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CLS vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

CLS vs. USD=X - Performance Comparison

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

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Returns By Period


CLS

1D
1.88%
1M
9.64%
YTD
32.99%
6M
28.26%
1Y
213.67%
3Y*
207.28%
5Y*
116.26%
10Y*
43.71%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLS vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLS
Celestica Inc.
32.99%220.27%215.23%159.80%1.26%37.92%-2.42%-5.70%-16.32%-11.56%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

CLS vs. USD=X — Risk / Return Rank

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

CLS
CLS Risk / Return Rank: 9292
Overall Rank
CLS Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CLS Sortino Ratio Rank: 8888
Sortino Ratio Rank
CLS Omega Ratio Rank: 8888
Omega Ratio Rank
CLS Calmar Ratio Rank: 9696
Calmar Ratio Rank
CLS Martin Ratio Rank: 9595
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Celestica Inc. (CLS) and USD Cash (USD=X). 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.


CLSUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

6.91

Martin ratioReturn relative to average drawdown

16.83

CLS vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

CLS vs. USD=X - Drawdown Comparison

The maximum CLS drawdown since its inception was -96.93%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for CLS and USD=X.


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Drawdown Indicators


CLSUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-96.93%

0.00%

-96.93%

Max Drawdown (1Y)

Largest decline over 1 year

-29.24%

0.00%

-29.24%

Max Drawdown (3Y)

Largest decline over 3 years

-53.96%

0.00%

-53.96%

Max Drawdown (5Y)

Largest decline over 5 years

-53.96%

0.00%

-53.96%

Max Drawdown (10Y)

Largest decline over 10 years

-80.60%

0.00%

-80.60%

Current Drawdown

Current decline from peak

-16.78%

0.00%

-16.78%

Average Drawdown

Average peak-to-trough decline

-73.31%

0.00%

-73.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.98%

0.00%

+11.98%

Volatility

CLS vs. USD=X - Volatility Comparison

Celestica Inc. (CLS) has a higher volatility of 27.54% compared to USD Cash (USD=X) at 0.00%. This indicates that CLS's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLSUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.54%

0.00%

+27.54%

Volatility (6M)

Calculated over the trailing 6-month period

55.42%

0.00%

+55.42%

Volatility (1Y)

Calculated over the trailing 1-year period

72.65%

0.00%

+72.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.70%

0.00%

+57.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.97%

0.00%

+49.97%

Frequently Asked Questions


CLS has higher volatility (27.54%) compared to USD=X (0.00%). In terms of maximum drawdown, CLS dropped -96.93% vs USD=X's 0.00%.

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