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EXEL vs. CLBT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EXEL vs. CLBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Exelixis, Inc. (EXEL) and Cellebrite DI Ltd. (CLBT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXEL achieves a 21.22% return, which is significantly higher than CLBT's -28.79% return.


EXEL

1D
-0.69%
1M
3.59%
YTD
21.22%
6M
29.97%
1Y
27.17%
3Y*
40.39%
5Y*
18.25%
10Y*
21.91%

CLBT

1D
0.00%
1M
6.12%
YTD
-28.79%
6M
-31.77%
1Y
-20.94%
3Y*
26.12%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXEL vs. CLBT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EXEL
Exelixis, Inc.
21.22%31.62%38.81%49.56%-12.25%-5.09%
CLBT
Cellebrite DI Ltd.
-28.79%-18.16%154.39%98.62%-45.64%-23.40%

Correlation

The correlation between EXEL and CLBT is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.16

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2021

0.18

Fundamentals

Market Cap

EXEL:

$14.20B

CLBT:

$3.24B

EPS

EXEL:

$3.00

CLBT:

$0.29

PE Ratio

EXEL:

17.72

CLBT:

44.77

PEG Ratio

EXEL:

0.31

CLBT:

0.09

PS Ratio

EXEL:

6.22

CLBT:

6.48

PB Ratio

EXEL:

7.34

CLBT:

6.34

Total Revenue (TTM)

EXEL:

$2.38B

CLBT:

$496.43M

Gross Profit (TTM)

EXEL:

$1.70B

CLBT:

$416.33M

EBITDA (TTM)

EXEL:

$991.79M

CLBT:

$84.98M

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Return for Risk

EXEL vs. CLBT — Risk / Return Rank

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

EXEL
EXEL Risk / Return Rank: 6464
Overall Rank
EXEL Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EXEL Sortino Ratio Rank: 5959
Sortino Ratio Rank
EXEL Omega Ratio Rank: 6363
Omega Ratio Rank
EXEL Calmar Ratio Rank: 6565
Calmar Ratio Rank
EXEL Martin Ratio Rank: 6666
Martin Ratio Rank

CLBT
CLBT Risk / Return Rank: 2424
Overall Rank
CLBT Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CLBT Sortino Ratio Rank: 2525
Sortino Ratio Rank
CLBT Omega Ratio Rank: 2525
Omega Ratio Rank
CLBT Calmar Ratio Rank: 2626
Calmar Ratio Rank
CLBT Martin Ratio Rank: 2121
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.

EXEL vs. CLBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exelixis, Inc. (EXEL) and Cellebrite DI Ltd. (CLBT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EXELCLBTDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.43

Omega ratioGain probability vs. loss probability

1.16

0.96

+0.20

Calmar ratioReturn relative to maximum drawdown

1.08

-0.48

+1.57

Martin ratioReturn relative to average drawdown

2.61

-1.05

+3.66

EXEL vs. CLBT - Sharpe Ratio Comparison

The current EXEL Sharpe Ratio is 0.68, which is higher than the CLBT Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of EXEL and CLBT, 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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Drawdowns

EXEL vs. CLBT - Drawdown Comparison

The maximum EXEL drawdown since its inception was -97.38%, which is greater than CLBT's maximum drawdown of -67.74%. Use the drawdown chart below to compare losses from any high point for EXEL and CLBT.


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Drawdown Indicators


EXELCLBTDifference

Max Drawdown

Largest peak-to-trough decline

-97.38%

-67.74%

-29.64%

Max Drawdown (1Y)

Largest decline over 1 year

-25.16%

-43.61%

+18.45%

Max Drawdown (3Y)

Largest decline over 3 years

-25.34%

-57.58%

+32.24%

Max Drawdown (5Y)

Largest decline over 5 years

-36.12%

Max Drawdown (10Y)

Largest decline over 10 years

-57.20%

Current Drawdown

Current decline from peak

-0.69%

-50.62%

+49.93%

Average Drawdown

Average peak-to-trough decline

-71.03%

-34.54%

-36.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.42%

20.06%

-9.64%

Volatility

EXEL vs. CLBT - Volatility Comparison

The current volatility for Exelixis, Inc. (EXEL) is 9.96%, while Cellebrite DI Ltd. (CLBT) has a volatility of 20.18%. This indicates that EXEL experiences smaller price fluctuations and is considered to be less risky than CLBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXELCLBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.96%

20.18%

-10.22%

Volatility (6M)

Calculated over the trailing 6-month period

25.50%

40.18%

-14.68%

Volatility (1Y)

Calculated over the trailing 1-year period

40.27%

51.73%

-11.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.16%

50.28%

-13.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.47%

50.28%

-5.81%

Dividends

EXEL vs. CLBT - Dividend Comparison

Neither EXEL nor CLBT has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

EXEL vs. CLBT - Financials Comparison

This section allows you to compare key financial metrics between Exelixis, Inc. and Cellebrite DI Ltd.. 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


100.00M200.00M300.00M400.00M500.00M600.00M20222023202420252026
610.81M
128.30M
(EXEL) Total Revenue
(CLBT) Total Revenue
Values in USD except per share items

EXEL vs. CLBT - Profitability Comparison

The chart below illustrates the profitability comparison between Exelixis, Inc. and Cellebrite DI Ltd. 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%100.0%202220232024202520260
82.5%
Portfolio components
EXEL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Exelixis, Inc. reported a gross profit of 0.00 and revenue of 610.81M. Therefore, the gross margin over that period was 0.0%.

CLBT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cellebrite DI Ltd. reported a gross profit of 105.88M and revenue of 128.30M. Therefore, the gross margin over that period was 82.5%.

EXEL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Exelixis, Inc. reported an operating income of 251.34M and revenue of 610.81M, resulting in an operating margin of 41.2%.

CLBT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cellebrite DI Ltd. reported an operating income of 9.23M and revenue of 128.30M, resulting in an operating margin of 7.2%.

EXEL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Exelixis, Inc. reported a net income of 210.47M and revenue of 610.81M, resulting in a net margin of 34.5%.

CLBT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cellebrite DI Ltd. reported a net income of 10.94M and revenue of 128.30M, resulting in a net margin of 8.5%.


Frequently Asked Questions


EXEL and CLBT have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CLBT has higher volatility (20.18%) compared to EXEL (9.96%). In terms of maximum drawdown, EXEL dropped -97.38% vs CLBT's -67.74%.

EXEL currently has the higher Sharpe Ratio (0.68 vs -0.41), 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.

Portfolio Optimizer

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