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CALX vs. NSIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CALX vs. NSIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calix, Inc. (CALX) and Insight Enterprises, Inc. (NSIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CALX achieves a -29.21% return, which is significantly lower than NSIT's 30.22% return. Over the past 10 years, CALX has outperformed NSIT with an annualized return of 18.71%, while NSIT has yielded a comparatively lower 15.06% annualized return.


CALX

1D
-1.26%
1M
-4.49%
YTD
-29.21%
6M
-32.96%
1Y
-21.12%
3Y*
-8.29%
5Y*
-4.40%
10Y*
18.71%

NSIT

1D
-2.17%
1M
8.55%
YTD
30.22%
6M
32.99%
1Y
-19.37%
3Y*
-9.33%
5Y*
1.41%
10Y*
15.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CALX vs. NSIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CALX
Calix, Inc.
-29.21%51.79%-20.19%-36.15%-14.43%168.72%272.00%-17.95%63.87%-22.73%
NSIT
Insight Enterprises, Inc.
30.22%-46.44%-14.16%76.71%-5.94%40.10%8.25%72.49%6.42%-5.32%

Correlation

The correlation between CALX and NSIT is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.36

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

0.41

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

0.39

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2010

0.39

Fundamentals

Market Cap

CALX:

$2.46B

NSIT:

$3.27B

EPS

CALX:

$0.51

NSIT:

$5.73

PE Ratio

CALX:

73.29

NSIT:

18.52

PS Ratio

CALX:

2.34

NSIT:

0.40

PB Ratio

CALX:

3.33

NSIT:

2.04

Total Revenue (TTM)

CALX:

$1.06B

NSIT:

$8.27B

Gross Profit (TTM)

CALX:

$604.90M

NSIT:

$1.82B

EBITDA (TTM)

CALX:

$60.25M

NSIT:

$428.25M

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Return for Risk

CALX vs. NSIT — Risk / Return Rank

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

CALX
CALX Risk / Return Rank: 2121
Overall Rank
CALX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
CALX Sortino Ratio Rank: 1919
Sortino Ratio Rank
CALX Omega Ratio Rank: 1919
Omega Ratio Rank
CALX Calmar Ratio Rank: 2626
Calmar Ratio Rank
CALX Martin Ratio Rank: 2323
Martin Ratio Rank

NSIT
NSIT Risk / Return Rank: 2727
Overall Rank
NSIT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
NSIT Sortino Ratio Rank: 2424
Sortino Ratio Rank
NSIT Omega Ratio Rank: 2424
Omega Ratio Rank
NSIT Calmar Ratio Rank: 3131
Calmar Ratio Rank
NSIT Martin Ratio Rank: 3232
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.

CALX vs. NSIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calix, Inc. (CALX) and Insight Enterprises, Inc. (NSIT). 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.


CALXNSITDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

0.93

0.96

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.47

-0.35

-0.12

Martin ratioReturn relative to average drawdown

-0.93

-0.55

-0.38

CALX vs. NSIT - Sharpe Ratio Comparison

The current CALX Sharpe Ratio is -0.54, which is comparable to the NSIT Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of CALX and NSIT, 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

CALX vs. NSIT - Drawdown Comparison

The maximum CALX drawdown since its inception was -80.95%, smaller than the maximum NSIT drawdown of -95.19%. Use the drawdown chart below to compare losses from any high point for CALX and NSIT.


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Drawdown Indicators


CALXNSITDifference

Max Drawdown

Largest peak-to-trough decline

-80.95%

-95.19%

+14.24%

Max Drawdown (1Y)

Largest decline over 1 year

-45.53%

-56.07%

+10.54%

Max Drawdown (3Y)

Largest decline over 3 years

-45.53%

-71.39%

+25.86%

Max Drawdown (5Y)

Largest decline over 5 years

-65.32%

-71.39%

+6.07%

Max Drawdown (10Y)

Largest decline over 10 years

-65.32%

-71.39%

+6.07%

Current Drawdown

Current decline from peak

-53.14%

-52.90%

-0.24%

Average Drawdown

Average peak-to-trough decline

-49.36%

-37.20%

-12.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.77%

35.33%

-12.56%

Volatility

CALX vs. NSIT - Volatility Comparison

The current volatility for Calix, Inc. (CALX) is 7.86%, while Insight Enterprises, Inc. (NSIT) has a volatility of 15.24%. This indicates that CALX experiences smaller price fluctuations and is considered to be less risky than NSIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CALXNSITDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.86%

15.24%

-7.38%

Volatility (6M)

Calculated over the trailing 6-month period

33.07%

36.94%

-3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

39.26%

46.69%

-7.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.14%

32.35%

+16.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.42%

35.61%

+15.81%

Dividends

CALX vs. NSIT - Dividend Comparison

Neither CALX nor NSIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CALX vs. NSIT - Financials Comparison

This section allows you to compare key financial metrics between Calix, Inc. and Insight Enterprises, 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


0.00500.00M1.00B1.50B2.00B2.50B20222023202420252026
279.98M
2.13B
(CALX) Total Revenue
(NSIT) Total Revenue
Values in USD except per share items

CALX vs. NSIT - Profitability Comparison

The chart below illustrates the profitability comparison between Calix, Inc. and Insight Enterprises, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
56.9%
21.7%
Portfolio components
CALX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Calix, Inc. reported a gross profit of 159.30M and revenue of 279.98M. Therefore, the gross margin over that period was 56.9%.

NSIT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Insight Enterprises, Inc. reported a gross profit of 462.15M and revenue of 2.13B. Therefore, the gross margin over that period was 21.7%.

CALX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Calix, Inc. reported an operating income of 12.72M and revenue of 279.98M, resulting in an operating margin of 4.5%.

NSIT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Insight Enterprises, Inc. reported an operating income of 71.68M and revenue of 2.13B, resulting in an operating margin of 3.4%.

CALX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Calix, Inc. reported a net income of 11.21M and revenue of 279.98M, resulting in a net margin of 4.0%.

NSIT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Insight Enterprises, Inc. reported a net income of 30.01M and revenue of 2.13B, resulting in a net margin of 1.4%.


Frequently Asked Questions


CALX and NSIT have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NSIT has higher volatility (15.24%) compared to CALX (7.86%). In terms of maximum drawdown, CALX dropped -80.95% vs NSIT's -95.19%.

NSIT currently has the higher Sharpe Ratio (-0.42 vs -0.54), 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 CALX and NSIT

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