SIS.TO vs. BDI.TO
SIS.TO (Savaria Corporation) and BDI.TO (Black Diamond Group Limited) are both stocks. Both are in the Industrials sector — SIS.TO in Specialty Industrial Machinery, BDI.TO in Rental & Leasing Services. Over the past 10 years, SIS.TO returned 17.49%/yr vs 14.55%/yr for BDI.TO. At a 0.09 correlation, their price movements are largely independent.
Performance
SIS.TO vs. BDI.TO - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SIS.TO having a 32.01% return and BDI.TO slightly higher at 33.12%. Over the past 10 years, SIS.TO has outperformed BDI.TO with an annualized return of 17.49%, while BDI.TO has yielded a comparatively lower 14.55% annualized return.
SIS.TO
- 1D
- 2.40%
- 1M
- 5.43%
- YTD
- 32.01%
- 6M
- 39.38%
- 1Y
- 59.39%
- 3Y*
- 24.84%
- 5Y*
- 11.53%
- 10Y*
- 17.49%
BDI.TO
- 1D
- 2.96%
- 1M
- 11.84%
- YTD
- 33.12%
- 6M
- 39.83%
- 1Y
- 110.66%
- 3Y*
- 48.77%
- 5Y*
- 35.15%
- 10Y*
- 14.55%
SIS.TO vs. BDI.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIS.TO Savaria Corporation | 32.01% | 17.77% | 34.86% | 12.15% | -24.44% | 35.92% | 7.37% | 10.42% | -26.61% | 71.44% |
BDI.TO Black Diamond Group Limited | 33.12% | 58.01% | 16.69% | 71.38% | 10.69% | 63.73% | 26.51% | 2.87% | -12.55% | -44.51% |
Correlation
The correlation between SIS.TO and BDI.TO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2006 | 0.09 |
The correlation between SIS.TO and BDI.TO shifts across timeframes, from 0.09 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SIS.TO:
CA$2.17B
BDI.TO:
CA$1.36B
SIS.TO:
CA$1.10
BDI.TO:
CA$0.48
SIS.TO:
27.19
BDI.TO:
40.91
SIS.TO:
0.43
BDI.TO:
3.00
SIS.TO:
2.31
BDI.TO:
2.67
SIS.TO:
3.29
BDI.TO:
3.34
SIS.TO:
CA$928.84M
BDI.TO:
CA$484.67M
SIS.TO:
CA$362.29M
BDI.TO:
CA$177.39M
SIS.TO:
CA$176.47M
BDI.TO:
CA$130.40M
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Return for Risk
SIS.TO vs. BDI.TO — Risk / Return Rank
SIS.TO
BDI.TO
SIS.TO vs. BDI.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Savaria Corporation (SIS.TO) and Black Diamond Group Limited (BDI.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.
| SIS.TO | BDI.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.58 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 6.14 | 6.77 | -0.63 |
| Martin ratioReturn relative to average drawdown | 17.99 | 20.20 | -2.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SIS.TO | BDI.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 3.88 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 1.05 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.32 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.33 | +0.06 |
Drawdowns
SIS.TO vs. BDI.TO - Drawdown Comparison
The maximum SIS.TO drawdown since its inception was -75.48%, smaller than the maximum BDI.TO drawdown of -96.61%. Use the drawdown chart below to compare losses from any high point for SIS.TO and BDI.TO.
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Drawdown Indicators
| SIS.TO | BDI.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.48% | -96.61% | +21.13% |
Max Drawdown (1Y)Largest decline over 1 year | -9.72% | -16.44% | +6.72% |
Max Drawdown (3Y)Largest decline over 3 years | -33.99% | -23.39% | -10.60% |
Max Drawdown (5Y)Largest decline over 5 years | -44.22% | -37.07% | -7.15% |
Max Drawdown (10Y)Largest decline over 10 years | -62.16% | -82.04% | +19.88% |
Current DrawdownCurrent decline from peak | -1.33% | -26.77% | +25.44% |
Average DrawdownAverage peak-to-trough decline | -20.77% | -50.03% | +29.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 5.50% | -2.19% |
Volatility
SIS.TO vs. BDI.TO - Volatility Comparison
The current volatility for Savaria Corporation (SIS.TO) is 6.86%, while Black Diamond Group Limited (BDI.TO) has a volatility of 10.10%. This indicates that SIS.TO experiences smaller price fluctuations and is considered to be less risky than BDI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIS.TO | BDI.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.86% | 10.10% | -3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 19.36% | 19.85% | -0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.68% | 28.73% | -5.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.92% | 33.70% | -6.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.32% | 45.43% | -13.11% |
Dividends
SIS.TO vs. BDI.TO - Dividend Comparison
SIS.TO's dividend yield for the trailing twelve months is around 1.86%, more than BDI.TO's 0.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDI.TO Black Diamond Group Limited | 0.82% | 1.02% | 1.33% | 1.10% | 1.35% | 0.56% | 0.00% | 0.00% | 0.00% | 7.32% | 7.74% | 12.40% |
SIS.TO Savaria Corporation | 1.86% | 2.40% | 2.65% | 3.42% | 3.62% | 2.54% | 3.23% | 3.11% | 2.91% | 1.73% | 1.98% | 3.09% |
Financials
SIS.TO vs. BDI.TO - Financials Comparison
This section allows you to compare key financial metrics between Savaria Corporation and Black Diamond 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.
Total Revenue: Total amount of money received from sales and other business activities
SIS.TO vs. BDI.TO - Profitability Comparison
SIS.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Savaria Corporation reported a gross profit of 91.74M and revenue of 235.55M. Therefore, the gross margin over that period was 39.0%.
BDI.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Black Diamond Group Limited reported a gross profit of 38.79M and revenue of 129.98M. Therefore, the gross margin over that period was 29.8%.
SIS.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Savaria Corporation reported an operating income of 33.15M and revenue of 235.55M, resulting in an operating margin of 14.1%.
BDI.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Black Diamond Group Limited reported an operating income of 13.44M and revenue of 129.98M, resulting in an operating margin of 10.3%.
SIS.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Savaria Corporation reported a net income of 22.68M and revenue of 235.55M, resulting in a net margin of 9.6%.
BDI.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Black Diamond Group Limited reported a net income of 2.67M and revenue of 129.98M, resulting in a net margin of 2.1%.
Frequently Asked Questions
SIS.TO and BDI.TO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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