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CLS.TO vs. GWO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CLS.TO vs. GWO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Celestica Inc. (CLS.TO) and Great-West Lifeco Inc. (GWO.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CLS.TO achieves a 32.58% return, which is significantly higher than GWO.TO's 20.66% return. Over the past 10 years, CLS.TO has outperformed GWO.TO with an annualized return of 44.44%, while GWO.TO has yielded a comparatively lower 14.28% 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%

GWO.TO

1D
-2.10%
1M
5.99%
YTD
20.66%
6M
28.10%
1Y
62.42%
3Y*
34.22%
5Y*
22.89%
10Y*
14.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLS.TO vs. GWO.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLS.TO
Celestica Inc.
32.58%206.05%241.82%154.33%8.23%37.29%-4.64%-9.95%-9.26%-17.16%
GWO.TO
Great-West Lifeco Inc.
20.66%48.38%14.28%47.70%-12.58%31.45%-2.64%24.53%-15.76%4.08%

Correlation

The correlation between CLS.TO and GWO.TO is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

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

-0.00

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

0.13

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

0.20

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2006

0.24

The correlation between CLS.TO and GWO.TO shifts across timeframes, from -0.08 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CLS.TO:

CA$62.28B

GWO.TO:

CA$72.78B

EPS

CLS.TO:

CA$8.28

GWO.TO:

CA$4.85

PE Ratio

CLS.TO:

64.97

GWO.TO:

16.53

PEG Ratio

CLS.TO:

0.87

GWO.TO:

1.84

PS Ratio

CLS.TO:

4.52

GWO.TO:

2.13

PB Ratio

CLS.TO:

29.68

GWO.TO:

2.69

Total Revenue (TTM)

CLS.TO:

CA$13.81B

GWO.TO:

CA$34.77B

Gross Profit (TTM)

CLS.TO:

CA$1.60B

GWO.TO:

CA$15.81B

EBITDA (TTM)

CLS.TO:

CA$1.36B

GWO.TO:

CA$6.15B

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Return for Risk

CLS.TO vs. GWO.TO — Risk / Return Rank

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

CLS.TO
CLS.TO Risk / Return Rank: 9393
Overall Rank
CLS.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CLS.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
CLS.TO Omega Ratio Rank: 8989
Omega Ratio Rank
CLS.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
CLS.TO Martin Ratio Rank: 9595
Martin Ratio Rank

GWO.TO
GWO.TO Risk / Return Rank: 9696
Overall Rank
GWO.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GWO.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
GWO.TO Omega Ratio Rank: 9797
Omega Ratio Rank
GWO.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
GWO.TO Martin Ratio Rank: 9595
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.

CLS.TO vs. GWO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Celestica Inc. (CLS.TO) and Great-West Lifeco Inc. (GWO.TO). 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.TOGWO.TODifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-1.63

Omega ratioGain probability vs. loss probability

1.41

1.68

-0.27

Calmar ratioReturn relative to maximum drawdown

7.15

5.08

+2.07

Martin ratioReturn relative to average drawdown

17.88

19.12

-1.24

CLS.TO vs. GWO.TO - Sharpe Ratio Comparison

The current CLS.TO Sharpe Ratio is 3.17, which is comparable to the GWO.TO Sharpe Ratio of 3.74. The chart below compares the historical Sharpe Ratios of CLS.TO and GWO.TO, 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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Sharpe Ratios by Period


CLS.TOGWO.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.17

3.74

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.16

1.39

+0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.69

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.43

+0.04

Drawdowns

CLS.TO vs. GWO.TO - Drawdown Comparison

The maximum CLS.TO drawdown since its inception was -79.32%, which is greater than GWO.TO's maximum drawdown of -67.52%. Use the drawdown chart below to compare losses from any high point for CLS.TO and GWO.TO.


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Drawdown Indicators


CLS.TOGWO.TODifference

Max Drawdown

Largest peak-to-trough decline

-79.32%

-67.52%

-11.80%

Max Drawdown (1Y)

Largest decline over 1 year

-31.71%

-12.34%

-19.37%

Max Drawdown (3Y)

Largest decline over 3 years

-54.25%

-12.82%

-41.43%

Max Drawdown (5Y)

Largest decline over 5 years

-54.25%

-27.64%

-26.61%

Max Drawdown (10Y)

Largest decline over 10 years

-79.32%

-44.96%

-34.36%

Current Drawdown

Current decline from peak

-17.55%

-2.10%

-15.45%

Average Drawdown

Average peak-to-trough decline

-28.86%

-11.31%

-17.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.66%

3.27%

+9.39%

Volatility

CLS.TO vs. GWO.TO - Volatility Comparison

Celestica Inc. (CLS.TO) has a higher volatility of 26.92% compared to Great-West Lifeco Inc. (GWO.TO) at 4.68%. This indicates that CLS.TO's price experiences larger fluctuations and is considered to be riskier than GWO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLS.TOGWO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

26.92%

4.68%

+22.24%

Volatility (6M)

Calculated over the trailing 6-month period

54.95%

12.31%

+42.64%

Volatility (1Y)

Calculated over the trailing 1-year period

71.57%

16.82%

+54.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.52%

16.62%

+39.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.79%

20.75%

+28.04%

Dividends

CLS.TO vs. GWO.TO - Dividend Comparison

CLS.TO has not paid dividends to shareholders, while GWO.TO's dividend yield for the trailing twelve months is around 3.19%.


PositionTTM20252024202320222021202020192018201720162015
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%
GWO.TO
Great-West Lifeco Inc.
3.19%3.60%4.66%4.74%6.26%4.75%5.77%4.97%5.52%4.18%3.94%3.78%

Financials

CLS.TO vs. GWO.TO - Financials Comparison

This section allows you to compare key financial metrics between Celestica Inc. and Great-West Lifeco 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


-5.00B0.005.00B10.00B15.00B20.00B20222023202420252026
4.05B
7.73B
(CLS.TO) Total Revenue
(GWO.TO) Total Revenue
Values in CAD except per share items

CLS.TO vs. GWO.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Celestica Inc. and Great-West Lifeco Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%60.0%80.0%20222023202420252026
10.8%
46.9%
Portfolio components
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%.

GWO.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Great-West Lifeco Inc. reported a gross profit of 3.62B and revenue of 7.73B. Therefore, the gross margin over that period was 46.9%.

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%.

GWO.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Great-West Lifeco Inc. reported an operating income of 1.61B and revenue of 7.73B, resulting in an operating margin of 20.8%.

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%.

GWO.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Great-West Lifeco Inc. reported a net income of 1.24B and revenue of 7.73B, resulting in a net margin of 16.1%.


Frequently Asked Questions


CLS.TO and GWO.TO have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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