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CVLT vs. CLS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CVLT and CLS is 0.55, 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.


Performance

CVLT vs. CLS - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CVLT:

1.15

CLS:

1.55

Sortino Ratio

CVLT:

2.10

CLS:

2.18

Omega Ratio

CVLT:

1.28

CLS:

1.31

Calmar Ratio

CVLT:

2.46

CLS:

2.52

Martin Ratio

CVLT:

6.99

CLS:

6.28

Ulcer Index

CVLT:

9.10%

CLS:

21.66%

Daily Std Dev

CVLT:

53.42%

CLS:

75.66%

Max Drawdown

CVLT:

-68.89%

CLS:

-96.93%

Current Drawdown

CVLT:

-5.25%

CLS:

-21.17%

Fundamentals

Market Cap

CVLT:

$7.86B

CLS:

$13.05B

EPS

CVLT:

$1.67

CLS:

$3.58

PE Ratio

CVLT:

106.61

CLS:

31.63

PEG Ratio

CVLT:

2.26

CLS:

19.42

PS Ratio

CVLT:

7.89

CLS:

1.29

PB Ratio

CVLT:

24.16

CLS:

8.37

Total Revenue (TTM)

CVLT:

$995.62M

CLS:

$10.09B

Gross Profit (TTM)

CVLT:

$812.64M

CLS:

$1.07B

EBITDA (TTM)

CVLT:

$90.19M

CLS:

$724.86M

Returns By Period

In the year-to-date period, CVLT achieves a 17.98% return, which is significantly lower than CLS's 22.70% return. Over the past 10 years, CVLT has underperformed CLS with an annualized return of 14.63%, while CLS has yielded a comparatively higher 24.62% annualized return.


CVLT

YTD

17.98%

1M

18.90%

6M

5.64%

1Y

60.05%

5Y*

38.19%

10Y*

14.63%

CLS

YTD

22.70%

1M

34.76%

6M

37.81%

1Y

119.56%

5Y*

80.50%

10Y*

24.62%

*Annualized

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Risk-Adjusted Performance

CVLT vs. CLS — Risk-Adjusted Performance Rank

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

CVLT
The Risk-Adjusted Performance Rank of CVLT is 8989
Overall Rank
The Sharpe Ratio Rank of CVLT is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of CVLT is 8787
Sortino Ratio Rank
The Omega Ratio Rank of CVLT is 8686
Omega Ratio Rank
The Calmar Ratio Rank of CVLT is 9595
Calmar Ratio Rank
The Martin Ratio Rank of CVLT is 9191
Martin Ratio Rank

CLS
The Risk-Adjusted Performance Rank of CLS is 9191
Overall Rank
The Sharpe Ratio Rank of CLS is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of CLS is 8888
Sortino Ratio Rank
The Omega Ratio Rank of CLS is 8989
Omega Ratio Rank
The Calmar Ratio Rank of CLS is 9595
Calmar Ratio Rank
The Martin Ratio Rank of CLS is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CVLT vs. CLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Commvault Systems, Inc. (CVLT) and Celestica Inc. (CLS). 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.


The current CVLT Sharpe Ratio is 1.15, which is comparable to the CLS Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of CVLT and CLS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CVLT vs. CLS - Dividend Comparison

Neither CVLT nor CLS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CVLT vs. CLS - Drawdown Comparison

The maximum CVLT drawdown since its inception was -68.89%, smaller than the maximum CLS drawdown of -96.93%. Use the drawdown chart below to compare losses from any high point for CVLT and CLS. For additional features, visit the drawdowns tool.


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Volatility

CVLT vs. CLS - Volatility Comparison

The current volatility for Commvault Systems, Inc. (CVLT) is 11.65%, while Celestica Inc. (CLS) has a volatility of 17.58%. This indicates that CVLT experiences smaller price fluctuations and is considered to be less risky than CLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

CVLT vs. CLS - Financials Comparison

This section allows you to compare key financial metrics between Commvault Systems, Inc. and Celestica Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B2.00B2.50B20212022202320242025
275.04M
2.65B
(CVLT) Total Revenue
(CLS) Total Revenue
Values in USD except per share items

CVLT vs. CLS - Profitability Comparison

The chart below illustrates the profitability comparison between Commvault Systems, Inc. and Celestica Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20212022202320242025
82.6%
10.3%
(CVLT) Gross Margin
(CLS) Gross Margin
CVLT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Commvault Systems, Inc. reported a gross profit of 227.27M and revenue of 275.04M. Therefore, the gross margin over that period was 82.6%.

CLS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Celestica Inc. reported a gross profit of 273.90M and revenue of 2.65B. Therefore, the gross margin over that period was 10.3%.

CVLT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Commvault Systems, Inc. reported an operating income of 26.73M and revenue of 275.04M, resulting in an operating margin of 9.7%.

CLS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Celestica Inc. reported an operating income of 128.80M and revenue of 2.65B, resulting in an operating margin of 4.9%.

CVLT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Commvault Systems, Inc. reported a net income of 30.99M and revenue of 275.04M, resulting in a net margin of 11.3%.

CLS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Celestica Inc. reported a net income of 86.20M and revenue of 2.65B, resulting in a net margin of 3.3%.