CLS.TO vs. SFM
CLS.TO (Celestica Inc.) and SFM (Sprouts Farmers Market, Inc.) are both stocks. CLS.TO operates in Electronic Components (Technology), while SFM operates in Grocery Stores (Consumer Defensive). Over the past 10 years, CLS.TO returned 44.95%/yr vs 15.30%/yr for SFM. At a 0.12 correlation, their price movements are largely independent.
Performance
CLS.TO vs. SFM - Performance Comparison
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Different Trading Currencies
CLS.TO is traded in CAD, while SFM is traded in USD. To make them comparable, the SFM 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 35.52% return, which is significantly higher than SFM's 10.56% return. Over the past 10 years, CLS.TO has outperformed SFM with an annualized return of 44.95%, while SFM has yielded a comparatively lower 15.30% annualized return.
CLS.TO
- 1D
- 2.22%
- 1M
- 11.19%
- YTD
- 35.52%
- 6M
- 30.45%
- 1Y
- 223.16%
- 3Y*
- 212.27%
- 5Y*
- 122.50%
- 10Y*
- 44.95%
SFM
- 1D
- -1.85%
- 1M
- 1.21%
- YTD
- 10.56%
- 6M
- 10.09%
- 1Y
- -43.82%
- 3Y*
- 37.33%
- 5Y*
- 28.03%
- 10Y*
- 15.30%
CLS.TO vs. SFM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLS.TO Celestica Inc. | 35.52% | 206.05% | 241.82% | 154.33% | 8.23% | 37.29% | -4.64% | -9.95% | -9.26% | -17.16% |
SFM Sprouts Farmers Market, Inc. | 10.56% | -40.16% | 186.49% | 45.09% | 15.97% | 47.59% | 1.41% | -21.09% | 4.67% | 19.99% |
Correlation
The correlation between CLS.TO and SFM is -0.16, 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 | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2013 | 0.12 |
The correlation between CLS.TO and SFM shifts across timeframes, from -0.16 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CLS.TO:
CA$63.66B
SFM:
$8.25B
CLS.TO:
$8.28
SFM:
$5.20
CLS.TO:
47.51
SFM:
16.62
CLS.TO:
0.64
SFM:
0.60
CLS.TO:
3.30
SFM:
0.95
CLS.TO:
21.70
SFM:
5.75
CLS.TO:
$13.81B
SFM:
$8.90B
CLS.TO:
$1.60B
SFM:
$3.41B
CLS.TO:
$1.36B
SFM:
$837.54M
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Return for Risk
CLS.TO vs. SFM — Risk / Return Rank
CLS.TO
SFM
CLS.TO vs. SFM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Celestica Inc. (CLS.TO) and Sprouts Farmers Market, Inc. (SFM). 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.
| CLS.TO | SFM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.88 | ||
| Sortino ratioReturn per unit of downside risk | +4.16 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.82 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 6.64 | -0.70 | +7.34 |
| Martin ratioReturn relative to average drawdown | 16.31 | -0.97 | +17.29 |
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Drawdowns
CLS.TO vs. SFM - Drawdown Comparison
The maximum CLS.TO drawdown since its inception was -79.32%, which is greater than SFM's maximum drawdown of -64.75%. Use the drawdown chart below to compare losses from any high point for CLS.TO and SFM.
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Drawdown Indicators
| CLS.TO | SFM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.32% | -64.75% | -14.57% |
Max Drawdown (1Y)Largest decline over 1 year | -31.71% | -62.66% | +30.95% |
Max Drawdown (3Y)Largest decline over 3 years | -54.25% | -64.75% | +10.50% |
Max Drawdown (5Y)Largest decline over 5 years | -54.25% | -64.75% | +10.50% |
Max Drawdown (10Y)Largest decline over 10 years | -79.32% | -64.75% | -14.57% |
Current DrawdownCurrent decline from peak | -15.72% | -52.18% | +36.46% |
Average DrawdownAverage peak-to-trough decline | -28.84% | -30.62% | +1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.89% | 45.18% | -32.29% |
Volatility
CLS.TO vs. SFM - Volatility Comparison
Celestica Inc. (CLS.TO) has a higher volatility of 27.86% compared to Sprouts Farmers Market, Inc. (SFM) at 12.73%. This indicates that CLS.TO's price experiences larger fluctuations and is considered to be riskier than SFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CLS.TO | SFM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.86% | 12.73% | +15.13% |
Volatility (6M)Calculated over the trailing 6-month period | 55.27% | 30.68% | +24.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.69% | 46.48% | +25.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.60% | 39.97% | +16.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.83% | 38.50% | +10.33% |
Dividends
CLS.TO vs. SFM - Dividend Comparison
Neither CLS.TO nor SFM has paid dividends to shareholders.
Financials
CLS.TO vs. SFM - Financials Comparison
This section allows you to compare key financial metrics between Celestica Inc. and Sprouts Farmers Market, 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. SFM - 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%.
SFM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sprouts Farmers Market, Inc. reported a gross profit of 917.28M and revenue of 2.33B. Therefore, the gross margin over that period was 39.4%.
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%.
SFM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sprouts Farmers Market, Inc. reported an operating income of 215.31M and revenue of 2.33B, resulting in an operating margin of 9.2%.
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%.
SFM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sprouts Farmers Market, Inc. reported a net income of 163.72M and revenue of 2.33B, resulting in a net margin of 7.0%.
Frequently Asked Questions
CLS.TO and SFM have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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