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PSN vs. CAMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PSN vs. CAMT - Performance Comparison

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

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Returns By Period

In the year-to-date period, PSN achieves a -8.25% return, which is significantly lower than CAMT's 81.74% return.


PSN

1D
-1.01%
1M
12.63%
YTD
-8.25%
6M
-10.47%
1Y
-19.44%
3Y*
5.86%
5Y*
7.45%
10Y*

CAMT

1D
4.95%
1M
14.44%
YTD
81.74%
6M
72.64%
1Y
163.17%
3Y*
80.82%
5Y*
38.31%
10Y*
57.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSN vs. CAMT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PSN
Parsons Corporation
-8.25%-33.01%47.11%35.59%37.44%-7.58%-11.80%34.68%
CAMT
Camtek Ltd
81.74%31.66%18.33%215.94%-52.30%110.13%102.31%11.71%

Correlation

The correlation between PSN and CAMT is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.25

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

0.26

Correlation (All Time)
Calculated using the full available price history since May 8, 2019

0.27

Fundamentals

EPS

PSN:

$2.78

CAMT:

$0.98

PE Ratio

PSN:

20.37

CAMT:

197.59

PEG Ratio

PSN:

0.50

CAMT:

40.27

PS Ratio

PSN:

0.74

CAMT:

19.03

Total Revenue (TTM)

PSN:

$6.30B

CAMT:

$499.09M

Gross Profit (TTM)

PSN:

$1.08B

CAMT:

$250.68M

EBITDA (TTM)

PSN:

$507.45M

CAMT:

$122.77M

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Return for Risk

PSN vs. CAMT — Risk / Return Rank

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

PSN
PSN Risk / Return Rank: 2525
Overall Rank
PSN Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PSN Sortino Ratio Rank: 2424
Sortino Ratio Rank
PSN Omega Ratio Rank: 2323
Omega Ratio Rank
PSN Calmar Ratio Rank: 2929
Calmar Ratio Rank
PSN Martin Ratio Rank: 2727
Martin Ratio Rank

CAMT
CAMT Risk / Return Rank: 9191
Overall Rank
CAMT Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CAMT Sortino Ratio Rank: 8888
Sortino Ratio Rank
CAMT Omega Ratio Rank: 8787
Omega Ratio Rank
CAMT Calmar Ratio Rank: 9494
Calmar Ratio Rank
CAMT Martin Ratio Rank: 9494
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.

PSN vs. CAMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Parsons Corporation (PSN) and Camtek Ltd (CAMT). 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.


PSNCAMTDifference
Sharpe ratioReturn per unit of total volatility

-3.04

Sortino ratioReturn per unit of downside risk

-3.21

Omega ratioGain probability vs. loss probability

0.95

1.36

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.43

6.07

-6.50

Martin ratioReturn relative to average drawdown

-0.80

14.84

-15.64

PSN vs. CAMT - Sharpe Ratio Comparison

The current PSN Sharpe Ratio is -0.45, which is lower than the CAMT Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of PSN and CAMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PSN vs. CAMT - Drawdown Comparison

The maximum PSN drawdown since its inception was -56.99%, smaller than the maximum CAMT drawdown of -97.71%. Use the drawdown chart below to compare losses from any high point for PSN and CAMT.


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Drawdown Indicators


PSNCAMTDifference

Max Drawdown

Largest peak-to-trough decline

-56.99%

-97.71%

+40.72%

Max Drawdown (1Y)

Largest decline over 1 year

-45.41%

-27.07%

-18.34%

Max Drawdown (3Y)

Largest decline over 3 years

-56.99%

-63.16%

+6.17%

Max Drawdown (5Y)

Largest decline over 5 years

-56.99%

-63.16%

+6.17%

Max Drawdown (10Y)

Largest decline over 10 years

-63.16%

Current Drawdown

Current decline from peak

-49.96%

-6.84%

-43.12%

Average Drawdown

Average peak-to-trough decline

-16.74%

-55.71%

+38.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.34%

11.05%

+13.29%

Volatility

PSN vs. CAMT - Volatility Comparison

The current volatility for Parsons Corporation (PSN) is 9.96%, while Camtek Ltd (CAMT) has a volatility of 25.19%. This indicates that PSN experiences smaller price fluctuations and is considered to be less risky than CAMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSNCAMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.96%

25.19%

-15.23%

Volatility (6M)

Calculated over the trailing 6-month period

31.10%

50.30%

-19.20%

Volatility (1Y)

Calculated over the trailing 1-year period

43.12%

63.64%

-20.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.39%

55.76%

-22.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.96%

51.98%

-17.02%

Dividends

PSN vs. CAMT - Dividend Comparison

Neither PSN nor CAMT has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
CAMT
Camtek Ltd
0.00%0.00%1.65%0.00%0.00%0.00%0.00%1.57%2.07%2.45%
PSN
Parsons Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

PSN vs. CAMT - Financials Comparison

This section allows you to compare key financial metrics between Parsons Corporation and Camtek Ltd. 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


0.00500.00M1.00B1.50B2.00B20222023202420252026
1.49B
121.66M
(PSN) Total Revenue
(CAMT) Total Revenue
Values in USD except per share items

PSN vs. CAMT - Profitability Comparison

The chart below illustrates the profitability comparison between Parsons Corporation and Camtek Ltd over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%202220232024202520260
50.1%
Portfolio components
PSN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Parsons Corporation reported a gross profit of 0.00 and revenue of 1.49B. Therefore, the gross margin over that period was 0.0%.

CAMT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Camtek Ltd reported a gross profit of 60.93M and revenue of 121.66M. Therefore, the gross margin over that period was 50.1%.

PSN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Parsons Corporation reported an operating income of 95.67M and revenue of 1.49B, resulting in an operating margin of 6.4%.

CAMT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Camtek Ltd reported an operating income of 27.27M and revenue of 121.66M, resulting in an operating margin of 22.4%.

PSN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Parsons Corporation reported a net income of 52.93M and revenue of 1.49B, resulting in a net margin of 3.6%.

CAMT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Camtek Ltd reported a net income of 31.65M and revenue of 121.66M, resulting in a net margin of 26.0%.


Frequently Asked Questions


PSN and CAMT have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAMT has higher volatility (25.19%) compared to PSN (9.96%). In terms of maximum drawdown, PSN dropped -56.99% vs CAMT's -97.71%.

CAMT currently has the higher Sharpe Ratio (2.58 vs -0.45), 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 PSN and CAMT

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

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