SIS.TO vs. ^GSPTSE
Compare and contrast key facts about Savaria Corporation (SIS.TO) and S&P TSX Composite Index (Canada) (^GSPTSE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SIS.TO or ^GSPTSE.
Correlation
The correlation between SIS.TO and ^GSPTSE is 0.33, 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.
Performance
SIS.TO vs. ^GSPTSE - Performance Comparison
Key characteristics
SIS.TO:
0.55
^GSPTSE:
2.04
SIS.TO:
0.84
^GSPTSE:
2.78
SIS.TO:
1.12
^GSPTSE:
1.37
SIS.TO:
0.52
^GSPTSE:
3.14
SIS.TO:
1.59
^GSPTSE:
12.14
SIS.TO:
7.86%
^GSPTSE:
1.76%
SIS.TO:
22.61%
^GSPTSE:
10.46%
SIS.TO:
-84.00%
^GSPTSE:
-49.99%
SIS.TO:
-23.17%
^GSPTSE:
-0.95%
Returns By Period
In the year-to-date period, SIS.TO achieves a -8.80% return, which is significantly lower than ^GSPTSE's 3.38% return. Over the past 10 years, SIS.TO has outperformed ^GSPTSE with an annualized return of 17.57%, while ^GSPTSE has yielded a comparatively lower 5.32% annualized return.
SIS.TO
-8.80%
-5.57%
-6.04%
13.08%
9.01%
17.57%
^GSPTSE
3.38%
4.18%
12.32%
24.18%
7.49%
5.32%
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Risk-Adjusted Performance
SIS.TO vs. ^GSPTSE — Risk-Adjusted Performance Rank
SIS.TO
^GSPTSE
SIS.TO vs. ^GSPTSE - Risk-Adjusted Performance 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.
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. For additional features, visit the drawdowns tool.
Volatility
SIS.TO vs. ^GSPTSE - Volatility Comparison
Savaria Corporation (SIS.TO) has a higher volatility of 7.44% compared to S&P TSX Composite Index (Canada) (^GSPTSE) at 3.12%. 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.