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CLS vs. FN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CLS and FN is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

CLS vs. FN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Celestica Inc. (CLS) and Fabrinet (FN). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
157.85%
14.87%
CLS
FN

Key characteristics

Sharpe Ratio

CLS:

3.88

FN:

0.10

Sortino Ratio

CLS:

3.35

FN:

0.53

Omega Ratio

CLS:

1.51

FN:

1.08

Calmar Ratio

CLS:

4.39

FN:

0.20

Martin Ratio

CLS:

21.62

FN:

0.41

Ulcer Index

CLS:

11.65%

FN:

13.91%

Daily Std Dev

CLS:

65.01%

FN:

58.56%

Max Drawdown

CLS:

-96.93%

FN:

-70.46%

Current Drawdown

CLS:

-2.10%

FN:

-17.51%

Fundamentals

Market Cap

CLS:

$14.33B

FN:

$7.84B

EPS

CLS:

$3.90

FN:

$8.45

PE Ratio

CLS:

31.66

FN:

25.59

PEG Ratio

CLS:

19.42

FN:

1.19

Total Revenue (TTM)

CLS:

$9.64B

FN:

$2.29B

Gross Profit (TTM)

CLS:

$1.02B

FN:

$282.52M

EBITDA (TTM)

CLS:

$755.36M

FN:

$286.74M

Returns By Period

In the year-to-date period, CLS achieves a 30.96% return, which is significantly higher than FN's 2.60% return. Over the past 10 years, CLS has underperformed FN with an annualized return of 26.47%, while FN has yielded a comparatively higher 29.85% annualized return.


CLS

YTD

30.96%

1M

24.72%

6M

157.85%

1Y

235.13%

5Y*

68.24%

10Y*

26.47%

FN

YTD

2.60%

1M

-1.78%

6M

14.87%

1Y

0.87%

5Y*

27.55%

10Y*

29.85%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CLS vs. FN — Risk-Adjusted Performance Rank

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

CLS
The Risk-Adjusted Performance Rank of CLS is 9797
Overall Rank
The Sharpe Ratio Rank of CLS is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of CLS is 9494
Sortino Ratio Rank
The Omega Ratio Rank of CLS is 9595
Omega Ratio Rank
The Calmar Ratio Rank of CLS is 9797
Calmar Ratio Rank
The Martin Ratio Rank of CLS is 9898
Martin Ratio Rank

FN
The Risk-Adjusted Performance Rank of FN is 5151
Overall Rank
The Sharpe Ratio Rank of FN is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FN is 4747
Sortino Ratio Rank
The Omega Ratio Rank of FN is 4848
Omega Ratio Rank
The Calmar Ratio Rank of FN is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FN is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CLS vs. FN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Celestica Inc. (CLS) and Fabrinet (FN). 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.


Sharpe ratio
The chart of Sharpe ratio for CLS, currently valued at 3.88, compared to the broader market-2.000.002.003.880.10
The chart of Sortino ratio for CLS, currently valued at 3.35, compared to the broader market-4.00-2.000.002.004.003.350.53
The chart of Omega ratio for CLS, currently valued at 1.51, compared to the broader market0.501.001.502.001.511.08
The chart of Calmar ratio for CLS, currently valued at 7.16, compared to the broader market0.002.004.006.007.160.20
The chart of Martin ratio for CLS, currently valued at 21.62, compared to the broader market-10.000.0010.0020.0021.620.41
CLS
FN

The current CLS Sharpe Ratio is 3.88, which is higher than the FN Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of CLS and FN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00SeptemberOctoberNovemberDecember2025February
3.88
0.10
CLS
FN

Dividends

CLS vs. FN - Dividend Comparison

Neither CLS nor FN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CLS vs. FN - Drawdown Comparison

The maximum CLS drawdown since its inception was -96.93%, which is greater than FN's maximum drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for CLS and FN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.10%
-17.51%
CLS
FN

Volatility

CLS vs. FN - Volatility Comparison

Celestica Inc. (CLS) has a higher volatility of 39.90% compared to Fabrinet (FN) at 28.31%. This indicates that CLS's price experiences larger fluctuations and is considered to be riskier than FN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%SeptemberOctoberNovemberDecember2025February
39.90%
28.31%
CLS
FN

Financials

CLS vs. FN - Financials Comparison

This section allows you to compare key financial metrics between Celestica Inc. and Fabrinet. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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