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FTNT vs. CLS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FTNT vs. CLS - Performance Comparison

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

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Returns By Period

In the year-to-date period, FTNT achieves a 84.23% return, which is significantly higher than CLS's 32.99% return. Over the past 10 years, FTNT has underperformed CLS with an annualized return of 36.02%, while CLS has yielded a comparatively higher 43.71% annualized return.


FTNT

1D
0.85%
1M
24.31%
YTD
84.23%
6M
77.94%
1Y
43.91%
3Y*
27.56%
5Y*
26.15%
10Y*
36.02%

CLS

1D
1.88%
1M
5.52%
YTD
32.99%
6M
28.26%
1Y
200.71%
3Y*
207.28%
5Y*
116.26%
10Y*
43.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTNT vs. CLS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTNT
Fortinet, Inc.
84.23%-15.95%61.42%19.72%-31.98%141.97%39.13%51.58%61.20%45.05%
CLS
Celestica Inc.
32.99%220.27%215.23%159.80%1.26%37.92%-2.42%-5.70%-16.32%-11.56%

Correlation

The correlation between FTNT and CLS is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2009

0.33

The correlation between FTNT and CLS shifts across timeframes, from 0.18 (1 year) to 0.34 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FTNT:

$108.67B

CLS:

$45.48B

EPS

FTNT:

$2.58

CLS:

$8.28

PE Ratio

FTNT:

56.81

CLS:

47.45

PEG Ratio

FTNT:

1.58

CLS:

0.64

PS Ratio

FTNT:

15.62

CLS:

3.30

PB Ratio

FTNT:

109.80

CLS:

21.68

Total Revenue (TTM)

FTNT:

$7.11B

CLS:

$13.81B

Gross Profit (TTM)

FTNT:

$5.74B

CLS:

$1.60B

EBITDA (TTM)

FTNT:

$2.47B

CLS:

$1.32B

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Return for Risk

FTNT vs. CLS — Risk / Return Rank

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

FTNT
FTNT Risk / Return Rank: 6969
Overall Rank
FTNT Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FTNT Sortino Ratio Rank: 6767
Sortino Ratio Rank
FTNT Omega Ratio Rank: 7373
Omega Ratio Rank
FTNT Calmar Ratio Rank: 7070
Calmar Ratio Rank
FTNT Martin Ratio Rank: 6363
Martin Ratio Rank

CLS
CLS Risk / Return Rank: 9292
Overall Rank
CLS Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CLS Sortino Ratio Rank: 8888
Sortino Ratio Rank
CLS Omega Ratio Rank: 8888
Omega Ratio Rank
CLS Calmar Ratio Rank: 9696
Calmar Ratio Rank
CLS Martin Ratio Rank: 9595
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.

FTNT vs. CLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortinet, Inc. (FTNT) 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.

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.


FTNTCLSDifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-1.33

Omega ratioGain probability vs. loss probability

1.23

1.37

-0.14

Calmar ratioReturn relative to maximum drawdown

1.43

6.91

-5.48

Martin ratioReturn relative to average drawdown

2.09

16.83

-14.74

FTNT vs. CLS - Sharpe Ratio Comparison

The current FTNT Sharpe Ratio is 0.98, which is lower than the CLS Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of FTNT and CLS, 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

FTNT vs. CLS - Drawdown Comparison

The maximum FTNT drawdown since its inception was -51.20%, smaller than the maximum CLS drawdown of -96.93%. Use the drawdown chart below to compare losses from any high point for FTNT and CLS.


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Drawdown Indicators


FTNTCLSDifference

Max Drawdown

Largest peak-to-trough decline

-51.20%

-96.93%

+45.73%

Max Drawdown (1Y)

Largest decline over 1 year

-30.90%

-29.24%

-1.66%

Max Drawdown (3Y)

Largest decline over 3 years

-38.32%

-53.96%

+15.64%

Max Drawdown (5Y)

Largest decline over 5 years

-38.32%

-53.96%

+15.64%

Max Drawdown (10Y)

Largest decline over 10 years

-38.32%

-80.60%

+42.28%

Current Drawdown

Current decline from peak

-2.25%

-16.78%

+14.53%

Average Drawdown

Average peak-to-trough decline

-16.22%

-73.31%

+57.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.07%

11.98%

+9.09%

Volatility

FTNT vs. CLS - Volatility Comparison

The current volatility for Fortinet, Inc. (FTNT) is 13.35%, while Celestica Inc. (CLS) has a volatility of 27.54%. This indicates that FTNT 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.


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Volatility by Period


FTNTCLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.35%

27.54%

-14.19%

Volatility (6M)

Calculated over the trailing 6-month period

31.79%

55.42%

-23.63%

Volatility (1Y)

Calculated over the trailing 1-year period

45.18%

72.65%

-27.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.94%

57.70%

-13.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.88%

49.97%

-9.09%

Dividends

FTNT vs. CLS - Dividend Comparison

Neither FTNT nor CLS has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

FTNT vs. CLS - Financials Comparison

This section allows you to compare key financial metrics between Fortinet, 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


1.00B2.00B3.00B4.00B20222023202420252026
1.85B
4.05B
(FTNT) Total Revenue
(CLS) Total Revenue
Values in USD except per share items

FTNT vs. CLS - Profitability Comparison

The chart below illustrates the profitability comparison between Fortinet, Inc. 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

0.0%20.0%40.0%60.0%80.0%20222023202420252026
80.3%
10.8%
Portfolio components
FTNT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fortinet, Inc. reported a gross profit of 1.49B and revenue of 1.85B. Therefore, the gross margin over that period was 80.3%.

CLS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Celestica Inc. reported a gross profit of 437.20M and revenue of 4.05B. Therefore, the gross margin over that period was 10.8%.

FTNT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fortinet, Inc. reported an operating income of 580.00M and revenue of 1.85B, resulting in an operating margin of 31.4%.

CLS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Celestica Inc. reported an operating income of 272.10M and revenue of 4.05B, resulting in an operating margin of 6.7%.

FTNT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fortinet, Inc. reported a net income of 534.50M and revenue of 1.85B, resulting in a net margin of 28.9%.

CLS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Celestica Inc. reported a net income of 212.30M and revenue of 4.05B, resulting in a net margin of 5.3%.


Frequently Asked Questions


FTNT and CLS have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CLS has higher volatility (27.54%) compared to FTNT (13.35%). In terms of maximum drawdown, FTNT dropped -51.20% vs CLS's -96.93%.

CLS currently has the higher Sharpe Ratio (2.78 vs 0.98), 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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