PortfoliosLab logoPortfoliosLab logo
PSIX vs. PUMP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PSIX vs. PUMP - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, PSIX achieves a -31.71% return, which is significantly lower than PUMP's 56.15% return.


PSIX

1D
-1.06%
1M
0.70%
YTD
-31.71%
6M
-40.25%
1Y
-27.11%
3Y*
156.58%
5Y*
59.75%
10Y*
8.61%

PUMP

1D
-2.24%
1M
-14.90%
YTD
56.15%
6M
55.99%
1Y
130.59%
3Y*
23.57%
5Y*
7.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSIX vs. PUMP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSIX
Power Solutions International, Inc.
-31.71%92.07%1,351.22%-31.67%0.00%-9.09%-58.23%-14.59%23.33%23.97%
PUMP
ProPetro Holding Corp.
56.15%1.93%11.34%-19.19%28.02%9.61%-34.31%-8.69%-38.89%34.40%

Correlation

The correlation between PSIX and PUMP is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2017

0.05

Fundamentals

Market Cap

PSIX:

$899.92M

PUMP:

$1.74B

EPS

PSIX:

$4.43

PUMP:

-$0.22

PS Ratio

PSIX:

1.53

PUMP:

1.76

PB Ratio

PSIX:

4.84

PUMP:

1.76

Total Revenue (TTM)

PSIX:

$586.96M

PUMP:

$909.74M

Gross Profit (TTM)

PSIX:

$172.81M

PUMP:

$79.21M

EBITDA (TTM)

PSIX:

$102.78M

PUMP:

$158.47M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PSIX vs. PUMP — Risk / Return Rank

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

PSIX
PSIX Risk / Return Rank: 3232
Overall Rank
PSIX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PSIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
PSIX Omega Ratio Rank: 3838
Omega Ratio Rank
PSIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PSIX Martin Ratio Rank: 2727
Martin Ratio Rank

PUMP
PUMP Risk / Return Rank: 8686
Overall Rank
PUMP Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PUMP Sortino Ratio Rank: 8888
Sortino Ratio Rank
PUMP Omega Ratio Rank: 8585
Omega Ratio Rank
PUMP Calmar Ratio Rank: 8989
Calmar Ratio Rank
PUMP Martin Ratio Rank: 8686
Martin Ratio Rank
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. PUMP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Power Solutions International, Inc. (PSIX) and ProPetro Holding Corp. (PUMP). 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.


PSIXPUMPDifference
Sharpe ratioReturn per unit of total volatility

-1.92

Sortino ratioReturn per unit of downside risk

-2.54

Omega ratioGain probability vs. loss probability

1.04

1.34

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.40

4.01

-4.41

Martin ratioReturn relative to average drawdown

-0.73

8.86

-9.58

PSIX vs. PUMP - Sharpe Ratio Comparison

The current PSIX Sharpe Ratio is -0.26, which is lower than the PUMP Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of PSIX and PUMP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PSIX vs. PUMP - Drawdown Comparison

The maximum PSIX drawdown since its inception was -98.55%, roughly equal to the maximum PUMP drawdown of -93.88%. Use the drawdown chart below to compare losses from any high point for PSIX and PUMP.


Loading charts...

Drawdown Indicators


PSIXPUMPDifference

Max Drawdown

Largest peak-to-trough decline

-98.55%

-93.88%

-4.67%

Max Drawdown (1Y)

Largest decline over 1 year

-68.60%

-32.74%

-35.86%

Max Drawdown (3Y)

Largest decline over 3 years

-68.60%

-59.13%

-9.47%

Max Drawdown (5Y)

Largest decline over 5 years

-84.38%

-72.15%

-12.23%

Max Drawdown (10Y)

Largest decline over 10 years

-93.77%

Current Drawdown

Current decline from peak

-66.30%

-39.78%

-26.52%

Average Drawdown

Average peak-to-trough decline

-68.20%

-52.14%

-16.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.40%

14.80%

+22.60%

Volatility

PSIX vs. PUMP - Volatility Comparison

Power Solutions International, Inc. (PSIX) has a higher volatility of 19.94% compared to ProPetro Holding Corp. (PUMP) at 18.10%. This indicates that PSIX's price experiences larger fluctuations and is considered to be riskier than PUMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PSIXPUMPDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.94%

18.10%

+1.84%

Volatility (6M)

Calculated over the trailing 6-month period

89.42%

39.69%

+49.73%

Volatility (1Y)

Calculated over the trailing 1-year period

103.10%

79.15%

+23.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

113.40%

62.31%

+51.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

105.98%

70.95%

+35.03%

Dividends

PSIX vs. PUMP - Dividend Comparison

Neither PSIX nor PUMP has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

PSIX vs. PUMP - Financials Comparison

This section allows you to compare key financial metrics between Power Solutions International, Inc. and ProPetro Holding Corp.. 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


0.00100.00M200.00M300.00M400.00M2022202320242025202600
(PSIX) Total Revenue
(PUMP) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PSIX and PUMP have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSIX has higher volatility (19.94%) compared to PUMP (18.10%). In terms of maximum drawdown, PSIX dropped -98.55% vs PUMP's -93.88%.

PUMP currently has the higher Sharpe Ratio (1.66 vs -0.26), 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.

Portfolio Optimizer

Find the right allocation for PSIX and PUMP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer