PSIX vs. LUG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Power Solutions International, Inc. (PSIX) and Lundin Gold Inc. (LUG.TO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

PSIX is traded in USD, while LUG.TO is traded in CAD. To make them comparable, the LUG.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PSIX achieves a -30.26% return, which is significantly lower than LUG.TO's -27.87% return. Over the past 10 years, PSIX has underperformed LUG.TO with an annualized return of 9.24%, while LUG.TO has yielded a comparatively higher 31.76% annualized return.

PSIX

• 1D: 5.96%
• 1M: -47.50%
• YTD: -30.26%
• 6M: -33.00%
• 1Y: -16.09%
• 3Y*: 158.76%
• 5Y*: 56.83%
• 10Y*: 9.24%

LUG.TO

• 1D: 0.15%
• 1M: -15.65%
• YTD: -27.87%
• 6M: -24.20%
• 1Y: 17.78%
• 3Y*: 76.39%
• 5Y*: 49.60%
• 10Y*: 31.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PSIX vs. LUG.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSIX Power Solutions International, Inc.	-30.26%	92.07%	1,351.22%	-31.67%	0.00%	-9.09%	-58.23%	-14.59%	23.33%	0.00%
LUG.TO Lundin Gold Inc.	-27.87%	309.94%	76.65%	32.70%	22.82%	-4.62%	34.40%	74.11%	1.61%	-7.62%

Correlation

The correlation between PSIX and LUG.TO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.07
Correlation (10Y) Calculated over the trailing 10-year period	0.06
Correlation (All Time) Calculated using the full available price history since Apr 17, 2012	0.05

The correlation between PSIX and LUG.TO shifts across timeframes, from 0.05 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap PSIX : $919.06M LUG.TO : CA$19.02B
EPS PSIX : $4.43 LUG.TO : CA$3.77
PE Ratio PSIX : 8.99 LUG.TO : 20.77
PEG Ratio PSIX : 0.09 LUG.TO : 0.28
PS Ratio PSIX : 1.57 LUG.TO : 9.50
PB Ratio PSIX : 4.95 LUG.TO : 13.96
Total Revenue (TTM) PSIX : $586.96M LUG.TO : CA$2.00B
Gross Profit (TTM) PSIX : $172.81M LUG.TO : CA$1.41B
EBITDA (TTM) PSIX : $102.78M LUG.TO : CA$1.43B

Return for Risk

PSIX vs. LUG.TO — Risk / Return Rank

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

PSIX

PSIX Risk / Return Rank: 38
PSIX Sharpe Ratio Rank: 36
PSIX Sortino Ratio Rank: 44
PSIX Omega Ratio Rank: 44
PSIX Calmar Ratio Rank: 35
PSIX Martin Ratio Rank: 34

LUG.TO

LUG.TO Risk / Return Rank: 54
LUG.TO Sharpe Ratio Rank: 55
LUG.TO Sortino Ratio Rank: 52
LUG.TO Omega Ratio Rank: 51
LUG.TO Calmar Ratio Rank: 55
LUG.TO Martin Ratio Rank: 58

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PSIX vs. LUG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Power Solutions International, Inc. (PSIX) and Lundin Gold Inc. (LUG.TO). 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.

	PSIX	LUG.TO	Difference
Sharpe ratio: Return per unit of total volatility	-0.16	0.32	-0.48
Sortino ratio: Return per unit of downside risk	0.52	0.79	-0.28
Omega ratio: Gain probability vs. loss probability	1.07	1.10	-0.03
Calmar ratio: Return relative to maximum drawdown	-0.24	0.49	-0.73
Martin ratio: Return relative to average drawdown	-0.45	1.31	-1.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSIX vs. LUG.TO - Sharpe Ratio Comparison

The current PSIX Sharpe Ratio is -0.16, which is lower than the LUG.TO Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of PSIX and LUG.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PSIX	LUG.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.16	0.32	-0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	1.07	-0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.09	0.73	-0.64
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	0.10	-0.04

Drawdowns

PSIX vs. LUG.TO - Drawdown Comparison

The maximum PSIX drawdown since its inception was -98.55%, roughly equal to the maximum LUG.TO drawdown of -95.13%. Use the drawdown chart below to compare losses from any high point for PSIX and LUG.TO.

Drawdown Indicators

	PSIX	LUG.TO	Difference
Max Drawdown Largest peak-to-trough decline	-98.55%	-95.13%	-3.42%
Max Drawdown (1Y) Largest decline over 1 year	-68.60%	-36.21%	-32.39%
Max Drawdown (3Y) Largest decline over 3 years	-68.60%	-36.21%	-32.39%
Max Drawdown (5Y) Largest decline over 5 years	-84.37%	-43.37%	-41.00%
Max Drawdown (10Y) Largest decline over 10 years	-93.77%	-46.50%	-47.27%
Current Drawdown Current decline from peak	-65.58%	-36.12%	-29.46%
Average Drawdown Average peak-to-trough decline	-68.23%	-71.96%	+3.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	36.00%	13.66%	+22.34%

Volatility

PSIX vs. LUG.TO - Volatility Comparison

Power Solutions International, Inc. (PSIX) has a higher volatility of 60.17% compared to Lundin Gold Inc. (LUG.TO) at 17.81%. This indicates that PSIX's price experiences larger fluctuations and is considered to be riskier than LUG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSIX	LUG.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	60.17%	17.81%	+42.36%
Volatility (6M) Calculated over the trailing 6-month period	89.62%	41.78%	+47.84%
Volatility (1Y) Calculated over the trailing 1-year period	103.20%	56.18%	+47.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	113.43%	46.83%	+66.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	105.98%	43.76%	+62.22%

Dividends

PSIX vs. LUG.TO - Dividend Comparison

PSIX has not paid dividends to shareholders, while LUG.TO's dividend yield for the trailing twelve months is around 5.30%.

Position	TTM	2025	2024	2023	2022
LUG.TO Lundin Gold Inc.	5.30%	3.35%	2.69%	3.26%	1.97%
PSIX Power Solutions International, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both PSIX and LUG.TO in my portfolio?

PSIX and LUG.TO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.