NSIT vs. CALX
NSIT (Insight Enterprises, Inc.) and CALX (Calix, Inc.) are both stocks. Both are in the Technology sector — NSIT in Information Technology Services, CALX in Software - Application. Over the past 10 years, NSIT returned 15.39%/yr vs 18.95%/yr for CALX. At a 0.39 correlation, their price movements are largely independent.
Performance
NSIT vs. CALX - Performance Comparison
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Returns By Period
In the year-to-date period, NSIT achieves a 41.89% return, which is significantly higher than CALX's -27.26% return. Over the past 10 years, NSIT has underperformed CALX with an annualized return of 15.39%, while CALX has yielded a comparatively higher 18.95% annualized return.
NSIT
- 1D
- -3.43%
- 1M
- 64.02%
- YTD
- 41.89%
- 6M
- 30.34%
- 1Y
- -11.96%
- 3Y*
- -5.49%
- 5Y*
- 1.93%
- 10Y*
- 15.39%
CALX
- 1D
- -2.51%
- 1M
- -11.37%
- YTD
- -27.26%
- 6M
- -29.16%
- 1Y
- -18.57%
- 3Y*
- -8.99%
- 5Y*
- -3.60%
- 10Y*
- 18.95%
NSIT vs. CALX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSIT Insight Enterprises, Inc. | 41.89% | -46.44% | -14.16% | 76.71% | -5.94% | 40.10% | 8.25% | 72.49% | 6.42% | -5.32% |
CALX Calix, Inc. | -27.26% | 51.79% | -20.19% | -36.15% | -14.43% | 168.72% | 272.00% | -17.95% | 63.87% | -22.73% |
Correlation
The correlation between NSIT and CALX is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2010 | 0.39 |
Fundamentals
NSIT:
$3.57B
CALX:
$2.53B
NSIT:
$5.73
CALX:
$0.51
NSIT:
20.18
CALX:
75.30
NSIT:
0.44
CALX:
2.41
NSIT:
2.23
CALX:
3.42
NSIT:
$8.27B
CALX:
$1.06B
NSIT:
$1.82B
CALX:
$604.90M
NSIT:
$428.25M
CALX:
$60.25M
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Return for Risk
NSIT vs. CALX — Risk / Return Rank
NSIT
CALX
NSIT vs. CALX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Insight Enterprises, Inc. (NSIT) and Calix, Inc. (CALX). 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.
| NSIT | CALX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.26 | -0.48 | +0.22 |
Sortino ratioReturn per unit of downside risk | -0.07 | -0.44 | +0.37 |
Omega ratioGain probability vs. loss probability | 0.99 | 0.94 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | -0.21 | -0.42 | +0.21 |
Martin ratioReturn relative to average drawdown | -0.34 | -0.90 | +0.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NSIT | CALX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.26 | -0.48 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | -0.07 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.37 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.11 | +0.14 |
Drawdowns
NSIT vs. CALX - Drawdown Comparison
The maximum NSIT drawdown since its inception was -95.19%, which is greater than CALX's maximum drawdown of -80.95%. Use the drawdown chart below to compare losses from any high point for NSIT and CALX.
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Drawdown Indicators
| NSIT | CALX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.19% | -80.95% | -14.24% |
Max Drawdown (1Y)Largest decline over 1 year | -56.07% | -43.92% | -12.15% |
Max Drawdown (3Y)Largest decline over 3 years | -71.39% | -47.91% | -23.48% |
Max Drawdown (5Y)Largest decline over 5 years | -71.39% | -65.32% | -6.07% |
Max Drawdown (10Y)Largest decline over 10 years | -71.39% | -65.32% | -6.07% |
Current DrawdownCurrent decline from peak | -48.68% | -51.86% | +3.18% |
Average DrawdownAverage peak-to-trough decline | -37.18% | -48.96% | +11.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.91% | 20.61% | +14.30% |
Volatility
NSIT vs. CALX - Volatility Comparison
Insight Enterprises, Inc. (NSIT) has a higher volatility of 21.11% compared to Calix, Inc. (CALX) at 10.36%. This indicates that NSIT's price experiences larger fluctuations and is considered to be riskier than CALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSIT | CALX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.11% | 10.36% | +10.75% |
Volatility (6M)Calculated over the trailing 6-month period | 36.76% | 33.12% | +3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.28% | 38.98% | +7.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.23% | 49.25% | -17.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.52% | 51.42% | -15.90% |
Dividends
NSIT vs. CALX - Dividend Comparison
Neither NSIT nor CALX has paid dividends to shareholders.
Financials
NSIT vs. CALX - Financials Comparison
This section allows you to compare key financial metrics between Insight Enterprises, Inc. and Calix, 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.
Total Revenue: Total amount of money received from sales and other business activities
NSIT vs. CALX - Profitability Comparison
NSIT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Insight Enterprises, Inc. reported a gross profit of 462.15M and revenue of 2.13B. Therefore, the gross margin over that period was 21.7%.
CALX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Calix, Inc. reported a gross profit of 159.30M and revenue of 279.98M. Therefore, the gross margin over that period was 56.9%.
NSIT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Insight Enterprises, Inc. reported an operating income of 71.68M and revenue of 2.13B, resulting in an operating margin of 3.4%.
CALX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Calix, Inc. reported an operating income of 12.72M and revenue of 279.98M, resulting in an operating margin of 4.5%.
NSIT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Insight Enterprises, Inc. reported a net income of 30.01M and revenue of 2.13B, resulting in a net margin of 1.4%.
CALX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Calix, Inc. reported a net income of 11.21M and revenue of 279.98M, resulting in a net margin of 4.0%.
Frequently Asked Questions
NSIT and CALX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NSIT has higher volatility (21.11%) compared to CALX (10.36%). In terms of maximum drawdown, NSIT dropped -95.19% vs CALX's -80.95%.
NSIT currently has the higher Sharpe Ratio (-0.26 vs -0.48), 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.
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