PSIX vs. CLS

In the year-to-date period, PSIX achieves a 28.34% return, which is significantly lower than CLS's 43.33% return. Over the past 10 years, PSIX has underperformed CLS with an annualized return of -2.93%, while CLS has yielded a comparatively higher 27.25% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Power Solutions International, Inc. (PSIX) 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 PSIX Sharpe Ratio is 12.29, which is higher than the CLS Sharpe Ratio of 3.60. The chart below compares the historical Sharpe Ratios of PSIX 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.

Neither PSIX nor CLS has paid dividends to shareholders.

The maximum PSIX drawdown since its inception was -98.55%, roughly equal to the maximum CLS drawdown of -96.93%. Use the drawdown chart below to compare losses from any high point for PSIX and CLS. For additional features, visit the drawdowns tool.

Power Solutions International, Inc. (PSIX) and Celestica Inc. (CLS) have volatilities of 41.80% and 42.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Power Solutions International, 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.