CLS.TO vs. CME
CLS.TO (Celestica Inc.) and CME (CME Group Inc.) are both stocks. CLS.TO operates in Electronic Components (Technology), while CME operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, CLS.TO returned 44.44%/yr vs 15.55%/yr for CME. At a 0.15 correlation, their price movements are largely independent.
Performance
CLS.TO vs. CME - Performance Comparison
Loading charts...
Different Trading Currencies
CLS.TO is traded in CAD, while CME is traded in USD. To make them comparable, the CME values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CLS.TO achieves a 32.58% return, which is significantly higher than CME's -3.78% return. Over the past 10 years, CLS.TO has outperformed CME with an annualized return of 44.44%, while CME has yielded a comparatively lower 15.55% annualized return.
CLS.TO
- 1D
- 3.80%
- 1M
- 4.71%
- YTD
- 32.58%
- 6M
- 13.91%
- 1Y
- 225.20%
- 3Y*
- 213.80%
- 5Y*
- 120.83%
- 10Y*
- 44.44%
CME
- 1D
- -1.82%
- 1M
- -8.53%
- YTD
- -3.78%
- 6M
- -3.37%
- 1Y
- -2.64%
- 3Y*
- 17.20%
- 5Y*
- 10.57%
- 10Y*
- 15.55%
CLS.TO vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLS.TO Celestica Inc. | 32.58% | 206.05% | 241.82% | 154.33% | 8.23% | 37.29% | -4.64% | -9.95% | -9.26% | -17.16% |
CME CME Group Inc. | -3.78% | 14.36% | 25.18% | 28.20% | -18.00% | 29.41% | -8.57% | 5.15% | 43.26% | 23.38% |
Correlation
The correlation between CLS.TO and CME is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2006 | 0.15 |
The correlation between CLS.TO and CME shifts across timeframes, from -0.18 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CLS.TO:
CA$62.28B
CME:
$91.54B
CLS.TO:
CA$8.28
CME:
$11.75
CLS.TO:
64.97
CME:
21.45
CLS.TO:
0.87
CME:
1.87
CLS.TO:
4.52
CME:
13.46
CLS.TO:
29.68
CME:
3.44
CLS.TO:
CA$13.81B
CME:
$6.76B
CLS.TO:
CA$1.60B
CME:
$5.84B
CLS.TO:
CA$1.36B
CME:
$5.69B
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
CLS.TO vs. CME — Risk / Return Rank
CLS.TO
CME
CLS.TO vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Celestica Inc. (CLS.TO) and CME Group Inc. (CME). 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.
| CLS.TO | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.30 | ||
| Sortino ratioReturn per unit of downside risk | +3.03 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.00 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 7.15 | -0.13 | +7.28 |
| Martin ratioReturn relative to average drawdown | 17.88 | -0.43 | +18.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CLS.TO | CME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.17 | -0.13 | +3.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.16 | 0.51 | +1.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | 0.63 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.53 | -0.06 |
Drawdowns
CLS.TO vs. CME - Drawdown Comparison
The maximum CLS.TO drawdown since its inception was -79.32%, which is greater than CME's maximum drawdown of -71.05%. Use the drawdown chart below to compare losses from any high point for CLS.TO and CME.
Loading charts...
Drawdown Indicators
| CLS.TO | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.32% | -71.05% | -8.27% |
Max Drawdown (1Y)Largest decline over 1 year | -31.71% | -20.44% | -11.27% |
Max Drawdown (3Y)Largest decline over 3 years | -54.25% | -20.44% | -33.81% |
Max Drawdown (5Y)Largest decline over 5 years | -54.25% | -26.71% | -27.54% |
Max Drawdown (10Y)Largest decline over 10 years | -79.32% | -33.25% | -46.07% |
Current DrawdownCurrent decline from peak | -17.55% | -19.36% | +1.81% |
Average DrawdownAverage peak-to-trough decline | -28.86% | -19.94% | -8.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.66% | 6.10% | +6.56% |
Volatility
CLS.TO vs. CME - Volatility Comparison
Celestica Inc. (CLS.TO) has a higher volatility of 26.92% compared to CME Group Inc. (CME) at 10.30%. This indicates that CLS.TO's price experiences larger fluctuations and is considered to be riskier than CME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CLS.TO | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.92% | 10.30% | +16.62% |
Volatility (6M)Calculated over the trailing 6-month period | 54.95% | 17.22% | +37.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.57% | 20.91% | +50.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.52% | 20.88% | +35.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.79% | 24.73% | +24.06% |
Dividends
CLS.TO vs. CME - Dividend Comparison
CLS.TO has not paid dividends to shareholders, while CME's dividend yield for the trailing twelve months is around 4.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLS.TO Celestica Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CME CME Group Inc. | 4.44% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
Financials
CLS.TO vs. CME - Financials Comparison
This section allows you to compare key financial metrics between Celestica Inc. and CME Group 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.
Total Revenue: Total amount of money received from sales and other business activities
CLS.TO vs. CME - Profitability Comparison
CLS.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Celestica Inc. reported a gross profit of 437.20M and revenue of 4.05B. Therefore, the gross margin over that period was 10.8%.
CME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported a gross profit of 1.66B and revenue of 1.88B. Therefore, the gross margin over that period was 88.1%.
CLS.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Celestica Inc. reported an operating income of 267.70M and revenue of 4.05B, resulting in an operating margin of 6.6%.
CME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported an operating income of 1.31B and revenue of 1.88B, resulting in an operating margin of 69.7%.
CLS.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Celestica Inc. reported a net income of 212.30M and revenue of 4.05B, resulting in a net margin of 5.3%.
CME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported a net income of 1.15B and revenue of 1.88B, resulting in a net margin of 61.4%.
Frequently Asked Questions
CLS.TO and CME have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for CLS.TO and CME
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