Celestica Inc.

10-Year Study

CLS.US · Technology · US · Common Stock

Executive Summary: Celestica Inc. has compounded at 43.5% annually over the last 10 years, with a maximum drawdown of 75.9% and an annualized volatility of 59.8%.

1Y CAGR
+269.2%
3Y CAGR
+220.8%
5Y CAGR
+116.2%
10Y CAGR
+43.5%

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 →
75.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
56.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +220.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -16.3%
% 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.
2026-4.9-1.21.535.7————————29.3%
202533.8-13.3-26.48.335.235.328.0-2.626.539.8-0.0-14.2220.3%
202417.323.85.7-3.629.12.5-8.5-2.90.433.824.68.3215.2%
202318.3-2.9-0.4-15.817.213.951.66.15.2-4.815.58.6159.8%
202211.9-4.50.2-5.7-1.8-11.98.4-2.1-18.530.31.81.01.3%
20210.02.61.1-0.53.5-8.913.07.1-6.510.64.28.837.9%
20209.3-30.1-44.678.08.80.721.1-3.9-13.2-14.928.37.2-2.4%
201913.2-7.3-8.3-15.6-11.98.83.8-8.710.80.77.36.7-5.7%
2018-3.67.7-4.911.14.4-1.2-0.54.1-12.0-4.2-0.9-14.8-16.3%
201717.1-4.79.8-1.9-3.6-1.2-12.4-3.47.7-18.87.9-3.3-11.6%
2016———-2.3-0.7-12.719.1-3.81.69.42.4-2.47.9%

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 59.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 78.0% of variance. Idiosyncratic stock-specific factors contribute 20.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019772.313296903461
2016-05-019699.453551912567
2016-06-018469.945355191257
2016-07-0110091.074681238615
2016-08-019708.56102003643
2016-09-019863.387978142076
2016-10-0110792.349726775956
2016-11-0111056.466302367942
2016-12-0110792.349726775956
2017-01-0112641.165755919854
2017-02-0112049.180327868851
2017-03-0113233.151183970855
2017-04-0112978.142076502732
2017-05-0112513.661202185793
2017-06-0112367.941712204007
2017-07-0110828.779599271404
2017-08-0110464.48087431694
2017-09-0111275.04553734062
2017-10-019153.005464480875
2017-11-019872.495446265937
2017-12-019544.626593806923
2018-01-019198.542805100182
2018-02-019908.925318761385
2018-03-019426.22950819672
2018-04-0110473.5883424408
2018-05-0110938.06921675774
2018-06-0110810.564663023679
2018-07-0110755.91985428051
2018-08-0111202.185792349726
2018-09-019863.387978142076
2018-10-019453.551912568306
2018-11-019371.584699453551
2018-12-017987.249544626593
2019-01-019043.715846994535
2019-02-018387.978142076503
2019-03-017695.810564663023
2019-04-016493.6247723132965
2019-05-015719.489981785065
2019-06-016220.400728597449
2019-07-016457.1948998178505
2019-08-015892.531876138432
2019-09-016530.0546448087425
2019-10-016575.591985428051
2019-11-017058.287795992714
2019-12-017531.876138433516
2020-01-018233.151183970855
2020-02-015755.91985428051
2020-03-013187.6138433515484
2020-04-015673.952641165756
2020-05-016174.863387978142
2020-06-016220.400728597449
2020-07-017531.876138433516
2020-08-017240.437158469946
2020-09-016284.153005464481
2020-10-015346.083788706739
2020-11-016857.92349726776
2020-12-017349.726775956285
2021-01-017349.726775956285
2021-02-017540.983606557376
2021-03-017622.95081967213
2021-04-017586.520947176685
2021-05-017850.637522768669
2021-06-017149.362477231329
2021-07-018078.324225865209
2021-08-018652.094717668488
2021-09-018087.431693989071
2021-10-018943.533697632058
2021-11-019316.939890710382
2021-12-0110136.612021857925
2022-01-0111338.797814207648
2022-02-0110828.779599271404
2022-03-0110846.994535519125
2022-04-0110227.686703096539
2022-05-0110045.537340619307
2022-06-018852.459016393443
2022-07-019599.27140255009
2022-08-019398.907103825137
2022-09-017659.380692167578
2022-10-019981.785063752277
2022-11-0110163.934426229509
2022-12-0110264.116575591985
2023-01-0112140.255009107468
2023-02-0111794.171220400727
2023-03-0111748.63387978142
2023-04-019890.71038251366
2023-05-0111593.806921675774
2023-06-0113205.828779599271
2023-07-0120018.21493624772
2023-08-0121229.50819672131
2023-09-0122331.511839708557
2023-10-0121265.938069216758
2023-11-0124553.73406193078
2023-12-0126666.666666666664
2024-01-0131293.26047358834
2024-02-0138734.06193078324
2024-03-0140928.961748633876
2024-04-0139462.65938069217
2024-05-0150928.96174863388
2024-06-0152213.11475409836
2024-07-0147759.56284153005
2024-08-0146375.227686703096
2024-09-0146557.37704918033
2024-10-0162295.08196721312
2024-11-0177632.05828779598
2024-12-0184061.93078324225
2025-01-01112449.90892531876
2025-02-0197495.44626593807
2025-03-0171775.956284153
2025-04-0177732.24043715846
2025-05-01105081.96721311474
2025-06-01142176.68488160294
2025-07-01182021.85792349727
2025-08-01177367.941712204
2025-09-01224389.79963570126
2025-10-01313734.06193078327
2025-11-01313670.3096539162
2025-12-01269225.8652094718
2026-01-01255910.74681238618
2026-02-01252850.63752276867
2026-03-01256539.1621129326
2026-04-01348196.72131147544
Annual Return Matrix
YearAnnual Return
2017-0.11561181434599155
2018-0.16316793893129777
2019-0.05701254275940704
2020-0.024183796856106277
20210.3791821561338291
20220.012578616352201255
20231.5980479148181015
20242.1523224043715845
20252.2027085590465876
20260.2933256655728831
Total Factor Risk
0.5977053781643842
VTI.US Exposure
0.7795060626042027
VEA.US Exposure
-0.0024004390360100464
VWO.US Exposure
0.003784705446025662
QQQ.US Exposure
-0.05185028243363337
VTV.US Exposure
0.0009891513115445497
IJR.US Exposure
0.0020431997772947445
QUAL.US Exposure
-0.09636849565179889
SHV.US Exposure
0.16021743451207207
TLT.US Exposure
-0.0034297190699355885
LQD.US Exposure
0.03553637530759172
HYG.US Exposure
-0.008670607637633861
GLD.US Exposure
0.011729498390156906
USO.US Exposure
0.007967334351117612
VNQ.US Exposure
-0.03322021550036498
BTC-USD.CC Exposure
0.012099570960245741
CPER.US Exposure
-0.009915822905129565
VIX.INDX Exposure
-0.030645316468542072
UUP.US Exposure
0.006152427345992745
TIP.US Exposure
0.013090712964947194
Idiosyncratic Exposure
0.20338442573185672
Value Score
33.7
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
59.8%

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 →40.8x
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$33.7B
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 →
+42.7%
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 →
0.5% 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.US) has an annualized volatility of 59.8% and experienced a maximum drawdown of 75.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CLS.US has generated a Compound Annual Growth Rate (CAGR) of 43.5%. 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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