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SIA.TO vs. CSH-UN.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SIA.TO and CSH-UN.TO is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

SIA.TO vs. CSH-UN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sienna Senior Living Inc. (SIA.TO) and Chartwell Retirement Residences (CSH-UN.TO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-1.55%
8.22%
SIA.TO
CSH-UN.TO

Key characteristics

Sharpe Ratio

SIA.TO:

1.44

CSH-UN.TO:

2.39

Sortino Ratio

SIA.TO:

2.03

CSH-UN.TO:

3.45

Omega Ratio

SIA.TO:

1.26

CSH-UN.TO:

1.40

Calmar Ratio

SIA.TO:

1.99

CSH-UN.TO:

4.73

Martin Ratio

SIA.TO:

5.79

CSH-UN.TO:

14.90

Ulcer Index

SIA.TO:

5.16%

CSH-UN.TO:

2.85%

Daily Std Dev

SIA.TO:

20.70%

CSH-UN.TO:

17.76%

Max Drawdown

SIA.TO:

-53.19%

CSH-UN.TO:

-80.19%

Current Drawdown

SIA.TO:

-10.50%

CSH-UN.TO:

-0.65%

Fundamentals

Market Cap

SIA.TO:

CA$1.27B

CSH-UN.TO:

CA$4.60B

EPS

SIA.TO:

CA$0.50

CSH-UN.TO:

CA$0.02

PE Ratio

SIA.TO:

30.70

CSH-UN.TO:

841.00

Total Revenue (TTM)

SIA.TO:

CA$893.16M

CSH-UN.TO:

CA$618.66M

Gross Profit (TTM)

SIA.TO:

CA$295.18M

CSH-UN.TO:

CA$172.86M

EBITDA (TTM)

SIA.TO:

CA$115.96M

CSH-UN.TO:

CA$244.66M

Returns By Period

In the year-to-date period, SIA.TO achieves a -1.23% return, which is significantly lower than CSH-UN.TO's 11.54% return. Over the past 10 years, SIA.TO has underperformed CSH-UN.TO with an annualized return of 6.95%, while CSH-UN.TO has yielded a comparatively higher 7.98% annualized return.


SIA.TO

YTD

-1.23%

1M

2.37%

6M

3.67%

1Y

26.95%

5Y*

3.75%

10Y*

6.95%

CSH-UN.TO

YTD

11.54%

1M

6.93%

6M

13.97%

1Y

42.23%

5Y*

9.15%

10Y*

7.98%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SIA.TO vs. CSH-UN.TO — Risk-Adjusted Performance Rank

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

SIA.TO
The Risk-Adjusted Performance Rank of SIA.TO is 8484
Overall Rank
The Sharpe Ratio Rank of SIA.TO is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of SIA.TO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of SIA.TO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of SIA.TO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of SIA.TO is 8484
Martin Ratio Rank

CSH-UN.TO
The Risk-Adjusted Performance Rank of CSH-UN.TO is 9595
Overall Rank
The Sharpe Ratio Rank of CSH-UN.TO is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of CSH-UN.TO is 9494
Sortino Ratio Rank
The Omega Ratio Rank of CSH-UN.TO is 9191
Omega Ratio Rank
The Calmar Ratio Rank of CSH-UN.TO is 9898
Calmar Ratio Rank
The Martin Ratio Rank of CSH-UN.TO is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SIA.TO vs. CSH-UN.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sienna Senior Living Inc. (SIA.TO) and Chartwell Retirement Residences (CSH-UN.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.


Sharpe ratio
The chart of Sharpe ratio for SIA.TO, currently valued at 1.04, compared to the broader market-2.000.002.001.041.84
The chart of Sortino ratio for SIA.TO, currently valued at 1.53, compared to the broader market-4.00-2.000.002.004.006.001.532.66
The chart of Omega ratio for SIA.TO, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.31
The chart of Calmar ratio for SIA.TO, currently valued at 1.31, compared to the broader market0.002.004.006.001.312.93
The chart of Martin ratio for SIA.TO, currently valued at 3.66, compared to the broader market-10.000.0010.0020.0030.003.668.90
SIA.TO
CSH-UN.TO

The current SIA.TO Sharpe Ratio is 1.44, which is lower than the CSH-UN.TO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of SIA.TO and CSH-UN.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.04
1.84
SIA.TO
CSH-UN.TO

Dividends

SIA.TO vs. CSH-UN.TO - Dividend Comparison

SIA.TO's dividend yield for the trailing twelve months is around 6.10%, more than CSH-UN.TO's 2.43% yield.


TTM20242023202220212020201920182017201620152014
SIA.TO
Sienna Senior Living Inc.
6.10%5.99%8.15%8.59%6.23%6.62%5.07%5.77%4.94%5.52%5.58%6.43%
CSH-UN.TO
Chartwell Retirement Residences
2.43%3.04%5.22%7.25%5.18%5.45%4.30%4.29%3.53%2.88%1.14%1.29%

Drawdowns

SIA.TO vs. CSH-UN.TO - Drawdown Comparison

The maximum SIA.TO drawdown since its inception was -53.19%, smaller than the maximum CSH-UN.TO drawdown of -80.19%. Use the drawdown chart below to compare losses from any high point for SIA.TO and CSH-UN.TO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-12.61%
-0.99%
SIA.TO
CSH-UN.TO

Volatility

SIA.TO vs. CSH-UN.TO - Volatility Comparison

Sienna Senior Living Inc. (SIA.TO) has a higher volatility of 9.22% compared to Chartwell Retirement Residences (CSH-UN.TO) at 5.28%. This indicates that SIA.TO's price experiences larger fluctuations and is considered to be riskier than CSH-UN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
9.22%
5.28%
SIA.TO
CSH-UN.TO

Financials

SIA.TO vs. CSH-UN.TO - Financials Comparison

This section allows you to compare key financial metrics between Sienna Senior Living Inc. and Chartwell Retirement Residences. 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


Values in CAD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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