Sigma Healthcare Ltd (SIG.AX)

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The chart shows the growth of an initial investment of A$10,000 in Sigma Healthcare Ltd, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Sigma Healthcare Ltd (SIG.AX) has returned -9.20% so far this year and -6.92% over the past 12 months. Over the last decade, SIG.AX has posted an annualized return of 13.67%, slightly higher than the S&P 500 Index benchmark’s 13.35%.

Based on dividend-adjusted daily data since Oct 30, 2002, SIG.AX's average daily return is +0.07%, while the average monthly return is +1.32%. At this rate, your investment would double in approximately 4.4 years.

Historically, 51% of months were positive and 49% were negative. The best month was Dec 2023 with a return of +48.0%, while the worst month was Apr 2005 at -78.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SIG.AX closed higher 42% of trading days. The best single day was Dec 14, 2018 with a return of +43.2%, while the worst single day was Apr 28, 2005 at -68.8%.

Sigma Healthcare Ltd has an annualized alpha of 17.62%, beta of -0.01, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since October 31, 2002.

• This stock participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (39.25%) than losses (35.23%) — typical of diversified or defensive assets.
• Beta of -0.01 may look defensive, but with R² of 0.00 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
• R² of 0.00 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

SIG.AX ranks 27 for risk / return — below 27% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below present risk-adjusted performance metrics for Sigma Healthcare Ltd (SIG.AX) and compare them to a chosen benchmark (S&P 500 Index).

Sigma Healthcare Ltd provided a 1.25% dividend yield over the last twelve months, with an annual payout of A$0.03 per share. The company has been increasing its dividends for 2 consecutive years.

The table displays the monthly dividend distributions for Sigma Healthcare Ltd. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Sigma Healthcare Ltd. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Sigma Healthcare Ltd was 95.40%, occurring on May 14, 2010. Recovery took 3710 trading sessions.

The current Sigma Healthcare Ltd drawdown is 18.02%.

The chart below shows the rolling one-month volatility.