NBIS vs. CLS

Last updated Apr 1, 2026

Compare and contrast key facts about Nebius Group N.V. (NBIS) and Celestica Inc. (CLS).

Performance

NBIS vs. CLS - Performance Comparison

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

NBIS vs. CLS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
NBIS Nebius Group N.V.	23.96%	202.18%	46.25%
CLS Celestica Inc.	-4.71%	220.27%	59.63%

Fundamentals

Market Cap NBIS : $26.25B CLS : $32.65B
EPS NBIS : $0.41 CLS : $7.19
PE Ratio NBIS : 253.55 CLS : 39.16
PEG Ratio NBIS : 87.12 CLS : 0.53
PS Ratio NBIS : 48.22 CLS : 2.63
PB Ratio NBIS : 5.69 CLS : 14.76
Total Revenue (TTM) NBIS : $534.20M CLS : $12.41B
Gross Profit (TTM) NBIS : $363.20M CLS : $1.44B
EBITDA (TTM) NBIS : -$276.75M CLS : $1.21B

Returns By Period

In the year-to-date period, NBIS achieves a 23.96% return, which is significantly higher than CLS's -4.71% return.

NBIS

• 1D: 12.46%
• 1M: 13.78%
• YTD: 23.96%
• 6M: -7.58%
• 1Y: 391.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CLS

• 1D: 9.49%
• 1M: 1.46%
• YTD: -4.71%
• 6M: 14.33%
• 1Y: 257.42%
• 3Y*: 179.50%
• 5Y*: 100.42%
• 10Y*: 38.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

NBIS vs. CLS — Risk / Return Rank

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

NBIS

NBIS Risk / Return Rank: 96
NBIS Sharpe Ratio Rank: 99
NBIS Sortino Ratio Rank: 97
NBIS Omega Ratio Rank: 93
NBIS Calmar Ratio Rank: 98
NBIS Martin Ratio Rank: 96

CLS

CLS Risk / Return Rank: 96
CLS Sharpe Ratio Rank: 98
CLS Sortino Ratio Rank: 94
CLS Omega Ratio Rank: 93
CLS Calmar Ratio Rank: 98
CLS Martin Ratio Rank: 97

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.

NBIS vs. CLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nebius Group N.V. (NBIS) 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.

	NBIS	CLS	Difference
Sharpe ratio Return per unit of total volatility	3.80	3.61	+0.19
Sortino ratio Return per unit of downside risk	3.87	3.28	+0.59
Omega ratio Gain probability vs. loss probability	1.44	1.44	0.00
Calmar ratio Return relative to maximum drawdown	8.03	8.23	-0.20
Martin ratio Return relative to average drawdown	18.58	21.92	-3.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NBIS vs. CLS - Sharpe Ratio Comparison

The current NBIS Sharpe Ratio is 3.80, which is comparable to the CLS Sharpe Ratio of 3.61. The chart below compares the historical Sharpe Ratios of NBIS 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.

Sharpe Ratios by Period

	NBIS	CLS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.80	3.61	+0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.81	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.04	0.25	+1.79

Correlation

The correlation between NBIS 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.

Dividends

NBIS vs. CLS - Dividend Comparison

Neither NBIS nor CLS has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

NBIS vs. CLS - Drawdown Comparison

The maximum NBIS drawdown since its inception was -58.27%, smaller than the maximum CLS drawdown of -96.93%. Use the drawdown chart below to compare losses from any high point for NBIS and CLS.

Drawdown Indicators

	NBIS	CLS	Difference
Max Drawdown Largest peak-to-trough decline	-58.27%	-96.93%	+38.66%
Max Drawdown (1Y) Largest decline over 1 year	-45.47%	-29.24%	-16.23%
Max Drawdown (5Y) Largest decline over 5 years	—	-53.96%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-80.60%	—
Current Drawdown Current decline from peak	-23.40%	-20.12%	-3.28%
Average Drawdown Average peak-to-trough decline	-20.63%	-73.79%	+53.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.65%	10.98%	+8.67%

Volatility

NBIS vs. CLS - Volatility Comparison

Nebius Group N.V. (NBIS) has a higher volatility of 34.88% compared to Celestica Inc. (CLS) at 23.87%. This indicates that NBIS's price experiences larger fluctuations and is considered to be riskier than CLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NBIS	CLS	Difference
Volatility (1M) Calculated over the trailing 1-month period	34.88%	23.87%	+11.01%
Volatility (6M) Calculated over the trailing 6-month period	68.31%	54.95%	+13.36%
Volatility (1Y) Calculated over the trailing 1-year period	103.94%	72.02%	+31.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	111.65%	55.73%	+55.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	111.65%	48.76%	+62.89%

Financials