VRT vs. CLS

Last updated Apr 1, 2026

Compare and contrast key facts about Vertiv Holdings Co. (VRT) and Celestica Inc. (CLS).

Performance

VRT vs. CLS - Performance Comparison

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

VRT vs. CLS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
VRT Vertiv Holdings Co.	54.71%	42.80%	136.82%	251.81%	-45.25%	33.80%	69.36%	12.55%	-0.51%
CLS Celestica Inc.	-4.71%	220.27%	215.23%	159.80%	1.26%	37.92%	-2.42%	-5.70%	-26.05%

Fundamentals

Market Cap VRT : $98.15B CLS : $32.65B
EPS VRT : $3.41 CLS : $7.19
PE Ratio VRT : 73.44 CLS : 39.16
PEG Ratio VRT : 0.32 CLS : 0.53
PS Ratio VRT : 13.32 CLS : 2.63
PB Ratio VRT : 24.90 CLS : 14.76
Total Revenue (TTM) VRT : $7.35B CLS : $12.41B
Gross Profit (TTM) VRT : $736.40M CLS : $1.44B
EBITDA (TTM) VRT : $2.05B CLS : $1.21B

Returns By Period

In the year-to-date period, VRT achieves a 54.71% return, which is significantly higher than CLS's -4.71% return.

VRT

• 1D: 6.98%
• 1M: -1.67%
• YTD: 54.71%
• 6M: 66.20%
• 1Y: 247.49%
• 3Y*: 159.97%
• 5Y*: 64.32%
• 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

VRT vs. CLS — Risk / Return Rank

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

VRT

VRT Risk / Return Rank: 98
VRT Sharpe Ratio Rank: 99
VRT Sortino Ratio Rank: 97
VRT Omega Ratio Rank: 95
VRT Calmar Ratio Rank: 98
VRT Martin Ratio Rank: 98

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.

VRT vs. CLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertiv Holdings Co. (VRT) 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.

	VRT	CLS	Difference
Sharpe ratio Return per unit of total volatility	3.97	3.61	+0.36
Sortino ratio Return per unit of downside risk	3.91	3.28	+0.63
Omega ratio Gain probability vs. loss probability	1.52	1.44	+0.08
Calmar ratio Return relative to maximum drawdown	9.60	8.23	+1.37
Martin ratio Return relative to average drawdown	27.88	21.92	+5.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VRT vs. CLS - Sharpe Ratio Comparison

The current VRT Sharpe Ratio is 3.97, which is comparable to the CLS Sharpe Ratio of 3.61. The chart below compares the historical Sharpe Ratios of VRT 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

	VRT	CLS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.97	3.61	+0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.06	1.81	-0.75
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.97	0.25	+0.72

Correlation

The correlation between VRT and CLS is 0.48, 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

VRT vs. CLS - Dividend Comparison

VRT's dividend yield for the trailing twelve months is around 0.08%, while CLS has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020
VRT Vertiv Holdings Co.	0.08%	0.11%	0.10%	0.05%	0.07%	0.04%	0.05%
CLS Celestica Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

VRT vs. CLS - Drawdown Comparison

The maximum VRT drawdown since its inception was -71.24%, smaller than the maximum CLS drawdown of -96.93%. Use the drawdown chart below to compare losses from any high point for VRT and CLS.

Drawdown Indicators

	VRT	CLS	Difference
Max Drawdown Largest peak-to-trough decline	-71.24%	-96.93%	+25.69%
Max Drawdown (1Y) Largest decline over 1 year	-24.78%	-29.24%	+4.46%
Max Drawdown (5Y) Largest decline over 5 years	-71.24%	-53.96%	-17.28%
Max Drawdown (10Y) Largest decline over 10 years	—	-80.60%	—
Current Drawdown Current decline from peak	-9.26%	-20.12%	+10.86%
Average Drawdown Average peak-to-trough decline	-16.47%	-73.79%	+57.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.53%	10.98%	-2.45%

Volatility

VRT vs. CLS - Volatility Comparison

The current volatility for Vertiv Holdings Co. (VRT) is 20.14%, while Celestica Inc. (CLS) has a volatility of 23.87%. This indicates that VRT 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.

Volatility by Period

	VRT	CLS	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.14%	23.87%	-3.73%
Volatility (6M) Calculated over the trailing 6-month period	45.36%	54.95%	-9.59%
Volatility (1Y) Calculated over the trailing 1-year period	62.91%	72.02%	-9.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	61.08%	55.73%	+5.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.59%	48.76%	+5.83%

Financials