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SITC vs. XUS.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SITC vs. XUS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SITE Centers Corp. (SITC) and iShares Core S&P 500 Index ETF (XUS.TO). The values are adjusted to include any dividend payments, if applicable.

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SITC vs. XUS.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SITC
SITE Centers Corp.
-15.89%-15.13%46.42%5.13%-10.48%61.35%-26.18%34.28%-14.67%-36.34%
XUS.TO
iShares Core S&P 500 Index ETF
-4.33%17.56%24.49%26.11%-18.44%28.14%17.88%30.79%-4.71%21.40%
Different Trading Currencies

SITC is traded in USD, while XUS.TO is traded in CAD. To make them comparable, the XUS.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SITC achieves a -15.89% return, which is significantly lower than XUS.TO's -4.33% return. Over the past 10 years, SITC has underperformed XUS.TO with an annualized return of -2.68%, while XUS.TO has yielded a comparatively higher 13.65% annualized return.


SITC

1D
1.89%
1M
-12.34%
YTD
-15.89%
6M
-21.18%
1Y
-15.00%
3Y*
6.54%
5Y*
2.92%
10Y*
-2.68%

XUS.TO

1D
2.91%
1M
-4.91%
YTD
-4.33%
6M
-1.77%
1Y
17.58%
3Y*
18.03%
5Y*
11.44%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SITC vs. XUS.TO — Risk / Return Rank

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

SITC
SITC Risk / Return Rank: 1919
Overall Rank
SITC Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SITC Sortino Ratio Rank: 1818
Sortino Ratio Rank
SITC Omega Ratio Rank: 1919
Omega Ratio Rank
SITC Calmar Ratio Rank: 2525
Calmar Ratio Rank
SITC Martin Ratio Rank: 1616
Martin Ratio Rank

XUS.TO
XUS.TO Risk / Return Rank: 4848
Overall Rank
XUS.TO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XUS.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
XUS.TO Omega Ratio Rank: 4949
Omega Ratio Rank
XUS.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
XUS.TO Martin Ratio Rank: 5050
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.

SITC vs. XUS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SITE Centers Corp. (SITC) and iShares Core S&P 500 Index ETF (XUS.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.


SITCXUS.TODifference

Sharpe ratio

Return per unit of total volatility

-0.51

0.96

-1.47

Sortino ratio

Return per unit of downside risk

-0.56

1.46

-2.03

Omega ratio

Gain probability vs. loss probability

0.93

1.22

-0.29

Calmar ratio

Return relative to maximum drawdown

-0.51

1.47

-1.98

Martin ratio

Return relative to average drawdown

-1.29

6.99

-8.28

SITC vs. XUS.TO - Sharpe Ratio Comparison

The current SITC Sharpe Ratio is -0.51, which is lower than the XUS.TO Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of SITC and XUS.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SITCXUS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

0.96

-1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.68

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

0.75

-0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.76

-0.70

Correlation

The correlation between SITC and XUS.TO is 0.38, 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.


Dividends

SITC vs. XUS.TO - Dividend Comparison

SITC's dividend yield for the trailing twelve months is around 125.00%, more than XUS.TO's 1.30% yield.


TTM20252024202320222021202020192018201720162015
SITC
SITE Centers Corp.
125.00%105.14%1.33%4.99%3.81%2.97%2.47%5.71%45.26%8.48%4.98%4.10%
XUS.TO
iShares Core S&P 500 Index ETF
1.30%1.26%1.03%1.22%1.38%0.99%1.35%2.02%1.77%1.48%1.66%1.70%

Drawdowns

SITC vs. XUS.TO - Drawdown Comparison

The maximum SITC drawdown since its inception was -97.77%, which is greater than XUS.TO's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for SITC and XUS.TO.


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Drawdown Indicators


SITCXUS.TODifference

Max Drawdown

Largest peak-to-trough decline

-97.77%

-27.23%

-70.54%

Max Drawdown (1Y)

Largest decline over 1 year

-26.64%

-12.50%

-14.14%

Max Drawdown (5Y)

Largest decline over 5 years

-39.35%

-21.85%

-17.50%

Max Drawdown (10Y)

Largest decline over 10 years

-82.17%

-27.23%

-54.94%

Current Drawdown

Current decline from peak

-69.50%

-6.07%

-63.43%

Average Drawdown

Average peak-to-trough decline

-53.06%

-3.49%

-49.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.53%

3.33%

+7.20%

Volatility

SITC vs. XUS.TO - Volatility Comparison

SITE Centers Corp. (SITC) has a higher volatility of 7.90% compared to iShares Core S&P 500 Index ETF (XUS.TO) at 5.29%. This indicates that SITC's price experiences larger fluctuations and is considered to be riskier than XUS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SITCXUS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.90%

5.29%

+2.61%

Volatility (6M)

Calculated over the trailing 6-month period

18.79%

9.46%

+9.33%

Volatility (1Y)

Calculated over the trailing 1-year period

29.44%

18.43%

+11.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.82%

16.90%

+17.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.82%

18.21%

+23.61%