CLS.TO vs. HEQT.TO

Last updated Jun 6, 2026

CLS.TO (Celestica Inc.) is a stock, while HEQT.TO (Horizons All-Equity Asset Allocation ETF) is Global Equities fund actively managed by Horizons.

Performance

CLS.TO vs. HEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Celestica Inc. (CLS.TO) and Horizons All-Equity Asset Allocation ETF (HEQT.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CLS.TO

• 1D: -12.26%
• 1M: -8.11%
• YTD: 27.72%
• 6M: 15.36%
• 1Y: 217.99%
• 3Y*: 213.44%
• 5Y*: 118.47%
• 10Y*: 43.71%

HEQT.TO

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CLS.TO vs. HEQT.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: 92
CLS.TO Sharpe Ratio Rank: 95
CLS.TO Sortino Ratio Rank: 88
CLS.TO Omega Ratio Rank: 89
CLS.TO Calmar Ratio Rank: 95
CLS.TO Martin Ratio Rank: 94

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. HEQT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Celestica Inc. (CLS.TO) and Horizons All-Equity Asset Allocation ETF (HEQT.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.TO	HEQT.TO	Difference
Sharpe ratio: Return per unit of total volatility	3.08	—	—
Sortino ratio: Return per unit of downside risk	2.95	—	—
Omega ratio: Gain probability vs. loss probability	1.40	—	—
Calmar ratio: Return relative to maximum drawdown	6.92	—	—
Martin ratio: Return relative to average drawdown	17.37	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CLS.TO	HEQT.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.08	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	2.11	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.90	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	—	—

Drawdowns

Drawdown Indicators

	CLS.TO	HEQT.TO	Difference
Max Drawdown Largest peak-to-trough decline	-79.32%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-31.71%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-54.25%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-54.25%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-79.32%	—	—
Current Drawdown Current decline from peak	-20.56%	—	—
Average Drawdown Average peak-to-trough decline	-28.85%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	12.61%	—	—

Volatility

Volatility by Period

	CLS.TO	HEQT.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	27.62%	—	—
Volatility (6M) Calculated over the trailing 6-month period	55.01%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	71.37%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.48%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.76%	—	—

Dividends

CLS.TO vs. HEQT.TO - Dividend Comparison

Neither CLS.TO nor HEQT.TO has paid dividends to shareholders.

Tickers have no history of dividend payments