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

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.

-40.00%-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
51.63%
-6.36%
CLS
FN

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

YTD

204.51%

1M

55.14%

6M

51.63%

1Y

235.06%

5Y (annualized)

63.89%

10Y (annualized)

23.44%

FN

YTD

21.07%

1M

-6.58%

6M

-6.36%

1Y

39.12%

5Y (annualized)

31.11%

10Y (annualized)

29.73%

Fundamentals


CLSFN
Market Cap$10.12B$8.21B
EPS$3.17$8.44
PE Ratio27.4426.81
PEG Ratio19.421.19
Total Revenue (TTM)$9.29B$3.00B
Gross Profit (TTM)$941.37M$370.85M
EBITDA (TTM)$719.13M$367.98M

Key characteristics


CLSFN
Sharpe Ratio4.340.74
Sortino Ratio4.081.27
Omega Ratio1.541.18
Calmar Ratio3.391.40
Martin Ratio20.813.23
Ulcer Index11.30%12.12%
Daily Std Dev54.19%52.98%
Max Drawdown-96.93%-70.46%
Current Drawdown-2.49%-15.75%

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Correlation

-0.50.00.51.00.4

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.


Sharpe ratio
The chart of Sharpe ratio for CLS, currently valued at 4.34, compared to the broader market-4.00-2.000.002.004.004.340.74
The chart of Sortino ratio for CLS, currently valued at 4.08, compared to the broader market-4.00-2.000.002.004.006.004.081.27
The chart of Omega ratio for CLS, currently valued at 1.54, compared to the broader market0.501.001.502.001.541.18
The chart of Calmar ratio for CLS, currently valued at 6.69, compared to the broader market0.002.004.006.006.691.40
The chart of Martin ratio for CLS, currently valued at 20.81, compared to the broader market0.0010.0020.0030.0020.813.23
CLS
FN

The current CLS Sharpe Ratio is 4.34, which is higher than the FN Sharpe Ratio of 0.74. 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 Ratio0.002.004.006.008.0010.00JuneJulyAugustSeptemberOctoberNovember
4.34
0.74
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%JuneJulyAugustSeptemberOctoberNovember
-2.49%
-15.75%
CLS
FN

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.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.51%
19.26%
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