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SIA.TO vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SIA.TO and VTI is 0.45, 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. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sienna Senior Living Inc. (SIA.TO) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-1.55%
7.28%
SIA.TO
VTI

Key characteristics

Sharpe Ratio

SIA.TO:

1.44

VTI:

1.65

Sortino Ratio

SIA.TO:

2.03

VTI:

2.23

Omega Ratio

SIA.TO:

1.26

VTI:

1.30

Calmar Ratio

SIA.TO:

1.99

VTI:

2.50

Martin Ratio

SIA.TO:

5.79

VTI:

9.95

Ulcer Index

SIA.TO:

5.16%

VTI:

2.16%

Daily Std Dev

SIA.TO:

20.70%

VTI:

13.04%

Max Drawdown

SIA.TO:

-53.19%

VTI:

-55.45%

Current Drawdown

SIA.TO:

-10.50%

VTI:

-2.38%

Returns By Period

In the year-to-date period, SIA.TO achieves a -1.23% return, which is significantly lower than VTI's 2.11% return. Over the past 10 years, SIA.TO has underperformed VTI with an annualized return of 6.95%, while VTI has yielded a comparatively higher 12.40% annualized return.


SIA.TO

YTD

-1.23%

1M

2.37%

6M

3.67%

1Y

26.95%

5Y*

3.75%

10Y*

6.95%

VTI

YTD

2.11%

1M

-1.56%

6M

7.28%

1Y

19.09%

5Y*

13.48%

10Y*

12.40%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SIA.TO vs. VTI — 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

VTI
The Risk-Adjusted Performance Rank of VTI is 7373
Overall Rank
The Sharpe Ratio Rank of VTI is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 7777
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. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sienna Senior Living Inc. (SIA.TO) and Vanguard Total Stock Market ETF (VTI). 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 0.77, compared to the broader market-2.000.002.000.771.49
The chart of Sortino ratio for SIA.TO, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.006.001.182.03
The chart of Omega ratio for SIA.TO, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.28
The chart of Calmar ratio for SIA.TO, currently valued at 0.95, compared to the broader market0.002.004.006.000.952.24
The chart of Martin ratio for SIA.TO, currently valued at 2.63, compared to the broader market-10.000.0010.0020.0030.002.638.86
SIA.TO
VTI

The current SIA.TO Sharpe Ratio is 1.44, which is comparable to the VTI Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of SIA.TO and VTI, 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
0.77
1.49
SIA.TO
VTI

Dividends

SIA.TO vs. VTI - Dividend Comparison

SIA.TO's dividend yield for the trailing twelve months is around 6.10%, more than VTI's 1.24% 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%
VTI
Vanguard Total Stock Market ETF
1.24%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

SIA.TO vs. VTI - Drawdown Comparison

The maximum SIA.TO drawdown since its inception was -53.19%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SIA.TO and VTI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-12.61%
-2.38%
SIA.TO
VTI

Volatility

SIA.TO vs. VTI - Volatility Comparison

Sienna Senior Living Inc. (SIA.TO) has a higher volatility of 9.22% compared to Vanguard Total Stock Market ETF (VTI) at 3.46%. This indicates that SIA.TO's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
9.22%
3.46%
SIA.TO
VTI
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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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