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Calix, Inc. (CALX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS13100M5094
CUSIP13100M509
SectorTechnology
IndustrySoftware - Application

Highlights

Market Cap$2.60B
EPS (TTM)-$0.28
PEG Ratio3.26
Total Revenue (TTM)$689.18M
Gross Profit (TTM)$344.18M
EBITDA (TTM)-$7.79M
Year Range$26.76 - $45.15
Target Price$43.50
Short %5.53%
Short Ratio5.44

Share Price Chart


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Compare to other instruments

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


Popular comparisons: CALX vs. MNPR, CALX vs. VOO, CALX vs. ^GSPC

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Calix, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%50.00%MayJuneJulyAugustSeptemberOctober
36.10%
15.83%
CALX (Calix, Inc.)
Benchmark (^GSPC)

Returns By Period

Calix, Inc. had a return of -13.62% year-to-date (YTD) and 14.50% in the last 12 months. Over the past 10 years, Calix, Inc. had an annualized return of 13.35%, outperforming the S&P 500 benchmark which had an annualized return of 11.23%.


PeriodReturnBenchmark
Year-To-Date-13.62%22.29%
1 month-1.87%1.65%
6 months36.10%15.83%
1 year14.50%39.98%
5 years (annualized)37.74%13.99%
10 years (annualized)13.35%11.23%

Monthly Returns

The table below presents the monthly returns of CALX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-24.06%5.09%-4.90%-16.38%28.74%-0.76%16.09%-9.46%4.16%-13.62%
2023-23.07%-2.83%4.77%-14.72%1.99%7.08%-9.62%3.10%-1.44%-27.75%16.52%13.22%-36.15%
2022-37.13%8.07%-21.03%-6.99%-7.44%-7.58%67.08%3.17%3.89%20.44%-3.18%-4.03%-14.43%
20211.48%30.83%-12.28%22.01%4.78%7.20%-1.52%-0.38%6.07%26.62%6.98%19.43%168.72%
202014.50%-1.75%-21.33%62.43%22.61%5.67%37.65%-5.17%-8.59%31.66%1.15%25.68%272.00%
201911.59%-24.63%-6.10%-11.04%-11.68%8.43%-4.27%-4.30%6.32%19.72%1.31%3.23%-17.95%
20187.56%2.34%4.58%-2.92%2.26%14.71%-9.62%10.64%3.85%-9.88%32.19%1.04%63.87%
2017-6.49%-4.17%5.07%-7.59%-2.24%4.58%-0.00%-28.47%3.06%8.91%20.00%-9.85%-22.73%
2016-2.41%-9.51%2.01%-2.26%-2.45%2.22%11.72%-3.63%-1.21%-14.97%20.80%1.99%-2.16%
2015-4.19%-8.96%-4.00%-11.92%8.25%-4.87%10.78%-4.98%-2.75%-10.27%13.30%-0.63%-21.46%
2014-17.74%0.25%6.04%4.51%-7.38%0.25%13.57%13.02%-8.86%12.96%-1.94%-5.47%3.94%
20135.85%5.28%-4.90%4.66%22.86%-3.63%15.64%10.02%-0.93%-20.11%0.69%-5.86%25.36%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CALX is 46, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of CALX is 4646
Combined Rank
The Sharpe Ratio Rank of CALX is 4949Sharpe Ratio Rank
The Sortino Ratio Rank of CALX is 4141Sortino Ratio Rank
The Omega Ratio Rank of CALX is 4646Omega Ratio Rank
The Calmar Ratio Rank of CALX is 4848Calmar Ratio Rank
The Martin Ratio Rank of CALX is 4646Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Calix, Inc. (CALX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CALX
Sharpe ratio
The chart of Sharpe ratio for CALX, currently valued at 0.36, compared to the broader market-4.00-2.000.002.004.000.36
Sortino ratio
The chart of Sortino ratio for CALX, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.006.000.72
Omega ratio
The chart of Omega ratio for CALX, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for CALX, currently valued at 0.24, compared to the broader market0.002.004.006.000.24
Martin ratio
The chart of Martin ratio for CALX, currently valued at 0.78, compared to the broader market-10.000.0010.0020.0030.000.78
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market-4.00-2.000.002.004.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-4.00-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.501.001.502.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.002.004.006.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market-10.000.0010.0020.0030.0022.22

Sharpe Ratio

The current Calix, Inc. Sharpe ratio is 0.36. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Calix, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
0.36
3.43
CALX (Calix, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

0

Calix, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-52.81%
-0.54%
CALX (Calix, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Calix, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Calix, Inc. was 80.95%, occurring on Aug 1, 2012. Recovery took 2069 trading sessions.

The current Calix, Inc. drawdown is 52.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.95%May 19, 2011304Aug 1, 20122069Oct 21, 20202373
-65.32%Jan 3, 2022584Apr 30, 2024
-34.44%Mar 25, 2010106Aug 24, 201071Dec 3, 2010177
-32.68%Mar 18, 20218Mar 29, 202163Jun 28, 202171
-20.2%Nov 10, 202128Dec 20, 20216Dec 29, 202134

Volatility

Volatility Chart

The current Calix, Inc. volatility is 9.95%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
9.95%
2.71%
CALX (Calix, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Calix, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Calix, Inc..


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items