XXXX vs CPSM: Returns, Risk Fees | PortfoliosLab The current XXXX Sharpe Ratio is 0 15, which is lower than the CPSM Sharpe Ratio of 1 00 The chart below compares the historical Sharpe Ratios of XXXX and CPSM, offering insights into how both investments have performed under varying market conditions These values are calculated using daily returns over the previous 12 months