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SAP.TO vs. XST.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SAP.TO vs. XST.TO

Last updated Jun 4, 2026

SAP.TO (Saputo Inc.) is a stock, while XST.TO (iShares S&P/TSX Capped Consumer Staples Index ETF) is Consumer Staples Equities fund tracking the Morningstar Gbl GR CAD. Over the past 10 years, SAP.TO returned 2.50%/yr vs 9.50%/yr for XST.TO. At a 0.49 correlation, their price movements are largely independent.

Performance

SAP.TO vs. XST.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Saputo Inc. (SAP.TO) and iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SAP.TO achieves a 4.36% return, which is significantly higher than XST.TO's 1.49% return. Over the past 10 years, SAP.TO has underperformed XST.TO with an annualized return of 2.50%, while XST.TO has yielded a comparatively higher 9.50% annualized return.

SAP.TO

1D
1.30%
1M
4.61%
YTD
4.36%
6M
9.14%
1Y
64.40%
3Y*
9.57%
5Y*
5.19%
10Y*
2.50%

XST.TO

1D
1.56%
1M
1.84%
YTD
1.49%
6M
1.76%
1Y
5.73%
3Y*
13.65%
5Y*
12.66%
10Y*
9.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAP.TO vs. XST.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SAP.TO
Saputo Inc.		4.36%69.59%-4.35%-18.00%20.36%-18.33%-9.55%4.28%-11.88%-3.55%
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF		1.49%16.38%19.83%6.37%8.76%20.39%3.48%12.13%1.65%6.95%

Correlation

The correlation between SAP.TO and XST.TO is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.46

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

0.48

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

0.43

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2012

0.49

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Saputo Inc.

iShares S&P/TSX Capped Consumer Staples Index ETF

Often compared with SAP.TO:
SAP.TO vs. CNR.TOSAP.TO vs. FIE.TOSAP.TO vs. ^TNXSAP.TO vs. CSU.TOSAP.TO vs. VFV.TOSAP.TO vs. SPYDSAP.TO vs. L.TO
Often compared with XST.TO:
XST.TO vs. VDCXST.TO vs. VOOXST.TO vs. BALTXST.TO vs. XQQ.TOXST.TO vs. XSTP.TOXST.TO vs. XCD.TOXST.TO vs. CHSCP

Return for Risk

SAP.TO vs. XST.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SAP.TO
SAP.TO Risk / Return Rank: 9191
Overall Rank
SAP.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SAP.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
SAP.TO Omega Ratio Rank: 9393
Omega Ratio Rank
SAP.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
SAP.TO Martin Ratio Rank: 9292
Martin Ratio Rank
XST.TO
XST.TO Risk / Return Rank: 1414
Overall Rank
XST.TO Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XST.TO Sortino Ratio Rank: 1313
Sortino Ratio Rank
XST.TO Omega Ratio Rank: 1313
Omega Ratio Rank
XST.TO Calmar Ratio Rank: 1515
Calmar Ratio Rank
XST.TO Martin Ratio Rank: 1515
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.

SAP.TO vs. XST.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saputo Inc. (SAP.TO) and iShares S&P/TSX Capped Consumer Staples Index ETF (XST.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.

SAP.TOXST.TODifference
Sharpe ratioReturn per unit of total volatility
2.76
0.36

+2.41

Sortino ratioReturn per unit of downside risk
3.40
0.61

+2.79

Omega ratioGain probability vs. loss probability

1.50

1.07

+0.43

Calmar ratioReturn relative to maximum drawdown

4.03

0.55

+3.49

Martin ratioReturn relative to average drawdown

14.94

1.30

+13.64

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAP.TO vs. XST.TO - Sharpe Ratio Comparison

The current SAP.TO Sharpe Ratio is 2.76, which is higher than the XST.TO Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of SAP.TO and XST.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

SAP.TOXST.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.76

0.36

+2.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.90

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.64

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.98

-0.49

Drawdowns

SAP.TO vs. XST.TO - Drawdown Comparison

The maximum SAP.TO drawdown since its inception was -44.63%, which is greater than XST.TO's maximum drawdown of -22.65%. Use the drawdown chart below to compare losses from any high point for SAP.TO and XST.TO.

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Drawdown Indicators

SAP.TOXST.TODifference

Max Drawdown

Largest peak-to-trough decline

-44.63%

-22.65%

-21.98%

Max Drawdown (1Y)

Largest decline over 1 year

-16.05%

-10.52%

-5.53%

Max Drawdown (3Y)

Largest decline over 3 years

-32.20%

-10.86%

-21.34%

Max Drawdown (5Y)

Largest decline over 5 years

-35.29%

-10.86%

-24.43%

Max Drawdown (10Y)

Largest decline over 10 years

-44.63%

-22.65%

-21.98%

Current Drawdown

Current decline from peak

-4.77%

-6.65%

+1.88%

Average Drawdown

Average peak-to-trough decline

-13.86%

-3.21%

-10.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

4.46%

-0.13%

Volatility

SAP.TO vs. XST.TO - Volatility Comparison

Saputo Inc. (SAP.TO) has a higher volatility of 6.64% compared to iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) at 4.77%. This indicates that SAP.TO's price experiences larger fluctuations and is considered to be riskier than XST.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SAP.TOXST.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

4.77%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

17.38%

12.08%

+5.30%

Volatility (1Y)

Calculated over the trailing 1-year period

23.43%

16.16%

+7.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.97%

14.22%

+8.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.58%

14.95%

+7.63%

Dividends

SAP.TO vs. XST.TO - Dividend Comparison

SAP.TO's dividend yield for the trailing twelve months is around 1.84%, more than XST.TO's 0.68% yield.

PositionTTM20252024202320222021202020192018201720162015
SAP.TO
Saputo Inc.		1.84%1.89%3.00%2.72%2.15%2.49%1.94%1.67%1.66%1.37%1.20%1.60%
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF		0.68%0.67%0.86%0.79%0.74%0.68%0.74%0.73%0.81%0.90%0.52%0.62%

Frequently Asked Questions

SAP.TO and XST.TO have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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