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SIA.TO vs. XIC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SIA.TO vs. XIC.TO

Last updated Jul 17, 2026
Documentation

SIA.TO (Sienna Senior Living Inc.) is a stock, while XIC.TO (iShares Core S&P/TSX Capped Composite Index ETF) is Canada Equities fund tracking the S&P/TSX Capped Composite Index. Over the past 10 years, SIA.TO returned 9.48%/yr vs 12.41%/yr for XIC.TO. At a 0.34 correlation, their price movements are largely independent.

Performance

SIA.TO vs. XIC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Sienna Senior Living Inc. (SIA.TO) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.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, SIA.TO achieves a 16.09% return, which is significantly higher than XIC.TO's 12.83% return. Over the past 10 years, SIA.TO has underperformed XIC.TO with an annualized return of 9.48%, while XIC.TO has yielded a comparatively higher 12.41% annualized return.

SIA.TO

1D
0.74%
1M
7.34%
6M
10.83%
YTD
16.09%
1Y
30.06%
3Y*
33.13%
5Y*
14.28%
10Y*
9.48%

XIC.TO

1D
-0.12%
1M
0.06%
6M
8.19%
YTD
12.83%
1Y
33.20%
3Y*
23.79%
5Y*
15.00%
10Y*
12.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIA.TO vs. XIC.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SIA.TO
Sienna Senior Living Inc.		16.09%37.82%44.91%14.63%-22.09%13.18%-16.42%21.90%-8.86%17.58%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF		12.83%31.51%21.48%11.74%-5.82%23.43%5.61%22.76%-8.72%8.99%

Correlation

The correlation between SIA.TO and XIC.TO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.19

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

0.37

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

0.46

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

0.40

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2010

0.34

The correlation between SIA.TO and XIC.TO shifts across timeframes, from 0.19 (1 year) to 0.46 (5 years), reflecting how their relationship changes across market environments.

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Sienna Senior Living Inc.

iShares Core S&P/TSX Capped Composite Index ETF

Often compared with SIA.TO:
SIA.TO vs. CSH-UN.TOSIA.TO vs. EXE.TOSIA.TO vs. SLFSIA.TO vs. MDA.TOSIA.TO vs. ABX.AXSIA.TO vs. AAPLSIA.TO vs. VDY.TO
Often compared with XIC.TO:
XIC.TO vs. XIU.TOXIC.TO vs. VDY.TOXIC.TO vs. ZCN.TOXIC.TO vs. VCE.TOXIC.TO vs. XEF.TOXIC.TO vs. VEQT.TOXIC.TO vs. VO

Return for Risk

SIA.TO vs. XIC.TO — 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: 8484
Overall Rank
SIA.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SIA.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
SIA.TO Omega Ratio Rank: 8282
Omega Ratio Rank
SIA.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
SIA.TO Martin Ratio Rank: 8484
Martin Ratio Rank
XIC.TO
XIC.TO Risk / Return Rank: 8989
Overall Rank
XIC.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XIC.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
XIC.TO Omega Ratio Rank: 8989
Omega Ratio Rank
XIC.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
XIC.TO Martin Ratio Rank: 9090
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. XIC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sienna Senior Living Inc. (SIA.TO) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

SIA.TOXIC.TODifference
Sharpe ratioReturn per unit of total volatility
1.60
2.54

-0.94

Sortino ratioReturn per unit of downside risk
2.46
3.28

-0.82

Omega ratioGain probability vs. loss probability

1.28

1.45

-0.16

Calmar ratioReturn relative to maximum drawdown

2.54

3.59

-1.05

Martin ratioReturn relative to average drawdown

6.88

16.27

-9.39

SIA.TO vs. XIC.TO - Sharpe Ratio Comparison

The current SIA.TO Sharpe Ratio is 1.60, which is lower than the XIC.TO Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of SIA.TO and XIC.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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Drawdowns

SIA.TO vs. XIC.TO - Drawdown Comparison

The maximum SIA.TO drawdown since its inception was -53.19%, which is greater than XIC.TO's maximum drawdown of -47.27%. Use the drawdown chart below to compare losses from any high point for SIA.TO and XIC.TO.

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Drawdown Indicators

SIA.TOXIC.TODifference

Max Drawdown

Largest peak-to-trough decline

-53.19%

-47.27%

-5.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.89%

-9.29%

-2.60%

Max Drawdown (3Y)

Largest decline over 3 years

-15.39%

-12.27%

-3.12%

Max Drawdown (5Y)

Largest decline over 5 years

-29.18%

-16.24%

-12.94%

Max Drawdown (10Y)

Largest decline over 10 years

-53.19%

-37.21%

-15.98%

Current Drawdown

Current decline from peak

-1.52%

-0.12%

-1.40%

Average Drawdown

Average peak-to-trough decline

-8.97%

-6.72%

-2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

2.05%

+2.33%

Volatility

SIA.TO vs. XIC.TO - Volatility Comparison

Sienna Senior Living Inc. (SIA.TO) has a higher volatility of 5.74% compared to iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) at 2.20%. This indicates that SIA.TO's price experiences larger fluctuations and is considered to be riskier than XIC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SIA.TOXIC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

2.20%

+3.54%

Volatility (6M)

Calculated over the trailing 6-month period

13.29%

10.66%

+2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

18.90%

13.15%

+5.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.66%

13.21%

+6.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.75%

14.95%

+8.80%

Dividends

SIA.TO vs. XIC.TO - Dividend Comparison

SIA.TO's dividend yield for the trailing twelve months is around 4.03%, more than XIC.TO's 1.99% yield.

PositionTTM20252024202320222021202020192018201720162015
SIA.TO
Sienna Senior Living Inc.		4.03%4.58%5.99%8.15%8.59%6.23%6.62%5.07%5.77%4.94%5.52%5.58%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF		1.99%2.23%2.64%2.96%3.10%2.45%3.03%3.01%3.19%2.49%2.72%3.21%

Frequently Asked Questions

SIA.TO and XIC.TO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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