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

Correlation

The correlation between FIX and CLS is 0.48, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

FIX vs. CLS - Performance Comparison

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

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2025FebruaryMarchApril
2,015.80%
849.87%
FIX
CLS

Key characteristics

Sharpe Ratio

FIX:

0.50

CLS:

1.38

Sortino Ratio

FIX:

0.99

CLS:

1.88

Omega Ratio

FIX:

1.15

CLS:

1.27

Calmar Ratio

FIX:

0.64

CLS:

1.92

Martin Ratio

FIX:

1.60

CLS:

5.14

Ulcer Index

FIX:

18.31%

CLS:

20.14%

Daily Std Dev

FIX:

58.94%

CLS:

74.98%

Max Drawdown

FIX:

-93.36%

CLS:

-96.93%

Current Drawdown

FIX:

-27.69%

CLS:

-38.02%

Fundamentals

Market Cap

FIX:

$14.04B

CLS:

$10.33B

EPS

FIX:

$14.60

CLS:

$3.61

PE Ratio

FIX:

27.22

CLS:

24.67

PEG Ratio

FIX:

2.06

CLS:

19.42

PS Ratio

FIX:

1.92

CLS:

1.02

PB Ratio

FIX:

7.89

CLS:

5.64

Total Revenue (TTM)

FIX:

$7.32B

CLS:

$10.09B

Gross Profit (TTM)

FIX:

$1.57B

CLS:

$1.07B

EBITDA (TTM)

FIX:

$879.03M

CLS:

$688.86M

Returns By Period

In the year-to-date period, FIX achieves a -6.16% return, which is significantly lower than CLS's -3.52% return. Over the past 10 years, FIX has outperformed CLS with an annualized return of 35.51%, while CLS has yielded a comparatively lower 22.08% annualized return.


FIX

YTD

-6.16%

1M

19.61%

6M

7.49%

1Y

32.11%

5Y*

65.51%

10Y*

35.51%

CLS

YTD

-3.52%

1M

5.52%

6M

28.35%

1Y

104.90%

5Y*

79.75%

10Y*

22.08%

*Annualized

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Risk-Adjusted Performance

FIX vs. CLS — Risk-Adjusted Performance Rank

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

FIX
The Risk-Adjusted Performance Rank of FIX is 7171
Overall Rank
The Sharpe Ratio Rank of FIX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FIX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FIX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FIX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FIX is 7070
Martin Ratio Rank

CLS
The Risk-Adjusted Performance Rank of CLS is 8888
Overall Rank
The Sharpe Ratio Rank of CLS is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of CLS is 8585
Sortino Ratio Rank
The Omega Ratio Rank of CLS is 8585
Omega Ratio Rank
The Calmar Ratio Rank of CLS is 9393
Calmar Ratio Rank
The Martin Ratio Rank of CLS is 8787
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.

FIX vs. CLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Comfort Systems USA, Inc. (FIX) 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 chart of Sharpe ratio for FIX, currently valued at 0.50, compared to the broader market-2.00-1.000.001.002.003.00
FIX: 0.50
CLS: 1.38
The chart of Sortino ratio for FIX, currently valued at 0.99, compared to the broader market-6.00-4.00-2.000.002.004.00
FIX: 0.99
CLS: 1.88
The chart of Omega ratio for FIX, currently valued at 1.15, compared to the broader market0.501.001.502.00
FIX: 1.15
CLS: 1.27
The chart of Calmar ratio for FIX, currently valued at 0.64, compared to the broader market0.001.002.003.004.005.00
FIX: 0.64
CLS: 1.92
The chart of Martin ratio for FIX, currently valued at 1.60, compared to the broader market-5.000.005.0010.0015.0020.00
FIX: 1.60
CLS: 5.14

The current FIX Sharpe Ratio is 0.50, which is lower than the CLS Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of FIX 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 Ratio0.001.002.003.004.005.006.00NovemberDecember2025FebruaryMarchApril
0.50
1.38
FIX
CLS

Dividends

FIX vs. CLS - Dividend Comparison

FIX's dividend yield for the trailing twelve months is around 0.34%, while CLS has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FIX
Comfort Systems USA, Inc.
0.34%0.28%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%
CLS
Celestica Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FIX vs. CLS - Drawdown Comparison

The maximum FIX drawdown since its inception was -93.36%, roughly equal to the maximum CLS drawdown of -96.93%. Use the drawdown chart below to compare losses from any high point for FIX and CLS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-27.69%
-38.02%
FIX
CLS

Volatility

FIX vs. CLS - Volatility Comparison

The current volatility for Comfort Systems USA, Inc. (FIX) is 23.51%, while Celestica Inc. (CLS) has a volatility of 31.13%. This indicates that FIX 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%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
23.51%
31.13%
FIX
CLS

Financials

FIX vs. CLS - Financials Comparison

This section allows you to compare key financial metrics between Comfort Systems USA, 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