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

Performance

SRPT vs. CLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sarepta Therapeutics, Inc. (SRPT) 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, SRPT achieves a -24.49% return, which is significantly lower than CLS's 59.81% return. Over the past 10 years, SRPT has underperformed CLS with an annualized return of 0.43%, while CLS has yielded a comparatively higher 45.95% annualized return.


SRPT

1D
-7.72%
1M
-24.38%
YTD
-24.49%
6M
-20.62%
1Y
-56.94%
3Y*
-49.36%
5Y*
-26.11%
10Y*
0.43%

CLS

1D
10.75%
1M
12.76%
YTD
59.81%
6M
55.25%
1Y
305.01%
3Y*
230.21%
5Y*
123.77%
10Y*
45.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SRPT vs. CLS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SRPT
Sarepta Therapeutics, Inc.
-24.49%-82.30%26.09%-25.58%43.90%-47.18%32.12%18.24%96.14%102.84%
CLS
Celestica Inc.
59.81%220.27%215.23%159.80%1.26%37.92%-2.42%-5.70%-16.32%-11.56%

Correlation

The correlation between SRPT and CLS is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.16

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

0.19

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

0.20

Correlation (All Time)
Calculated using the full available price history since Jul 1, 1998

0.20

Fundamentals

Market Cap

SRPT:

$1.98B

CLS:

$54.66B

EPS

SRPT:

$0.60

CLS:

$8.28

PE Ratio

SRPT:

27.07

CLS:

57.02

PS Ratio

SRPT:

0.81

CLS:

3.96

PB Ratio

SRPT:

1.32

CLS:

26.05

Total Revenue (TTM)

SRPT:

$2.18B

CLS:

$13.81B

Gross Profit (TTM)

SRPT:

$751.34M

CLS:

$1.60B

EBITDA (TTM)

SRPT:

$107.91M

CLS:

$1.32B

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Return for Risk

SRPT vs. CLS — Risk / Return Rank

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

SRPT
SRPT Risk / Return Rank: 1818
Overall Rank
SRPT Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SRPT Sortino Ratio Rank: 2222
Sortino Ratio Rank
SRPT Omega Ratio Rank: 2121
Omega Ratio Rank
SRPT Calmar Ratio Rank: 1111
Calmar Ratio Rank
SRPT Martin Ratio Rank: 1818
Martin Ratio Rank

CLS
CLS Risk / Return Rank: 9595
Overall Rank
CLS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CLS Sortino Ratio Rank: 9292
Sortino Ratio Rank
CLS Omega Ratio Rank: 9292
Omega Ratio Rank
CLS Calmar Ratio Rank: 9797
Calmar Ratio Rank
CLS Martin Ratio Rank: 9797
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.

SRPT vs. CLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sarepta Therapeutics, Inc. (SRPT) 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.


SRPTCLSDifference

Sharpe ratio

Return per unit of total volatility

-0.55

4.35

-4.90

Sortino ratio

Return per unit of downside risk

-0.32

3.57

-3.89

Omega ratio

Gain probability vs. loss probability

0.95

1.48

-0.53

Calmar ratio

Return relative to maximum drawdown

-0.79

10.58

-11.37

Martin ratio

Return relative to average drawdown

-1.05

26.76

-27.81

SRPT vs. CLS - Sharpe Ratio Comparison

The current SRPT Sharpe Ratio is -0.55, which is lower than the CLS Sharpe Ratio of 4.35. The chart below compares the historical Sharpe Ratios of SRPT 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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Sharpe Ratios by Period


SRPTCLSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

4.35

-4.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

2.18

-2.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.93

-0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.29

-0.32

Drawdowns

SRPT vs. CLS - Drawdown Comparison

The maximum SRPT drawdown since its inception was -98.17%, roughly equal to the maximum CLS drawdown of -96.93%. Use the drawdown chart below to compare losses from any high point for SRPT and CLS.


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Drawdown Indicators


SRPTCLSDifference

Max Drawdown

Largest peak-to-trough decline

-98.17%

-96.93%

-1.24%

Max Drawdown (1Y)

Largest decline over 1 year

-72.26%

-29.24%

-43.02%

Max Drawdown (3Y)

Largest decline over 3 years

-92.72%

-53.96%

-38.76%

Max Drawdown (5Y)

Largest decline over 5 years

-92.72%

-53.96%

-38.76%

Max Drawdown (10Y)

Largest decline over 10 years

-93.33%

-80.60%

-12.73%

Current Drawdown

Current decline from peak

-90.91%

0.00%

-90.91%

Average Drawdown

Average peak-to-trough decline

-68.14%

-73.39%

+5.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.85%

11.56%

+42.29%

Volatility

SRPT vs. CLS - Volatility Comparison

The current volatility for Sarepta Therapeutics, Inc. (SRPT) is 17.44%, while Celestica Inc. (CLS) has a volatility of 21.94%. This indicates that SRPT 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


SRPTCLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.44%

21.94%

-4.50%

Volatility (6M)

Calculated over the trailing 6-month period

53.16%

53.58%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

103.50%

70.67%

+32.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.82%

57.19%

+12.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.76%

49.69%

+21.07%

Dividends

SRPT vs. CLS - Dividend Comparison

Neither SRPT nor CLS has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SRPT vs. CLS - Financials Comparison

This section allows you to compare key financial metrics between Sarepta Therapeutics, 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


0.001.00B2.00B3.00B4.00B20222023202420252026
730.80M
4.05B
(SRPT) Total Revenue
(CLS) Total Revenue
Values in USD except per share items

SRPT vs. CLS - Profitability Comparison

The chart below illustrates the profitability comparison between Sarepta Therapeutics, 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%202220232024202520260
10.8%
Portfolio components
SRPT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sarepta Therapeutics, Inc. reported a gross profit of 0.00 and revenue of 730.80M. Therefore, the gross margin over that period was 0.0%.

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%.

SRPT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sarepta Therapeutics, Inc. reported an operating income of 358.43M and revenue of 730.80M, resulting in an operating margin of 49.1%.

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%.

SRPT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sarepta Therapeutics, Inc. reported a net income of 330.96M and revenue of 730.80M, resulting in a net margin of 45.3%.

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


SRPT and CLS have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CLS has higher volatility (21.94%) compared to SRPT (17.44%). In terms of maximum drawdown, SRPT dropped -98.17% vs CLS's -96.93%.

CLS currently has the higher Sharpe Ratio (4.35 vs -0.55), 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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