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CLS vs. JNJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CLS vs. JNJ - Performance Comparison

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

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Returns By Period

In the year-to-date period, CLS achieves a 3.27% return, which is significantly lower than JNJ's 28.69% return. Over the past 10 years, CLS has outperformed JNJ with an annualized return of 39.15%, while JNJ has yielded a comparatively lower 10.71% annualized return.


CLS

1D
-8.80%
1M
-15.72%
6M
0.72%
YTD
3.27%
1Y
86.17%
3Y*
164.38%
5Y*
110.65%
10Y*
39.15%
ALL TIME*
13.25%

JNJ

1D
1.59%
1M
9.29%
6M
20.98%
YTD
28.69%
1Y
59.22%
3Y*
18.59%
5Y*
12.03%
10Y*
10.71%
ALL TIME*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$647.00M$614.33M$803.67M
$2.16B$2.18B$1.96B

CLS vs. JNJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLS
Celestica Inc.
3.27%220.27%215.23%159.80%1.26%37.92%-2.42%-5.70%-16.32%-11.56%
JNJ
Johnson & Johnson
28.69%47.48%-4.81%-8.58%5.97%11.44%10.82%16.22%-5.13%24.43%

Correlation

The correlation between CLS and JNJ is -0.11, 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

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

-0.13

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jun 30, 1998

0.16

The correlation between CLS and JNJ shifts across timeframes, from -0.13 (3 years) to 0.16 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CLS:

$35.10B

JNJ:

$634.06B

EPS

CLS:

$8.29

JNJ:

$8.63

PE Ratio

CLS:

36.84

JNJ:

30.53

PEG Ratio

CLS:

0.49

JNJ:

1.02

PS Ratio

CLS:

2.56

JNJ:

6.56

PB Ratio

CLS:

16.83

JNJ:

7.56

Total Revenue (TTM)

CLS:

$13.81B

JNJ:

$97.93B

Gross Profit (TTM)

CLS:

$1.60B

JNJ:

$68.99B

EBITDA (TTM)

CLS:

$1.32B

JNJ:

$31.92B

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Return for Risk

CLS vs. JNJ — Risk / Return Rank

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

CLS
CLS Risk / Return Rank: 8080
Overall Rank
CLS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
CLS Sortino Ratio Rank: 7777
Sortino Ratio Rank
CLS Omega Ratio Rank: 7676
Omega Ratio Rank
CLS Calmar Ratio Rank: 8383
Calmar Ratio Rank
CLS Martin Ratio Rank: 8383
Martin Ratio Rank

JNJ
JNJ Risk / Return Rank: 9797
Overall Rank
JNJ Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
JNJ Sortino Ratio Rank: 9898
Sortino Ratio Rank
JNJ Omega Ratio Rank: 9797
Omega Ratio Rank
JNJ Calmar Ratio Rank: 9595
Calmar Ratio Rank
JNJ Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CLS vs. JNJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Celestica Inc. (CLS) and Johnson & Johnson (JNJ). 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.


CLSJNJDifference
Sharpe ratioReturn per unit of total volatility

-2.13

Sortino ratioReturn per unit of downside risk

-2.74

Omega ratioGain probability vs. loss probability

1.22

1.56

-0.33

Calmar ratioReturn relative to maximum drawdown

2.39

5.43

-3.04

Martin ratioReturn relative to average drawdown

5.79

15.17

-9.37

CLS vs. JNJ - Sharpe Ratio Comparison

The current CLS Sharpe Ratio is 1.15, which is lower than the JNJ Sharpe Ratio of 3.28. The chart below compares the historical Sharpe Ratios of CLS and JNJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CLS vs. JNJ - Drawdown Comparison

The maximum CLS drawdown since its inception was -96.93%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for CLS and JNJ.


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Drawdown Indicators


CLSJNJDifference

Max Drawdown

Largest peak-to-trough decline

-96.93%

-50.67%

-46.26%

Max Drawdown (1Y)

Largest decline over 1 year

-36.21%

-10.96%

-25.25%

Max Drawdown (3Y)

Largest decline over 3 years

-53.96%

-15.95%

-38.01%

Max Drawdown (5Y)

Largest decline over 5 years

-53.96%

-18.41%

-35.55%

Max Drawdown (10Y)

Largest decline over 10 years

-80.60%

-27.37%

-53.23%

Current Drawdown

Current decline from peak

-35.38%

-1.44%

-33.94%

Average Drawdown

Average peak-to-trough decline

-73.13%

-11.88%

-61.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.92%

3.92%

+11.00%

Volatility

CLS vs. JNJ - Volatility Comparison

Celestica Inc. (CLS) has a higher volatility of 22.47% compared to Johnson & Johnson (JNJ) at 8.75%. This indicates that CLS's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLSJNJDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.47%

8.75%

+13.72%

Volatility (6M)

Calculated over the trailing 6-month period

56.09%

14.62%

+41.47%

Volatility (1Y)

Calculated over the trailing 1-year period

75.19%

18.12%

+57.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.52%

17.37%

+41.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.42%

18.71%

+31.71%

Dividends

CLS vs. JNJ - Dividend Comparison

CLS has not paid dividends to shareholders, while JNJ's dividend yield for the trailing twelve months is around 1.99%.


PositionTTM20252024202320222021202020192018201720162015
CLS
Celestica Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JNJ
Johnson & Johnson
1.99%2.48%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%

Financials

CLS vs. JNJ - Financials Comparison

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


0.005.00B10.00B15.00B20.00B25.00B20222023202420252026
4.05B
25.31B
(CLS) Total Revenue
(JNJ) Total Revenue
Values in USD except per share items

CLS vs. JNJ - Profitability Comparison

The chart below illustrates the profitability comparison between Celestica Inc. and Johnson & Johnson over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
10.8%
73.1%
Portfolio components
CLS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.

JNJ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported a gross profit of 18.50B and revenue of 25.31B. Therefore, the gross margin over that period was 73.1%.

CLS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Celestica Inc. reported an operating income of 272.10M and revenue of 4.05B, resulting in an operating margin of 6.7%.

JNJ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported an operating income of 7.17B and revenue of 25.31B, resulting in an operating margin of 28.3%.

CLS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Celestica Inc. reported a net income of 212.30M and revenue of 4.05B, resulting in a net margin of 5.3%.

JNJ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported a net income of 5.53B and revenue of 25.31B, resulting in a net margin of 21.9%.


Frequently Asked Questions


CLS and JNJ have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CLS has higher volatility (22.47%) compared to JNJ (8.75%). In terms of maximum drawdown, CLS dropped -96.93% vs JNJ's -50.67%.

JNJ currently has the higher Sharpe Ratio (3.28 vs 1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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