Celestica Inc.

10-Year Study

CLS.TO · Technology · CA · Common Stock

Executive Summary: Celestica Inc. has compounded at 44.2% annually over the last 10 years, with a maximum drawdown of 74.6% and an annualized volatility of 61.6%.

1Y CAGR
+267.7%
3Y CAGR
+221.8%
5Y CAGR
+122.1%
10Y CAGR
+44.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
74.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
55.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +241.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -17.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.8-1.03.633.7————————29.2%
202535.3-13.9-26.53.635.133.930.2-3.428.041.0-0.6-15.4206.1%
202419.124.85.5-2.127.82.8-7.6-5.20.837.826.310.2241.8%
202316.1-0.5-1.1-15.717.811.150.78.75.5-2.612.96.2154.3%
202212.3-4.8-1.3-2.9-3.2-10.47.70.4-14.128.40.41.78.2%
20211.01.7-0.5-2.51.2-6.213.58.5-6.08.47.37.737.3%
202011.2-29.4-41.675.97.9-0.618.7-6.1-11.5-14.924.95.0-4.6%
20199.2-7.3-6.8-15.4-11.05.25.0-8.010.00.48.34.3-9.9%
2018-5.712.4-4.610.95.60.1-1.64.4-12.8-2.40.0-12.4-9.3%
201713.6-2.910.20.6-4.5-5.1-15.9-3.37.7-16.18.1-5.9-17.2%
2016———-5.73.6-13.820.3-3.31.511.82.7-2.411.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 61.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 74.4% of variance. Idiosyncratic stock-specific factors contribute 18.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019431.977559607292
2016-05-019775.596072931276
2016-06-018429.172510518934
2016-07-0110140.252454417952
2016-08-019803.646563814867
2016-09-019950.911640953716
2016-10-0111129.032258064515
2016-11-0111430.575035063115
2016-12-0111157.082748948105
2017-01-0112671.809256661993
2017-02-0112307.152875175316
2017-03-0113562.412342215988
2017-04-0113639.551192145862
2017-05-0113022.440392706872
2017-06-0112356.2412342216
2017-07-0110392.706872370267
2017-08-0110049.088359046284
2017-09-0110827.489481065919
2017-10-019081.346423562412
2017-11-019817.671809256663
2017-12-019242.636746143056
2018-01-018716.690042075736
2018-02-019796.633941093969
2018-03-019347.826086956522
2018-04-0110364.656381486677
2018-05-0110946.704067321178
2018-06-0110960.729312762973
2018-07-0110785.413744740534
2018-08-0111255.259467040674
2018-09-019810.659186535766
2018-10-019579.242636746143
2018-11-019579.242636746143
2018-12-018387.09677419355
2019-01-019158.485273492286
2019-02-018492.286115007013
2019-03-017917.251051893408
2019-04-016697.054698457223
2019-05-015960.729312762974
2019-06-016269.284712482468
2019-07-016584.852734922862
2019-08-016058.906030855541
2019-09-016661.991584852735
2019-10-016690.0420757363245
2019-11-017244.039270687237
2019-12-017552.594670406732
2020-01-018401.122019635344
2020-02-015932.678821879384
2020-03-013464.2356241234224
2020-04-016093.969144460028
2020-05-016577.840112201964
2020-06-016535.764375876578
2020-07-017755.960729312763
2020-08-017286.115007012623
2020-09-016451.612903225806
2020-10-015490.883590462833
2020-11-016858.345021037868
2020-12-017201.963534361852
2021-01-017272.089761570827
2021-02-017398.316970546985
2021-03-017363.253856942497
2021-04-017180.9256661991585
2021-05-017265.077138849929
2021-06-016816.269284712483
2021-07-017734.922861150069
2021-08-018394.109396914446
2021-09-017889.200561009819
2021-10-018555.39971949509
2021-11-019179.52314165498
2021-12-019887.798036465638
2022-01-0111100.981767180927
2022-02-0110568.022440392708
2022-03-0110427.769985974755
2022-04-0110126.227208976157
2022-05-019803.646563814867
2022-06-018779.803646563816
2022-07-019460.028050490884
2022-08-019502.10378681627
2022-09-018162.692847124825
2022-10-0110483.870967741936
2022-11-0110525.94670406732
2022-12-0110701.262272089762
2023-01-0112426.367461430575
2023-02-0112363.253856942496
2023-03-0112223.001402524545
2023-04-0110308.555399719495
2023-05-0112138.849929873772
2023-06-0113485.273492286116
2023-07-0120322.58064516129
2023-08-0122089.76157082749
2023-09-0123309.95792426368
2023-10-0122699.859747545583
2023-11-0125638.148667601683
2023-12-0127215.98877980365
2024-01-0132405.32959326788
2024-02-0140448.80785413745
2024-03-0142678.82187938289
2024-04-0141802.244039270685
2024-05-0153429.17251051893
2024-06-0154936.88639551192
2024-07-0150778.40112201963
2024-08-0148120.617110799445
2024-09-0148485.27349228611
2024-10-0166816.26928471249
2024-11-0184410.93969144461
2024-12-0193029.45301542777
2025-01-01125827.48948106593
2025-02-01108338.00841514727
2025-03-0179607.29312762973
2025-04-0182489.48106591865
2025-05-01111444.6002805049
2025-06-01149200.56100981767
2025-07-01194256.66199158484
2025-08-01187587.65778401124
2025-09-01240161.29032258067
2025-10-01338618.5133239832
2025-11-01336683.0294530154
2025-12-01284719.4950911641
2026-01-01268323.9831697055
2026-02-01265624.1234221599
2026-03-01275189.34081346425
2026-04-01367903.2258064516
Annual Return Matrix
YearAnnual Return
2017-0.1715901948460088
2018-0.09256449165402114
2019-0.09949832775919742
2020-0.0464252553389044
20210.3729308666017528
20220.08226950354609941
20231.5432503276539977
20242.4181911878381857
20252.060530679933665
20260.29216029161843315
Total Factor Risk
0.6162948565157175
VTI.US Exposure
0.7444653210218063
VEA.US Exposure
0.000534500704906509
VWO.US Exposure
0.004021391345851534
QQQ.US Exposure
-0.061587755558450176
VTV.US Exposure
-0.012025921179937293
IJR.US Exposure
0.00029436327536255764
QUAL.US Exposure
-0.07642268466085268
SHV.US Exposure
0.18815581074153315
TLT.US Exposure
-0.0016222394053011426
LQD.US Exposure
0.02733683717656404
HYG.US Exposure
-0.005744157581155415
GLD.US Exposure
0.007571427881080402
USO.US Exposure
0.004871887312571602
VNQ.US Exposure
-0.017123614385415802
BTC-USD.CC Exposure
0.01100292442351803
CPER.US Exposure
-0.006408192232740302
VIX.INDX Exposure
-0.02728355868582311
UUP.US Exposure
0.02053111802855594
TIP.US Exposure
0.011350997692986229
Idiosyncratic Exposure
0.18808154408493985
Value Score
33.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
61.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →41.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$47.2B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+30.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+41.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.35
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Celestica Inc. a high-risk investment?

Celestica Inc. (CLS.TO) has an annualized volatility of 61.6% and experienced a maximum drawdown of 74.6% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of CLS.TO?

Over the past 10 years, CLS.TO has generated a Compound Annual Growth Rate (CAGR) of 44.2%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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