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

Correlation

The correlation between CVLT and CLS is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

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.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%AugustSeptemberOctoberNovemberDecember2025
33.20%
100.50%
CVLT
CLS

Key characteristics

Sharpe Ratio

CVLT:

2.35

CLS:

5.55

Sortino Ratio

CVLT:

3.75

CLS:

4.61

Omega Ratio

CVLT:

1.51

CLS:

1.60

Calmar Ratio

CVLT:

5.58

CLS:

4.69

Martin Ratio

CVLT:

19.92

CLS:

27.39

Ulcer Index

CVLT:

5.41%

CLS:

11.34%

Daily Std Dev

CVLT:

45.91%

CLS:

55.95%

Max Drawdown

CVLT:

-68.89%

CLS:

-96.93%

Current Drawdown

CVLT:

-9.19%

CLS:

0.00%

Fundamentals

Market Cap

CVLT:

$7.07B

CLS:

$13.24B

EPS

CVLT:

$3.94

CLS:

$3.16

PE Ratio

CVLT:

40.93

CLS:

35.85

PEG Ratio

CVLT:

2.26

CLS:

19.42

Total Revenue (TTM)

CVLT:

$681.24M

CLS:

$7.09B

Gross Profit (TTM)

CVLT:

$553.74M

CLS:

$722.07M

EBITDA (TTM)

CVLT:

$66.03M

CLS:

$552.76M

Returns By Period

In the year-to-date period, CVLT achieves a 6.87% return, which is significantly lower than CLS's 22.73% return. Over the past 10 years, CVLT has underperformed CLS with an annualized return of 12.95%, while CLS has yielded a comparatively higher 25.97% annualized return.


CVLT

YTD

6.87%

1M

1.63%

6M

33.20%

1Y

106.13%

5Y*

28.84%

10Y*

12.95%

CLS

YTD

22.73%

1M

22.98%

6M

100.50%

1Y

296.22%

5Y*

66.71%

10Y*

25.97%

*Annualized

Compare stocks, funds, or ETFs

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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 9696
Overall Rank
The Sharpe Ratio Rank of CVLT is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of CVLT is 9696
Sortino Ratio Rank
The Omega Ratio Rank of CVLT is 9595
Omega Ratio Rank
The Calmar Ratio Rank of CVLT is 9898
Calmar Ratio Rank
The Martin Ratio Rank of CVLT is 9898
Martin Ratio Rank

CLS
The Risk-Adjusted Performance Rank of CLS is 9898
Overall Rank
The Sharpe Ratio Rank of CLS is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of CLS is 9898
Sortino Ratio Rank
The Omega Ratio Rank of CLS is 9797
Omega Ratio Rank
The Calmar Ratio Rank of CLS is 9898
Calmar Ratio Rank
The Martin Ratio Rank of CLS is 9999
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.


Sharpe ratio
The chart of Sharpe ratio for CVLT, currently valued at 2.35, compared to the broader market-2.000.002.004.002.355.55
The chart of Sortino ratio for CVLT, currently valued at 3.75, compared to the broader market-4.00-2.000.002.004.003.754.61
The chart of Omega ratio for CVLT, currently valued at 1.51, compared to the broader market0.501.001.502.001.511.60
The chart of Calmar ratio for CVLT, currently valued at 5.58, compared to the broader market0.002.004.006.005.588.84
The chart of Martin ratio for CVLT, currently valued at 19.92, compared to the broader market-10.000.0010.0020.0030.0019.9227.39
CVLT
CLS

The current CVLT Sharpe Ratio is 2.35, which is lower than the CLS Sharpe Ratio of 5.55. 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.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00AugustSeptemberOctoberNovemberDecember2025
2.35
5.55
CVLT
CLS

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.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.19%
0
CVLT
CLS

Volatility

CVLT vs. CLS - Volatility Comparison

The current volatility for Commvault Systems, Inc. (CVLT) is 10.69%, while Celestica Inc. (CLS) has a volatility of 12.32%. 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.


10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
10.69%
12.32%
CVLT
CLS

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


Values in USD except per share items
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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.

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