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CVLT vs. CLS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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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Returns By Period

In the year-to-date period, CVLT achieves a -3.04% return, which is significantly lower than CLS's 43.89% return. Over the past 10 years, CVLT has underperformed CLS with an annualized return of 10.08%, while CLS has yielded a comparatively higher 44.34% annualized return.


CVLT

1D
0.58%
1M
18.26%
YTD
-3.04%
6M
0.17%
1Y
-33.27%
3Y*
19.61%
5Y*
9.10%
10Y*
10.08%

CLS

1D
-7.16%
1M
1.84%
YTD
43.89%
6M
31.78%
1Y
254.76%
3Y*
219.60%
5Y*
118.10%
10Y*
44.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVLT vs. CLS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVLT
Commvault Systems, Inc.
-3.04%-16.93%88.99%27.07%-8.82%24.47%24.04%-24.45%12.55%2.14%
CLS
Celestica Inc.
43.89%220.27%215.23%159.80%1.26%37.92%-2.42%-5.70%-16.32%-11.56%

Correlation

The correlation between CVLT and CLS is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2006

0.36

The correlation between CVLT and CLS shifts across timeframes, from 0.17 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CVLT:

$5.26B

CLS:

$49.21B

EPS

CVLT:

$1.58

CLS:

$8.28

PE Ratio

CVLT:

76.70

CLS:

51.34

PEG Ratio

CVLT:

0.25

CLS:

0.69

PS Ratio

CVLT:

4.58

CLS:

3.57

PB Ratio

CVLT:

701.71

CLS:

23.46

Total Revenue (TTM)

CVLT:

$1.18B

CLS:

$13.81B

Gross Profit (TTM)

CVLT:

$960.57M

CLS:

$1.60B

EBITDA (TTM)

CVLT:

$98.68M

CLS:

$1.32B

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Return for Risk

CVLT vs. CLS — Risk / Return Rank

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

CVLT
CVLT Risk / Return Rank: 2020
Overall Rank
CVLT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CVLT Sortino Ratio Rank: 2020
Sortino Ratio Rank
CVLT Omega Ratio Rank: 1717
Omega Ratio Rank
CVLT Calmar Ratio Rank: 2222
Calmar Ratio Rank
CVLT Martin Ratio Rank: 2424
Martin Ratio Rank

CLS
CLS Risk / Return Rank: 9494
Overall Rank
CLS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CLS Sortino Ratio Rank: 9090
Sortino Ratio Rank
CLS Omega Ratio Rank: 9090
Omega Ratio Rank
CLS Calmar Ratio Rank: 9797
Calmar Ratio Rank
CLS Martin Ratio Rank: 9696
Martin Ratio Rank
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.

CVLT vs. CLS - Risk-Adjusted Trends 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.


CVLTCLSDifference
Sharpe ratioReturn per unit of total volatility

-4.20

Sortino ratioReturn per unit of downside risk

-3.77

Omega ratioGain probability vs. loss probability

0.92

1.43

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.54

8.78

-9.32

Martin ratioReturn relative to average drawdown

-0.91

22.11

-23.01

CVLT vs. CLS - Sharpe Ratio Comparison

The current CVLT Sharpe Ratio is -0.59, which is lower than the CLS Sharpe Ratio of 3.61. The chart below compares the historical Sharpe Ratios of CVLT and CLS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CVLTCLSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.59

3.61

-4.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

2.07

-1.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.89

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.28

-0.03

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.


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Drawdown Indicators


CVLTCLSDifference

Max Drawdown

Largest peak-to-trough decline

-68.89%

-96.93%

+28.04%

Max Drawdown (1Y)

Largest decline over 1 year

-61.53%

-29.24%

-32.29%

Max Drawdown (3Y)

Largest decline over 3 years

-61.53%

-53.96%

-7.57%

Max Drawdown (5Y)

Largest decline over 5 years

-61.53%

-53.96%

-7.57%

Max Drawdown (10Y)

Largest decline over 10 years

-61.53%

-80.60%

+19.07%

Current Drawdown

Current decline from peak

-37.80%

-9.96%

-27.84%

Average Drawdown

Average peak-to-trough decline

-26.91%

-73.37%

+46.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.77%

11.58%

+25.19%

Volatility

CVLT vs. CLS - Volatility Comparison

The current volatility for Commvault Systems, Inc. (CVLT) is 10.89%, while Celestica Inc. (CLS) has a volatility of 23.57%. 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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Volatility by Period


CVLTCLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.89%

23.57%

-12.68%

Volatility (6M)

Calculated over the trailing 6-month period

48.33%

53.40%

-5.07%

Volatility (1Y)

Calculated over the trailing 1-year period

56.32%

71.11%

-14.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.33%

57.31%

-14.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.69%

49.73%

-12.04%

Dividends

CVLT vs. CLS - Dividend Comparison

Neither CVLT nor CLS has paid dividends to shareholders.


Tickers have no history of dividend payments

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


0.001.00B2.00B3.00B4.00B20222023202420252026
311.69M
4.05B
(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%20222023202420252026
81.4%
10.8%
Portfolio components
CVLT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Commvault Systems, Inc. reported a gross profit of 253.69M and revenue of 311.69M. Therefore, the gross margin over that period was 81.4%.

CLS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Celestica Inc. reported a gross profit of 437.20M and revenue of 4.05B. Therefore, the gross margin over that period was 10.8%.

CVLT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Commvault Systems, Inc. reported an operating income of 16.64M and revenue of 311.69M, resulting in an operating margin of 5.3%.

CLS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Celestica Inc. reported an operating income of 272.10M and revenue of 4.05B, resulting in an operating margin of 6.7%.

CVLT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Commvault Systems, Inc. reported a net income of 14.65M and revenue of 311.69M, resulting in a net margin of 4.7%.

CLS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Celestica Inc. reported a net income of 212.30M and revenue of 4.05B, resulting in a net margin of 5.3%.


Frequently Asked Questions


CVLT and CLS have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CLS has higher volatility (23.57%) compared to CVLT (10.89%). In terms of maximum drawdown, CVLT dropped -68.89% vs CLS's -96.93%.

CLS currently has the higher Sharpe Ratio (3.61 vs -0.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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