PortfoliosLab logo
FN vs. CLS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FN and CLS is 0.53, 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.


Performance

FN vs. CLS - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

FN:

-0.09

CLS:

1.35

Sortino Ratio

FN:

0.33

CLS:

1.80

Omega Ratio

FN:

1.04

CLS:

1.26

Calmar Ratio

FN:

-0.13

CLS:

1.75

Martin Ratio

FN:

-0.28

CLS:

4.29

Ulcer Index

FN:

17.89%

CLS:

21.95%

Daily Std Dev

FN:

63.47%

CLS:

75.47%

Max Drawdown

FN:

-70.46%

CLS:

-96.93%

Current Drawdown

FN:

-14.86%

CLS:

-19.69%

Fundamentals

Market Cap

FN:

$8.42B

CLS:

$13.27B

EPS

FN:

$8.90

CLS:

$3.58

PE Ratio

FN:

26.17

CLS:

32.23

PEG Ratio

FN:

1.19

CLS:

19.42

PS Ratio

FN:

2.58

CLS:

1.32

PB Ratio

FN:

4.41

CLS:

8.52

Total Revenue (TTM)

FN:

$3.26B

CLS:

$10.09B

Gross Profit (TTM)

FN:

$394.51M

CLS:

$1.07B

EBITDA (TTM)

FN:

$377.71M

CLS:

$724.86M

Returns By Period

In the year-to-date period, FN achieves a 5.91% return, which is significantly lower than CLS's 25.01% return. Over the past 10 years, FN has outperformed CLS with an annualized return of 28.98%, while CLS has yielded a comparatively lower 24.69% annualized return.


FN

YTD

5.91%

1M

10.49%

6M

-0.73%

1Y

-2.78%

3Y*

38.91%

5Y*

29.50%

10Y*

28.98%

CLS

YTD

25.01%

1M

29.34%

6M

35.36%

1Y

106.33%

3Y*

118.70%

5Y*

76.27%

10Y*

24.69%

*Annualized

Compare stocks, funds, or ETFs

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


Fabrinet

Celestica Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FN vs. CLS — Risk-Adjusted Performance Rank

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

FN
The Risk-Adjusted Performance Rank of FN is 4545
Overall Rank
The Sharpe Ratio Rank of FN is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FN is 4545
Sortino Ratio Rank
The Omega Ratio Rank of FN is 4646
Omega Ratio Rank
The Calmar Ratio Rank of FN is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FN is 4545
Martin Ratio Rank

CLS
The Risk-Adjusted Performance Rank of CLS is 8585
Overall Rank
The Sharpe Ratio Rank of CLS is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of CLS is 8282
Sortino Ratio Rank
The Omega Ratio Rank of CLS is 8383
Omega Ratio Rank
The Calmar Ratio Rank of CLS is 9191
Calmar Ratio Rank
The Martin Ratio Rank of CLS is 8383
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.

FN vs. CLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fabrinet (FN) 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 current FN Sharpe Ratio is -0.09, which is lower than the CLS Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of FN 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.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FN vs. CLS - Dividend Comparison

Neither FN nor CLS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FN vs. CLS - Drawdown Comparison

The maximum FN drawdown since its inception was -70.46%, smaller than the maximum CLS drawdown of -96.93%. Use the drawdown chart below to compare losses from any high point for FN and CLS.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FN vs. CLS - Volatility Comparison

The current volatility for Fabrinet (FN) is 13.32%, while Celestica Inc. (CLS) has a volatility of 14.80%. This indicates that FN 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.


Loading data...

Financials

FN vs. CLS - Financials Comparison

This section allows you to compare key financial metrics between Fabrinet 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


500.00M1.00B1.50B2.00B2.50B20212022202320242025
871.80M
2.65B
(FN) Total Revenue
(CLS) Total Revenue
Values in USD except per share items

FN vs. CLS - Profitability Comparison

The chart below illustrates the profitability comparison between Fabrinet 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

7.0%8.0%9.0%10.0%11.0%12.0%13.0%20212022202320242025
11.7%
10.3%
(FN) Gross Margin
(CLS) Gross Margin
FN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Fabrinet reported a gross profit of 102.18M and revenue of 871.80M. Therefore, the gross margin over that period was 11.7%.

CLS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Celestica Inc. reported a gross profit of 273.90M and revenue of 2.65B. Therefore, the gross margin over that period was 10.3%.

FN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Fabrinet reported an operating income of 78.86M and revenue of 871.80M, resulting in an operating margin of 9.1%.

CLS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Celestica Inc. reported an operating income of 128.80M and revenue of 2.65B, resulting in an operating margin of 4.9%.

FN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Fabrinet reported a net income of 81.29M and revenue of 871.80M, resulting in a net margin of 9.3%.

CLS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Celestica Inc. reported a net income of 86.20M and revenue of 2.65B, resulting in a net margin of 3.3%.