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

Correlation

The correlation between FN and CLS is 0.42, 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.


-0.50.00.51.00.4

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.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%AugustSeptemberOctoberNovemberDecember2025
-1.22%
99.09%
FN
CLS

Key characteristics

Sharpe Ratio

FN:

0.55

CLS:

5.55

Sortino Ratio

FN:

1.07

CLS:

4.61

Omega Ratio

FN:

1.14

CLS:

1.60

Calmar Ratio

FN:

1.06

CLS:

4.69

Martin Ratio

FN:

2.21

CLS:

27.39

Ulcer Index

FN:

13.45%

CLS:

11.34%

Daily Std Dev

FN:

53.87%

CLS:

55.95%

Max Drawdown

FN:

-70.46%

CLS:

-96.93%

Current Drawdown

FN:

-11.56%

CLS:

0.00%

Fundamentals

Market Cap

FN:

$8.77B

CLS:

$13.24B

EPS

FN:

$8.68

CLS:

$3.16

PE Ratio

FN:

27.87

CLS:

35.85

PEG Ratio

FN:

1.19

CLS:

19.42

Total Revenue (TTM)

FN:

$2.29B

CLS:

$7.09B

Gross Profit (TTM)

FN:

$282.52M

CLS:

$722.07M

EBITDA (TTM)

FN:

$286.74M

CLS:

$552.76M

Returns By Period

In the year-to-date period, FN achieves a 10.01% return, which is significantly lower than CLS's 22.73% return. Over the past 10 years, FN has outperformed CLS with an annualized return of 31.03%, while CLS has yielded a comparatively lower 26.08% annualized return.


FN

YTD

10.01%

1M

9.32%

6M

-1.22%

1Y

19.77%

5Y*

29.14%

10Y*

31.03%

CLS

YTD

22.73%

1M

18.68%

6M

99.09%

1Y

266.60%

5Y*

67.00%

10Y*

26.08%

*Annualized

Compare stocks, funds, or ETFs

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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 6767
Overall Rank
The Sharpe Ratio Rank of FN is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FN is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FN is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FN is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FN is 6868
Martin Ratio Rank

CLS
The Risk-Adjusted Performance Rank of CLS is 9898
Overall Rank
The Sharpe Ratio Rank of CLS is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of CLS is 9898
Sortino Ratio Rank
The Omega Ratio Rank of CLS is 9797
Omega Ratio Rank
The Calmar Ratio Rank of CLS is 9898
Calmar Ratio Rank
The Martin Ratio Rank of CLS is 9999
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.


Sharpe ratio
The chart of Sharpe ratio for FN, currently valued at 0.55, compared to the broader market-2.000.002.004.000.555.55
The chart of Sortino ratio for FN, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.001.074.61
The chart of Omega ratio for FN, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.60
The chart of Calmar ratio for FN, currently valued at 1.06, compared to the broader market0.002.004.006.001.068.84
The chart of Martin ratio for FN, currently valued at 2.21, compared to the broader market-10.000.0010.0020.0030.002.2127.39
FN
CLS

The current FN Sharpe Ratio is 0.55, which is lower than the CLS Sharpe Ratio of 5.55. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00AugustSeptemberOctoberNovemberDecember2025
0.55
5.55
FN
CLS

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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.56%
0
FN
CLS

Volatility

FN vs. CLS - Volatility Comparison

The current volatility for Fabrinet (FN) is 10.21%, while Celestica Inc. (CLS) has a volatility of 12.32%. 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.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.21%
12.32%
FN
CLS

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


Values in USD 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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