PSIX vs. CLS

Last updated Apr 1, 2026

Compare and contrast key facts about Power Solutions International, Inc. (PSIX) and Celestica Inc. (CLS).

Performance

PSIX vs. CLS - Performance Comparison

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

PSIX vs. CLS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSIX Power Solutions International, Inc.	6.55%	92.07%	1,351.22%	-31.67%	0.00%	-9.09%	-58.23%	-14.59%	23.33%	0.00%
CLS Celestica Inc.	-4.71%	220.27%	215.23%	159.80%	1.26%	37.92%	-2.42%	-5.70%	-16.32%	-11.56%

Fundamentals

EPS PSIX : $7.41 CLS : $7.19
PE Ratio PSIX : 8.21 CLS : 39.16
PEG Ratio PSIX : 0.08 CLS : 0.53
PS Ratio PSIX : 1.76 CLS : 2.63
Total Revenue (TTM) PSIX : $531.18M CLS : $12.41B
Gross Profit (TTM) PSIX : $184.90M CLS : $1.44B
EBITDA (TTM) PSIX : $28.54M CLS : $1.21B

Returns By Period

In the year-to-date period, PSIX achieves a 6.55% return, which is significantly higher than CLS's -4.71% return. Over the past 10 years, PSIX has underperformed CLS with an annualized return of 16.67%, while CLS has yielded a comparatively higher 38.34% annualized return.

PSIX

• 1D: 8.50%
• 1M: -27.09%
• YTD: 6.55%
• 6M: -38.02%
• 1Y: 140.82%
• 3Y*: 187.95%
• 5Y*: 51.77%
• 10Y*: 16.67%

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

PSIX vs. CLS — Risk / Return Rank

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

PSIX

PSIX Risk / Return Rank: 80
PSIX Sharpe Ratio Rank: 85
PSIX Sortino Ratio Rank: 81
PSIX Omega Ratio Rank: 78
PSIX Calmar Ratio Rank: 81
PSIX Martin Ratio Rank: 76

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.

PSIX vs. CLS - Risk-Adjusted Trends Comparison

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.

	PSIX	CLS	Difference
Sharpe ratio Return per unit of total volatility	1.48	3.61	-2.13
Sortino ratio Return per unit of downside risk	2.12	3.28	-1.16
Omega ratio Gain probability vs. loss probability	1.27	1.44	-0.17
Calmar ratio Return relative to maximum drawdown	2.38	8.23	-5.85
Martin ratio Return relative to average drawdown	4.57	21.92	-17.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSIX vs. CLS - Sharpe Ratio Comparison

The current PSIX Sharpe Ratio is 1.48, which is lower than the CLS Sharpe Ratio of 3.61. 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.

Sharpe Ratios by Period

	PSIX	CLS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.48	3.61	-2.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	1.81	-1.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.16	0.79	-0.63
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	0.25	-0.15

Correlation

The correlation between PSIX and CLS is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

PSIX vs. CLS - Dividend Comparison

Neither PSIX nor CLS has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

PSIX vs. CLS - Drawdown Comparison

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.

Drawdown Indicators

	PSIX	CLS	Difference
Max Drawdown Largest peak-to-trough decline	-98.55%	-96.93%	-1.62%
Max Drawdown (1Y) Largest decline over 1 year	-55.55%	-29.24%	-26.31%
Max Drawdown (5Y) Largest decline over 5 years	-84.37%	-53.96%	-30.41%
Max Drawdown (10Y) Largest decline over 10 years	-93.77%	-80.60%	-13.17%
Current Drawdown Current decline from peak	-47.42%	-20.12%	-27.30%
Average Drawdown Average peak-to-trough decline	-68.50%	-73.79%	+5.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.00%	10.98%	+18.02%

Volatility

PSIX vs. CLS - Volatility Comparison

Power Solutions International, Inc. (PSIX) has a higher volatility of 43.80% compared to Celestica Inc. (CLS) at 23.87%. This indicates that PSIX'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

	PSIX	CLS	Difference
Volatility (1M) Calculated over the trailing 1-month period	43.80%	23.87%	+19.93%
Volatility (6M) Calculated over the trailing 6-month period	71.17%	54.95%	+16.22%
Volatility (1Y) Calculated over the trailing 1-year period	95.99%	72.02%	+23.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	111.80%	55.73%	+56.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	104.83%	48.76%	+56.07%

Financials