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

Performance

CLS vs. IBP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Celestica Inc. (CLS) and Installed Building Products, Inc. (IBP). 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%
2.59%
CLS
IBP

Returns By Period

In the year-to-date period, CLS achieves a 204.51% return, which is significantly higher than IBP's 20.10% return. Over the past 10 years, CLS has underperformed IBP with an annualized return of 23.36%, while IBP has yielded a comparatively higher 30.08% annualized return.


CLS

YTD

204.51%

1M

31.23%

6M

51.63%

1Y

228.76%

5Y (annualized)

63.40%

10Y (annualized)

23.36%

IBP

YTD

20.10%

1M

-4.40%

6M

2.59%

1Y

51.88%

5Y (annualized)

26.55%

10Y (annualized)

30.08%

Fundamentals


CLSIBP
Market Cap$10.12B$5.87B
EPS$3.17$9.07
PE Ratio27.4422.99
PEG Ratio19.421.20
Total Revenue (TTM)$9.29B$2.91B
Gross Profit (TTM)$941.37M$956.40M
EBITDA (TTM)$719.13M$513.76M

Key characteristics


CLSIBP
Sharpe Ratio4.341.17
Sortino Ratio4.081.75
Omega Ratio1.541.23
Calmar Ratio3.392.00
Martin Ratio20.813.95
Ulcer Index11.30%13.12%
Daily Std Dev54.19%44.47%
Max Drawdown-96.93%-61.75%
Current Drawdown-2.49%-19.57%

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Correlation

-0.50.00.51.00.3

The correlation between CLS and IBP is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

CLS vs. IBP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Celestica Inc. (CLS) and Installed Building Products, Inc. (IBP). 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-4.00-2.000.002.004.004.341.17
The chart of Sortino ratio for CLS, currently valued at 4.08, compared to the broader market-4.00-2.000.002.004.004.081.75
The chart of Omega ratio for CLS, currently valued at 1.54, compared to the broader market0.501.001.502.001.541.23
The chart of Calmar ratio for CLS, currently valued at 6.69, compared to the broader market0.002.004.006.006.692.00
The chart of Martin ratio for CLS, currently valued at 20.81, compared to the broader market0.0010.0020.0030.0020.813.95
CLS
IBP

The current CLS Sharpe Ratio is 4.34, which is higher than the IBP Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of CLS and IBP, 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
1.17
CLS
IBP

Dividends

CLS vs. IBP - Dividend Comparison

CLS has not paid dividends to shareholders, while IBP's dividend yield for the trailing twelve months is around 1.37%.


TTM202320222021
CLS
Celestica Inc.
0.00%0.00%0.00%0.00%
IBP
Installed Building Products, Inc.
1.37%1.21%2.52%0.86%

Drawdowns

CLS vs. IBP - Drawdown Comparison

The maximum CLS drawdown since its inception was -96.93%, which is greater than IBP's maximum drawdown of -61.75%. Use the drawdown chart below to compare losses from any high point for CLS and IBP. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.49%
-19.57%
CLS
IBP

Volatility

CLS vs. IBP - Volatility Comparison

The current volatility for Celestica Inc. (CLS) is 12.51%, while Installed Building Products, Inc. (IBP) has a volatility of 13.62%. This indicates that CLS experiences smaller price fluctuations and is considered to be less risky than IBP 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%
13.62%
CLS
IBP

Financials

CLS vs. IBP - Financials Comparison

This section allows you to compare key financial metrics between Celestica Inc. and Installed Building Products, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items