CLS vs. XLK
Compare and contrast key facts about Celestica Inc. (CLS) and Technology Select Sector SPDR Fund (XLK).
XLK is a passively managed fund by State Street that tracks the performance of the Technology Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CLS or XLK.
Performance
CLS vs. XLK - Performance Comparison
Returns By Period
In the year-to-date period, CLS achieves a 197.06% return, which is significantly higher than XLK's 20.71% return. Over the past 10 years, CLS has outperformed XLK with an annualized return of 23.16%, while XLK has yielded a comparatively lower 20.26% annualized return.
CLS
197.06%
53.46%
61.43%
224.31%
63.21%
23.16%
XLK
20.71%
-0.37%
7.81%
26.58%
22.92%
20.26%
Key characteristics
| CLS | XLK | |
|---|---|---|
| Sharpe Ratio | 3.86 | 1.18 |
| Sortino Ratio | 3.81 | 1.64 |
| Omega Ratio | 1.50 | 1.22 |
| Calmar Ratio | 3.02 | 1.51 |
| Martin Ratio | 18.52 | 5.19 |
| Ulcer Index | 11.30% | 4.92% |
| Daily Std Dev | 54.17% | 21.69% |
| Max Drawdown | -96.93% | -82.05% |
| Current Drawdown | 0.00% | -2.65% |
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Correlation
The correlation between CLS and XLK 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.
Risk-Adjusted Performance
CLS vs. XLK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Celestica Inc. (CLS) and Technology Select Sector SPDR Fund (XLK). 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.
Dividends
CLS vs. XLK - Dividend Comparison
CLS has not paid dividends to shareholders, while XLK's dividend yield for the trailing twelve months is around 0.67%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XLK Technology Select Sector SPDR Fund | 0.67% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
Drawdowns
CLS vs. XLK - Drawdown Comparison
The maximum CLS drawdown since its inception was -96.93%, which is greater than XLK's maximum drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for CLS and XLK. For additional features, visit the drawdowns tool.
Volatility
CLS vs. XLK - Volatility Comparison
Celestica Inc. (CLS) has a higher volatility of 19.10% compared to Technology Select Sector SPDR Fund (XLK) at 6.36%. This indicates that CLS's price experiences larger fluctuations and is considered to be riskier than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.