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SIA.TO vs. ABX.AX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SIA.TO vs. ABX.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Sienna Senior Living Inc. (SIA.TO) and ABx Group Limited (ABX.AX). The values are adjusted to include any dividend payments, if applicable.

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SIA.TO vs. ABX.AX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIA.TO
Sienna Senior Living Inc.
6.72%37.82%44.91%14.63%-22.09%13.18%-16.42%21.93%-8.85%17.58%
ABX.AX
ABx Group Limited
-3.49%83.16%-43.80%-38.81%17.82%1.89%-28.07%21.80%-14.31%-30.43%
Different Trading Currencies

SIA.TO is traded in CAD, while ABX.AX is traded in AUD. To make them comparable, the ABX.AX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SIA.TO achieves a 6.72% return, which is significantly higher than ABX.AX's -3.49% return. Over the past 10 years, SIA.TO has outperformed ABX.AX with an annualized return of 9.21%, while ABX.AX has yielded a comparatively lower -4.74% annualized return.


SIA.TO

1D
0.51%
1M
-7.79%
YTD
6.72%
6M
18.28%
1Y
36.38%
3Y*
34.44%
5Y*
15.66%
10Y*
9.21%

ABX.AX

1D
4.04%
1M
-0.69%
YTD
-3.49%
6M
9.52%
1Y
79.46%
3Y*
-13.41%
5Y*
-7.55%
10Y*
-4.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SIA.TO vs. ABX.AX — Risk / Return Rank

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

SIA.TO
SIA.TO Risk / Return Rank: 9090
Overall Rank
SIA.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SIA.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
SIA.TO Omega Ratio Rank: 8787
Omega Ratio Rank
SIA.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
SIA.TO Martin Ratio Rank: 9393
Martin Ratio Rank

ABX.AX
ABX.AX Risk / Return Rank: 6969
Overall Rank
ABX.AX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ABX.AX Sortino Ratio Rank: 7777
Sortino Ratio Rank
ABX.AX Omega Ratio Rank: 7474
Omega Ratio Rank
ABX.AX Calmar Ratio Rank: 7070
Calmar Ratio Rank
ABX.AX Martin Ratio Rank: 6464
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.

SIA.TO vs. ABX.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sienna Senior Living Inc. (SIA.TO) and ABx Group Limited (ABX.AX). 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.


SIA.TOABX.AXDifference

Sharpe ratio

Return per unit of total volatility

1.96

0.64

+1.32

Sortino ratio

Return per unit of downside risk

2.89

2.06

+0.83

Omega ratio

Gain probability vs. loss probability

1.35

1.25

+0.10

Calmar ratio

Return relative to maximum drawdown

4.14

1.79

+2.35

Martin ratio

Return relative to average drawdown

12.83

3.04

+9.79

SIA.TO vs. ABX.AX - Sharpe Ratio Comparison

The current SIA.TO Sharpe Ratio is 1.96, which is higher than the ABX.AX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of SIA.TO and ABX.AX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SIA.TOABX.AXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

0.64

+1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

-0.09

+0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

-0.06

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

-0.11

+0.67

Correlation

The correlation between SIA.TO and ABX.AX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SIA.TO vs. ABX.AX - Dividend Comparison

SIA.TO's dividend yield for the trailing twelve months is around 3.96%, while ABX.AX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SIA.TO
Sienna Senior Living Inc.
3.96%4.58%5.99%8.15%8.59%6.23%6.62%5.09%5.78%4.94%5.52%5.58%
ABX.AX
ABx Group Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SIA.TO vs. ABX.AX - Drawdown Comparison

The maximum SIA.TO drawdown since its inception was -53.19%, smaller than the maximum ABX.AX drawdown of -96.59%. Use the drawdown chart below to compare losses from any high point for SIA.TO and ABX.AX.


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Drawdown Indicators


SIA.TOABX.AXDifference

Max Drawdown

Largest peak-to-trough decline

-53.19%

-96.19%

+43.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.53%

-46.67%

+37.14%

Max Drawdown (5Y)

Largest decline over 5 years

-30.57%

-84.00%

+53.43%

Max Drawdown (10Y)

Largest decline over 10 years

-53.19%

-87.20%

+34.01%

Current Drawdown

Current decline from peak

-9.07%

-92.02%

+82.95%

Average Drawdown

Average peak-to-trough decline

-9.03%

-74.16%

+65.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

27.01%

-23.93%

Volatility

SIA.TO vs. ABX.AX - Volatility Comparison

The current volatility for Sienna Senior Living Inc. (SIA.TO) is 4.52%, while ABx Group Limited (ABX.AX) has a volatility of 27.36%. This indicates that SIA.TO experiences smaller price fluctuations and is considered to be less risky than ABX.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIA.TOABX.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

27.36%

-22.84%

Volatility (6M)

Calculated over the trailing 6-month period

14.52%

70.98%

-56.46%

Volatility (1Y)

Calculated over the trailing 1-year period

18.77%

122.84%

-104.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.45%

86.55%

-67.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.70%

80.23%

-56.53%

Financials

SIA.TO vs. ABX.AX - Financials Comparison

This section allows you to compare key financial metrics between Sienna Senior Living Inc. and ABx Group Limited. 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


Please note, different currencies. SIA.TO values in CAD, ABX.AX values in AUD