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CLS vs. VGUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLS vs. VGUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Celestica Inc. (CLS) and Vanguard Ultra-Short Treasury ETF (VGUS). 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 21.73% return, which is significantly higher than VGUS's 1.81% return.


CLS

1D
1.43%
1M
-8.46%
6M
19.04%
YTD
21.73%
1Y
123.47%
3Y*
183.16%
5Y*
115.63%
10Y*
44.01%

VGUS

1D
0.03%
1M
0.27%
6M
1.71%
YTD
1.81%
1Y
3.86%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLS vs. VGUS - Yearly Performance Comparison


2026 (YTD)2025
CLS
Celestica Inc.
21.73%126.99%
VGUS
Vanguard Ultra-Short Treasury ETF
1.81%3.78%

Correlation

The correlation between CLS and VGUS is -0.10, 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

-0.10

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2025

-0.15

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Return for Risk

CLS vs. VGUS — Risk / Return Rank

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

CLS
CLS Risk / Return Rank: 8787
Overall Rank
CLS Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CLS Sortino Ratio Rank: 8282
Sortino Ratio Rank
CLS Omega Ratio Rank: 8282
Omega Ratio Rank
CLS Calmar Ratio Rank: 9292
Calmar Ratio Rank
CLS Martin Ratio Rank: 8989
Martin Ratio Rank

VGUS
VGUS Risk / Return Rank: 100100
Overall Rank
VGUS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VGUS Sortino Ratio Rank: 100100
Sortino Ratio Rank
VGUS Omega Ratio Rank: 100100
Omega Ratio Rank
VGUS Calmar Ratio Rank: 9999
Calmar Ratio Rank
VGUS Martin Ratio Rank: 100100
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. VGUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Celestica Inc. (CLS) and Vanguard Ultra-Short Treasury ETF (VGUS). 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.


CLSVGUSDifference
Sharpe ratioReturn per unit of total volatility

-10.15

Sortino ratioReturn per unit of downside risk

-31.96

Omega ratioGain probability vs. loss probability

1.28

10.38

-9.10

Calmar ratioReturn relative to maximum drawdown

4.35

53.31

-48.96

Martin ratioReturn relative to average drawdown

9.37

403.23

-393.86

CLS vs. VGUS - Sharpe Ratio Comparison

The current CLS Sharpe Ratio is 1.73, which is lower than the VGUS Sharpe Ratio of 11.88. The chart below compares the historical Sharpe Ratios of CLS and VGUS, 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. VGUS - Drawdown Comparison

The maximum CLS drawdown since its inception was -96.93%, which is greater than VGUS's maximum drawdown of -0.07%. Use the drawdown chart below to compare losses from any high point for CLS and VGUS.


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Drawdown Indicators


CLSVGUSDifference

Max Drawdown

Largest peak-to-trough decline

-96.93%

-0.07%

-96.86%

Max Drawdown (1Y)

Largest decline over 1 year

-29.24%

-0.07%

-29.17%

Max Drawdown (3Y)

Largest decline over 3 years

-53.96%

Max Drawdown (5Y)

Largest decline over 5 years

-53.96%

Max Drawdown (10Y)

Largest decline over 10 years

-80.60%

Current Drawdown

Current decline from peak

-23.83%

0.00%

-23.83%

Average Drawdown

Average peak-to-trough decline

-73.19%

-0.00%

-73.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.56%

0.01%

+13.55%

Volatility

CLS vs. VGUS - Volatility Comparison

Celestica Inc. (CLS) has a higher volatility of 18.67% compared to Vanguard Ultra-Short Treasury ETF (VGUS) at 0.07%. This indicates that CLS's price experiences larger fluctuations and is considered to be riskier than VGUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLSVGUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.67%

0.07%

+18.60%

Volatility (6M)

Calculated over the trailing 6-month period

54.75%

0.19%

+54.56%

Volatility (1Y)

Calculated over the trailing 1-year period

73.61%

0.33%

+73.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.07%

0.34%

+57.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.17%

0.34%

+49.83%

Dividends

CLS vs. VGUS - Dividend Comparison

CLS has not paid dividends to shareholders, while VGUS's dividend yield for the trailing twelve months is around 3.61%.


PositionTTM2025
CLS
Celestica Inc.
0.00%0.00%
VGUS
Vanguard Ultra-Short Treasury ETF
3.61%3.12%

Frequently Asked Questions


CLS and VGUS have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CLS has higher volatility (18.67%) compared to VGUS (0.07%). In terms of maximum drawdown, CLS dropped -96.93% vs VGUS's -0.07%.

VGUS currently has the higher Sharpe Ratio (11.88 vs 1.73), 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

Find the right allocation for CLS and VGUS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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