SIS.TO vs. ^GSPTSE

Last updated Apr 2, 2026

Compare and contrast key facts about Savaria Corporation (SIS.TO) and S&P TSX Composite Index (Canada) (^GSPTSE).

Performance

SIS.TO vs. ^GSPTSE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Savaria Corporation (SIS.TO) and S&P TSX Composite Index (Canada) (^GSPTSE). The values are adjusted to include any dividend payments, if applicable.

SIS.TO vs. ^GSPTSE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SIS.TO Savaria Corporation	18.71%	17.78%	34.84%	12.13%	-24.44%	35.93%	7.35%	10.41%	-26.61%	71.44%
^GSPTSE S&P TSX Composite Index (Canada)	3.93%	28.25%	17.99%	8.12%	-8.66%	21.74%	2.17%	19.13%	-11.64%	6.03%

Returns By Period

In the year-to-date period, SIS.TO achieves a 18.71% return, which is significantly higher than ^GSPTSE's 3.93% return. Over the past 10 years, SIS.TO has outperformed ^GSPTSE with an annualized return of 19.36%, while ^GSPTSE has yielded a comparatively lower 9.38% annualized return.

SIS.TO

• 1D: 0.52%
• 1M: 6.94%
• YTD: 18.71%
• 6M: 34.79%
• 1Y: 68.90%
• 3Y*: 22.80%
• 5Y*: 11.53%
• 10Y*: 19.36%

^GSPTSE

• 1D: 0.58%
• 1M: -4.58%
• YTD: 3.93%
• 6M: 9.47%
• 1Y: 31.66%
• 3Y*: 17.92%
• 5Y*: 11.66%
• 10Y*: 9.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SIS.TO vs. ^GSPTSE — Risk / Return Rank

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

SIS.TO

SIS.TO Risk / Return Rank: 96
SIS.TO Sharpe Ratio Rank: 95
SIS.TO Sortino Ratio Rank: 97
SIS.TO Omega Ratio Rank: 95
SIS.TO Calmar Ratio Rank: 98
SIS.TO Martin Ratio Rank: 98

^GSPTSE

^GSPTSE Risk / Return Rank: 94
^GSPTSE Sharpe Ratio Rank: 95
^GSPTSE Sortino Ratio Rank: 95
^GSPTSE Omega Ratio Rank: 96
^GSPTSE Calmar Ratio Rank: 92
^GSPTSE Martin Ratio Rank: 92

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.

SIS.TO vs. ^GSPTSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Savaria Corporation (SIS.TO) and S&P TSX Composite Index (Canada) (^GSPTSE). 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.

	SIS.TO	^GSPTSE	Difference
Sharpe ratio Return per unit of total volatility	2.81	2.07	+0.74
Sortino ratio Return per unit of downside risk	4.00	2.64	+1.36
Omega ratio Gain probability vs. loss probability	1.50	1.41	+0.09
Calmar ratio Return relative to maximum drawdown	8.86	2.92	+5.94
Martin ratio Return relative to average drawdown	24.06	12.92	+11.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SIS.TO vs. ^GSPTSE - Sharpe Ratio Comparison

The current SIS.TO Sharpe Ratio is 2.81, which is higher than the ^GSPTSE Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of SIS.TO and ^GSPTSE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SIS.TO	^GSPTSE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.81	2.07	+0.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	0.90	-0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.63	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.43	-0.02

Correlation

The correlation between SIS.TO and ^GSPTSE is 0.17, 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.

Drawdowns

SIS.TO vs. ^GSPTSE - Drawdown Comparison

The maximum SIS.TO drawdown since its inception was -84.00%, which is greater than ^GSPTSE's maximum drawdown of -49.99%. Use the drawdown chart below to compare losses from any high point for SIS.TO and ^GSPTSE.

Drawdown Indicators

	SIS.TO	^GSPTSE	Difference
Max Drawdown Largest peak-to-trough decline	-84.00%	-49.99%	-34.01%
Max Drawdown (1Y) Largest decline over 1 year	-8.14%	-11.07%	+2.93%
Max Drawdown (5Y) Largest decline over 5 years	-44.21%	-17.57%	-26.64%
Max Drawdown (10Y) Largest decline over 10 years	-62.17%	-37.43%	-24.74%
Current Drawdown Current decline from peak	0.00%	-4.58%	+4.58%
Average Drawdown Average peak-to-trough decline	-30.90%	-11.55%	-19.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.99%	2.50%	+0.49%

Volatility

SIS.TO vs. ^GSPTSE - Volatility Comparison

Savaria Corporation (SIS.TO) has a higher volatility of 11.36% compared to S&P TSX Composite Index (Canada) (^GSPTSE) at 5.56%. This indicates that SIS.TO's price experiences larger fluctuations and is considered to be riskier than ^GSPTSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SIS.TO	^GSPTSE	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.36%	5.56%	+5.80%
Volatility (6M) Calculated over the trailing 6-month period	17.84%	10.92%	+6.92%
Volatility (1Y) Calculated over the trailing 1-year period	24.69%	15.37%	+9.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.91%	13.07%	+13.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.42%	15.06%	+17.36%