CLS vs. VRT

Last updated Apr 1, 2026

Compare and contrast key facts about Celestica Inc. (CLS) and Vertiv Holdings Co. (VRT).

Performance

CLS vs. VRT - Performance Comparison

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

CLS vs. VRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
CLS Celestica Inc.	-4.71%	220.27%	215.23%	159.80%	1.26%	37.92%	-2.42%	-5.70%	-26.05%
VRT Vertiv Holdings Co.	54.71%	42.80%	136.82%	251.81%	-45.25%	33.80%	69.36%	12.55%	-0.51%

Fundamentals

Market Cap CLS : $32.65B VRT : $98.15B
EPS CLS : $7.19 VRT : $3.41
PE Ratio CLS : 39.16 VRT : 73.44
PEG Ratio CLS : 0.53 VRT : 0.32
PS Ratio CLS : 2.63 VRT : 13.32
PB Ratio CLS : 14.76 VRT : 24.90
Total Revenue (TTM) CLS : $12.41B VRT : $7.35B
Gross Profit (TTM) CLS : $1.44B VRT : $736.40M
EBITDA (TTM) CLS : $1.21B VRT : $2.05B

Returns By Period

In the year-to-date period, CLS achieves a -4.71% return, which is significantly lower than VRT's 54.71% return.

CLS

• 1D: 9.49%
• 1M: 1.46%
• YTD: -4.71%
• 6M: 14.33%
• 1Y: 257.42%
• 3Y*: 179.50%
• 5Y*: 100.42%
• 10Y*: 38.34%

VRT

• 1D: 6.98%
• 1M: -1.67%
• YTD: 54.71%
• 6M: 66.20%
• 1Y: 247.49%
• 3Y*: 159.97%
• 5Y*: 64.32%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CLS vs. VRT — Risk / Return Rank

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

CLS

CLS Risk / Return Rank: 96
CLS Sharpe Ratio Rank: 98
CLS Sortino Ratio Rank: 94
CLS Omega Ratio Rank: 93
CLS Calmar Ratio Rank: 98
CLS Martin Ratio Rank: 97

VRT

VRT Risk / Return Rank: 98
VRT Sharpe Ratio Rank: 99
VRT Sortino Ratio Rank: 97
VRT Omega Ratio Rank: 95
VRT Calmar Ratio Rank: 98
VRT Martin Ratio Rank: 98

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. VRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Celestica Inc. (CLS) and Vertiv Holdings Co. (VRT). 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.

	CLS	VRT	Difference
Sharpe ratio Return per unit of total volatility	3.61	3.97	-0.36
Sortino ratio Return per unit of downside risk	3.28	3.91	-0.63
Omega ratio Gain probability vs. loss probability	1.44	1.52	-0.08
Calmar ratio Return relative to maximum drawdown	8.23	9.60	-1.37
Martin ratio Return relative to average drawdown	21.92	27.88	-5.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CLS vs. VRT - Sharpe Ratio Comparison

The current CLS Sharpe Ratio is 3.61, which is comparable to the VRT Sharpe Ratio of 3.97. The chart below compares the historical Sharpe Ratios of CLS and VRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CLS	VRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.61	3.97	-0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.81	1.06	+0.75
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.79	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.97	-0.72

Correlation

The correlation between CLS and VRT is 0.48, 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.

Dividends

CLS vs. VRT - Dividend Comparison

CLS has not paid dividends to shareholders, while VRT's dividend yield for the trailing twelve months is around 0.08%.

	TTM	2025	2024	2023	2022	2021	2020
CLS Celestica Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VRT Vertiv Holdings Co.	0.08%	0.11%	0.10%	0.05%	0.07%	0.04%	0.05%

Drawdowns

CLS vs. VRT - Drawdown Comparison

The maximum CLS drawdown since its inception was -96.93%, which is greater than VRT's maximum drawdown of -71.24%. Use the drawdown chart below to compare losses from any high point for CLS and VRT.

Drawdown Indicators

	CLS	VRT	Difference
Max Drawdown Largest peak-to-trough decline	-96.93%	-71.24%	-25.69%
Max Drawdown (1Y) Largest decline over 1 year	-29.24%	-24.78%	-4.46%
Max Drawdown (5Y) Largest decline over 5 years	-53.96%	-71.24%	+17.28%
Max Drawdown (10Y) Largest decline over 10 years	-80.60%	—	—
Current Drawdown Current decline from peak	-20.12%	-9.26%	-10.86%
Average Drawdown Average peak-to-trough decline	-73.79%	-16.47%	-57.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.98%	8.53%	+2.45%

Volatility

CLS vs. VRT - Volatility Comparison

Celestica Inc. (CLS) has a higher volatility of 23.87% compared to Vertiv Holdings Co. (VRT) at 20.14%. This indicates that CLS's price experiences larger fluctuations and is considered to be riskier than VRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CLS	VRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.87%	20.14%	+3.73%
Volatility (6M) Calculated over the trailing 6-month period	54.95%	45.36%	+9.59%
Volatility (1Y) Calculated over the trailing 1-year period	72.02%	62.91%	+9.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.73%	61.08%	-5.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.76%	54.59%	-5.83%

Financials