CLS vs. FN
Compare and contrast key facts about Celestica Inc. (CLS) and Fabrinet (FN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CLS or FN.
Performance
CLS vs. FN - Performance Comparison
Returns By Period
In the year-to-date period, CLS achieves a 204.51% return, which is significantly higher than FN's 21.07% return. Over the past 10 years, CLS has underperformed FN with an annualized return of 23.44%, while FN has yielded a comparatively higher 29.73% annualized return.
CLS
204.51%
55.14%
51.63%
235.06%
63.89%
23.44%
FN
21.07%
-6.58%
-6.36%
39.12%
31.11%
29.73%
Fundamentals
CLS | FN | |
---|---|---|
Market Cap | $10.12B | $8.21B |
EPS | $3.17 | $8.44 |
PE Ratio | 27.44 | 26.81 |
PEG Ratio | 19.42 | 1.19 |
Total Revenue (TTM) | $9.29B | $3.00B |
Gross Profit (TTM) | $941.37M | $370.85M |
EBITDA (TTM) | $719.13M | $367.98M |
Key characteristics
CLS | FN | |
---|---|---|
Sharpe Ratio | 4.34 | 0.74 |
Sortino Ratio | 4.08 | 1.27 |
Omega Ratio | 1.54 | 1.18 |
Calmar Ratio | 3.39 | 1.40 |
Martin Ratio | 20.81 | 3.23 |
Ulcer Index | 11.30% | 12.12% |
Daily Std Dev | 54.19% | 52.98% |
Max Drawdown | -96.93% | -70.46% |
Current Drawdown | -2.49% | -15.75% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Risk-Adjusted Performance
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.
Dividends
CLS vs. FN - Dividend Comparison
Neither CLS nor FN has paid dividends to shareholders.
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.
Volatility
CLS vs. FN - Volatility Comparison
The current volatility for Celestica Inc. (CLS) is 12.51%, while Fabrinet (FN) has a volatility of 19.26%. This indicates that CLS experiences smaller price fluctuations and is considered to be less risky than FN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities