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DSG.TO vs. CLS.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DSG.TO and CLS.TO is 0.31, 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.


-0.50.00.51.00.3

Performance

DSG.TO vs. CLS.TO - Performance Comparison

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

0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
12.39%
124.39%
DSG.TO
CLS.TO

Key characteristics

Sharpe Ratio

DSG.TO:

1.62

CLS.TO:

3.61

Sortino Ratio

DSG.TO:

2.14

CLS.TO:

3.23

Omega Ratio

DSG.TO:

1.29

CLS.TO:

1.49

Calmar Ratio

DSG.TO:

3.39

CLS.TO:

4.15

Martin Ratio

DSG.TO:

10.05

CLS.TO:

20.23

Ulcer Index

DSG.TO:

3.86%

CLS.TO:

11.76%

Daily Std Dev

DSG.TO:

23.89%

CLS.TO:

65.96%

Max Drawdown

DSG.TO:

-99.00%

CLS.TO:

-97.34%

Current Drawdown

DSG.TO:

-9.15%

CLS.TO:

-17.45%

Fundamentals

Market Cap

DSG.TO:

CA$13.63B

CLS.TO:

CA$19.71B

EPS

DSG.TO:

CA$2.25

CLS.TO:

CA$5.12

PE Ratio

DSG.TO:

70.80

CLS.TO:

33.15

PEG Ratio

DSG.TO:

2.51

CLS.TO:

0.00

Total Revenue (TTM)

DSG.TO:

CA$483.53M

CLS.TO:

CA$7.10B

Gross Profit (TTM)

DSG.TO:

CA$364.41M

CLS.TO:

CA$744.00M

EBITDA (TTM)

DSG.TO:

CA$126.13M

CLS.TO:

CA$552.70M

Returns By Period

In the year-to-date period, DSG.TO achieves a -2.52% return, which is significantly lower than CLS.TO's 27.94% return. Over the past 10 years, DSG.TO has underperformed CLS.TO with an annualized return of 23.64%, while CLS.TO has yielded a comparatively higher 27.54% annualized return.


DSG.TO

YTD

-2.52%

1M

-7.95%

6M

18.35%

1Y

37.13%

5Y*

21.83%

10Y*

23.64%

CLS.TO

YTD

27.94%

1M

-4.29%

6M

136.29%

1Y

201.58%

5Y*

76.47%

10Y*

27.54%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DSG.TO vs. CLS.TO — Risk-Adjusted Performance Rank

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

DSG.TO
The Risk-Adjusted Performance Rank of DSG.TO is 8888
Overall Rank
The Sharpe Ratio Rank of DSG.TO is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of DSG.TO is 8282
Sortino Ratio Rank
The Omega Ratio Rank of DSG.TO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of DSG.TO is 9696
Calmar Ratio Rank
The Martin Ratio Rank of DSG.TO is 9292
Martin Ratio Rank

CLS.TO
The Risk-Adjusted Performance Rank of CLS.TO is 9696
Overall Rank
The Sharpe Ratio Rank of CLS.TO is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of CLS.TO is 9393
Sortino Ratio Rank
The Omega Ratio Rank of CLS.TO is 9494
Omega Ratio Rank
The Calmar Ratio Rank of CLS.TO is 9797
Calmar Ratio Rank
The Martin Ratio Rank of CLS.TO is 9797
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.

DSG.TO vs. CLS.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Descartes Systems Group Inc. (DSG.TO) and Celestica Inc. (CLS.TO). 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 DSG.TO, currently valued at 1.31, compared to the broader market-2.000.002.001.313.34
The chart of Sortino ratio for DSG.TO, currently valued at 1.77, compared to the broader market-4.00-2.000.002.004.006.001.773.09
The chart of Omega ratio for DSG.TO, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.46
The chart of Calmar ratio for DSG.TO, currently valued at 3.23, compared to the broader market0.002.004.006.003.234.22
The chart of Martin ratio for DSG.TO, currently valued at 7.77, compared to the broader market-10.000.0010.0020.0030.007.7718.80
DSG.TO
CLS.TO

The current DSG.TO Sharpe Ratio is 1.62, which is lower than the CLS.TO Sharpe Ratio of 3.61. The chart below compares the historical Sharpe Ratios of DSG.TO and CLS.TO, 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 Ratio1.002.003.004.005.006.00SeptemberOctoberNovemberDecember2025February
1.31
3.34
DSG.TO
CLS.TO

Dividends

DSG.TO vs. CLS.TO - Dividend Comparison

Neither DSG.TO nor CLS.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DSG.TO vs. CLS.TO - Drawdown Comparison

The maximum DSG.TO drawdown since its inception was -99.00%, roughly equal to the maximum CLS.TO drawdown of -97.34%. Use the drawdown chart below to compare losses from any high point for DSG.TO and CLS.TO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.58%
-16.97%
DSG.TO
CLS.TO

Volatility

DSG.TO vs. CLS.TO - Volatility Comparison

The current volatility for The Descartes Systems Group Inc. (DSG.TO) is 7.96%, while Celestica Inc. (CLS.TO) has a volatility of 42.03%. This indicates that DSG.TO experiences smaller price fluctuations and is considered to be less risky than CLS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
7.96%
42.03%
DSG.TO
CLS.TO

Financials

DSG.TO vs. CLS.TO - Financials Comparison

This section allows you to compare key financial metrics between The Descartes Systems Group 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 CAD 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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