PortfoliosLab logoPortfoliosLab logo
TSSI vs. SHOP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TSSI vs. SHOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TSS, Inc (TSSI) and Shopify Inc. (SHOP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TSSI achieves a 104.95% return, which is significantly higher than SHOP's -27.91% return. Over the past 10 years, TSSI has outperformed SHOP with an annualized return of 56.44%, while SHOP has yielded a comparatively lower 44.13% annualized return.


TSSI

1D
4.02%
1M
-8.87%
YTD
104.95%
6M
53.17%
1Y
-15.61%
3Y*
228.43%
5Y*
99.66%
10Y*
56.44%

SHOP

1D
2.74%
1M
7.81%
YTD
-27.91%
6M
-28.51%
1Y
12.03%
3Y*
24.65%
5Y*
-0.76%
10Y*
44.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSSI vs. SHOP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSSI
TSS, Inc
104.95%-40.39%4,292.59%-51.60%23.96%-36.62%-56.44%94.05%61.54%1,190.32%
SHOP
Shopify Inc.
-27.91%51.39%36.50%124.43%-74.80%21.68%184.71%187.17%37.08%135.60%

Correlation

The correlation between TSSI and SHOP is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.24

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

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since May 22, 2015

0.10

The correlation between TSSI and SHOP shifts across timeframes, from 0.10 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

TSSI:

$0.78

SHOP:

$1.02

PE Ratio

TSSI:

18.61

SHOP:

113.91

PEG Ratio

TSSI:

0.01

SHOP:

0.22

PS Ratio

TSSI:

1.33

SHOP:

16.50

Total Revenue (TTM)

TSSI:

$202.11M

SHOP:

$9.20B

Gross Profit (TTM)

TSSI:

$30.89M

SHOP:

$5.93B

EBITDA (TTM)

TSSI:

$10.72M

SHOP:

$1.60B

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

TSSI vs. SHOP — Risk / Return Rank

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

TSSI
TSSI Risk / Return Rank: 3939
Overall Rank
TSSI Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
TSSI Sortino Ratio Rank: 4545
Sortino Ratio Rank
TSSI Omega Ratio Rank: 4545
Omega Ratio Rank
TSSI Calmar Ratio Rank: 3535
Calmar Ratio Rank
TSSI Martin Ratio Rank: 3636
Martin Ratio Rank

SHOP
SHOP Risk / Return Rank: 4848
Overall Rank
SHOP Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SHOP Sortino Ratio Rank: 4848
Sortino Ratio Rank
SHOP Omega Ratio Rank: 4747
Omega Ratio Rank
SHOP Calmar Ratio Rank: 4848
Calmar Ratio Rank
SHOP Martin Ratio Rank: 4949
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.

TSSI vs. SHOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TSS, Inc (TSSI) and Shopify Inc. (SHOP). 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.


TSSISHOPDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.08

1.09

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.20

0.26

-0.46

Martin ratioReturn relative to average drawdown

-0.29

0.56

-0.85

TSSI vs. SHOP - Sharpe Ratio Comparison

The current TSSI Sharpe Ratio is -0.14, which is lower than the SHOP Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of TSSI and SHOP, 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...

Sharpe Ratios by Period


TSSISHOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

0.21

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

-0.01

+0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.75

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.70

-0.62

Drawdowns

TSSI vs. SHOP - Drawdown Comparison

The maximum TSSI drawdown since its inception was -98.68%, which is greater than SHOP's maximum drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for TSSI and SHOP.


Loading charts...

Drawdown Indicators


TSSISHOPDifference

Max Drawdown

Largest peak-to-trough decline

-98.68%

-84.82%

-13.86%

Max Drawdown (1Y)

Largest decline over 1 year

-77.75%

-46.71%

-31.04%

Max Drawdown (3Y)

Largest decline over 3 years

-77.75%

-46.71%

-31.04%

Max Drawdown (5Y)

Largest decline over 5 years

-77.75%

-84.82%

+7.07%

Max Drawdown (10Y)

Largest decline over 10 years

-84.66%

-84.82%

+0.16%

Current Drawdown

Current decline from peak

-53.41%

-35.18%

-18.23%

Average Drawdown

Average peak-to-trough decline

-66.74%

-28.21%

-38.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.78%

21.47%

+33.31%

Volatility

TSSI vs. SHOP - Volatility Comparison

TSS, Inc (TSSI) has a higher volatility of 40.87% compared to Shopify Inc. (SHOP) at 17.89%. This indicates that TSSI's price experiences larger fluctuations and is considered to be riskier than SHOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TSSISHOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

40.87%

17.89%

+22.98%

Volatility (6M)

Calculated over the trailing 6-month period

73.59%

43.39%

+30.20%

Volatility (1Y)

Calculated over the trailing 1-year period

113.25%

57.22%

+56.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

111.16%

65.52%

+45.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

223.19%

59.05%

+164.14%

Dividends

TSSI vs. SHOP - Dividend Comparison

Neither TSSI nor SHOP has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

TSSI vs. SHOP - Financials Comparison

This section allows you to compare key financial metrics between TSS, Inc and Shopify 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


0.001.00B2.00B3.00B4.00B20222023202420252026
55.35M
0
(TSSI) Total Revenue
(SHOP) Total Revenue
Values in USD except per share items

Frequently Asked Questions


TSSI and SHOP have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSSI has higher volatility (40.87%) compared to SHOP (17.89%). In terms of maximum drawdown, TSSI dropped -98.68% vs SHOP's -84.82%.

SHOP currently has the higher Sharpe Ratio (0.21 vs -0.14), 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 TSSI and SHOP

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