PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CLS vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CLS and VOO is 0.53, 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.


-0.50.00.51.00.5

Performance

CLS vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Celestica Inc. (CLS) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
76.36%
10.98%
CLS
VOO

Key characteristics

Sharpe Ratio

CLS:

4.08

VOO:

2.30

Sortino Ratio

CLS:

3.92

VOO:

3.05

Omega Ratio

CLS:

1.51

VOO:

1.43

Calmar Ratio

CLS:

3.37

VOO:

3.39

Martin Ratio

CLS:

19.96

VOO:

15.10

Ulcer Index

CLS:

11.37%

VOO:

1.90%

Daily Std Dev

CLS:

55.72%

VOO:

12.48%

Max Drawdown

CLS:

-96.93%

VOO:

-33.99%

Current Drawdown

CLS:

-1.68%

VOO:

-0.76%

Returns By Period

In the year-to-date period, CLS achieves a 233.09% return, which is significantly higher than VOO's 28.23% return. Over the past 10 years, CLS has outperformed VOO with an annualized return of 23.59%, while VOO has yielded a comparatively lower 13.23% annualized return.


CLS

YTD

233.09%

1M

9.39%

6M

74.75%

1Y

227.06%

5Y*

64.52%

10Y*

23.59%

VOO

YTD

28.23%

1M

1.30%

6M

11.10%

1Y

28.67%

5Y*

15.07%

10Y*

13.23%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CLS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Celestica Inc. (CLS) and Vanguard S&P 500 ETF (VOO). 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 4.08, compared to the broader market-4.00-2.000.002.004.082.30
The chart of Sortino ratio for CLS, currently valued at 3.92, compared to the broader market-4.00-2.000.002.004.003.923.05
The chart of Omega ratio for CLS, currently valued at 1.50, compared to the broader market0.501.001.502.001.511.43
The chart of Calmar ratio for CLS, currently valued at 6.46, compared to the broader market0.002.004.006.006.463.39
The chart of Martin ratio for CLS, currently valued at 19.96, compared to the broader market0.0010.0020.0019.9615.10
CLS
VOO

The current CLS Sharpe Ratio is 4.08, which is higher than the VOO Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of CLS and VOO, 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 Ratio1.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
4.08
2.30
CLS
VOO

Dividends

CLS vs. VOO - Dividend Comparison

CLS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.21%.


TTM20232022202120202019201820172016201520142013
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%
VOO
Vanguard S&P 500 ETF
1.21%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

CLS vs. VOO - Drawdown Comparison

The maximum CLS drawdown since its inception was -96.93%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CLS and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.68%
-0.76%
CLS
VOO

Volatility

CLS vs. VOO - Volatility Comparison

Celestica Inc. (CLS) has a higher volatility of 15.91% compared to Vanguard S&P 500 ETF (VOO) at 3.90%. This indicates that CLS's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.91%
3.90%
CLS
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab