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IGM.TO vs. SIS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IGM.TO vs. SIS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in IGM Financial Inc. (IGM.TO) and Savaria Corporation (SIS.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IGM.TO having a 32.86% return and SIS.TO slightly lower at 32.01%. Over the past 10 years, IGM.TO has underperformed SIS.TO with an annualized return of 14.85%, while SIS.TO has yielded a comparatively higher 17.49% annualized return.


IGM.TO

1D
1.09%
1M
5.42%
YTD
32.86%
6M
40.45%
1Y
92.94%
3Y*
33.72%
5Y*
19.16%
10Y*
14.85%

SIS.TO

1D
2.40%
1M
5.43%
YTD
32.01%
6M
39.38%
1Y
59.39%
3Y*
24.84%
5Y*
11.53%
10Y*
17.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGM.TO vs. SIS.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGM.TO
IGM Financial Inc.
32.86%40.97%38.86%-1.67%-12.00%39.16%-0.02%27.73%-25.10%22.04%
SIS.TO
Savaria Corporation
32.01%17.77%34.86%12.15%-24.44%35.92%7.37%10.42%-26.61%71.44%

Correlation

The correlation between IGM.TO and SIS.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.31

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

0.36

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

0.31

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2006

0.18

The correlation between IGM.TO and SIS.TO shifts across timeframes, from 0.18 (all time) to 0.36 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IGM.TO:

CA$19.18B

SIS.TO:

CA$2.17B

EPS

IGM.TO:

CA$4.86

SIS.TO:

CA$1.10

PE Ratio

IGM.TO:

16.73

SIS.TO:

27.19

PEG Ratio

IGM.TO:

3.13

SIS.TO:

0.43

PS Ratio

IGM.TO:

5.01

SIS.TO:

2.31

PB Ratio

IGM.TO:

2.14

SIS.TO:

3.29

Total Revenue (TTM)

IGM.TO:

CA$3.84B

SIS.TO:

CA$928.84M

Gross Profit (TTM)

IGM.TO:

CA$1.57B

SIS.TO:

CA$362.29M

EBITDA (TTM)

IGM.TO:

CA$1.66B

SIS.TO:

CA$176.47M

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Return for Risk

IGM.TO vs. SIS.TO — Risk / Return Rank

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

IGM.TO
IGM.TO Risk / Return Rank: 9898
Overall Rank
IGM.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IGM.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
IGM.TO Omega Ratio Rank: 9898
Omega Ratio Rank
IGM.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
IGM.TO Martin Ratio Rank: 9999
Martin Ratio Rank

SIS.TO
SIS.TO Risk / Return Rank: 9494
Overall Rank
SIS.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SIS.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
SIS.TO Omega Ratio Rank: 9191
Omega Ratio Rank
SIS.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
SIS.TO Martin Ratio Rank: 9595
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.

IGM.TO vs. SIS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IGM Financial Inc. (IGM.TO) and Savaria Corporation (SIS.TO). 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.


IGM.TOSIS.TODifference
Sharpe ratioReturn per unit of total volatility

+1.63

Sortino ratioReturn per unit of downside risk

+1.41

Omega ratioGain probability vs. loss probability

1.73

1.44

+0.29

Calmar ratioReturn relative to maximum drawdown

8.69

6.14

+2.56

Martin ratioReturn relative to average drawdown

38.48

17.99

+20.49

IGM.TO vs. SIS.TO - Sharpe Ratio Comparison

The current IGM.TO Sharpe Ratio is 4.15, which is higher than the SIS.TO Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of IGM.TO and SIS.TO, 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


IGM.TOSIS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.15

2.53

+1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.43

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.54

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.39

-0.01

Drawdowns

IGM.TO vs. SIS.TO - Drawdown Comparison

The maximum IGM.TO drawdown since its inception was -51.72%, smaller than the maximum SIS.TO drawdown of -75.48%. Use the drawdown chart below to compare losses from any high point for IGM.TO and SIS.TO.


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Drawdown Indicators


IGM.TOSIS.TODifference

Max Drawdown

Largest peak-to-trough decline

-51.72%

-75.48%

+23.76%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-9.72%

-1.03%

Max Drawdown (3Y)

Largest decline over 3 years

-25.61%

-33.99%

+8.38%

Max Drawdown (5Y)

Largest decline over 5 years

-32.58%

-44.22%

+11.64%

Max Drawdown (10Y)

Largest decline over 10 years

-47.65%

-62.16%

+14.51%

Current Drawdown

Current decline from peak

0.00%

-1.33%

+1.33%

Average Drawdown

Average peak-to-trough decline

-13.11%

-20.77%

+7.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

3.31%

-0.86%

Volatility

IGM.TO vs. SIS.TO - Volatility Comparison

The current volatility for IGM Financial Inc. (IGM.TO) is 5.60%, while Savaria Corporation (SIS.TO) has a volatility of 6.86%. This indicates that IGM.TO experiences smaller price fluctuations and is considered to be less risky than SIS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGM.TOSIS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

6.86%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

18.97%

19.36%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

22.50%

23.68%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.05%

26.92%

-5.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.45%

32.32%

-9.87%

Dividends

IGM.TO vs. SIS.TO - Dividend Comparison

IGM.TO's dividend yield for the trailing twelve months is around 2.84%, more than SIS.TO's 1.86% yield.


PositionTTM20252024202320222021202020192018201720162015
IGM.TO
IGM Financial Inc.
2.84%3.64%4.90%6.43%5.96%4.93%6.52%6.04%7.25%5.14%5.91%8.07%
SIS.TO
Savaria Corporation
1.86%2.40%2.65%3.42%3.62%2.54%3.23%3.11%2.91%1.73%1.98%3.09%

Financials

IGM.TO vs. SIS.TO - Financials Comparison

This section allows you to compare key financial metrics between IGM Financial Inc. and Savaria Corporation. 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


200.00M400.00M600.00M800.00M1.00B1.20B1.40B20222023202420252026
925.05M
235.55M
(IGM.TO) Total Revenue
(SIS.TO) Total Revenue
Values in CAD except per share items

IGM.TO vs. SIS.TO - Profitability Comparison

The chart below illustrates the profitability comparison between IGM Financial Inc. and Savaria Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20222023202420252026
55.1%
39.0%
Portfolio components
IGM.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, IGM Financial Inc. reported a gross profit of 509.55M and revenue of 925.05M. Therefore, the gross margin over that period was 55.1%.

SIS.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Savaria Corporation reported a gross profit of 91.74M and revenue of 235.55M. Therefore, the gross margin over that period was 39.0%.

IGM.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, IGM Financial Inc. reported an operating income of 330.21M and revenue of 925.05M, resulting in an operating margin of 35.7%.

SIS.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Savaria Corporation reported an operating income of 33.15M and revenue of 235.55M, resulting in an operating margin of 14.1%.

IGM.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, IGM Financial Inc. reported a net income of 283.82M and revenue of 925.05M, resulting in a net margin of 30.7%.

SIS.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Savaria Corporation reported a net income of 22.68M and revenue of 235.55M, resulting in a net margin of 9.6%.


Frequently Asked Questions


IGM.TO and SIS.TO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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