PortfoliosLab logo
SITE vs. ABT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SITE and ABT is 0.30, 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.


-0.50.00.51.00.3

Performance

SITE vs. ABT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SiteOne Landscape Supply, Inc. (SITE) and Abbott Laboratories (ABT). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember
11.26%
11.65%
SITE
ABT

Key characteristics

Sharpe Ratio

SITE:

-0.50

ABT:

0.27

Sortino Ratio

SITE:

-0.51

ABT:

0.52

Omega Ratio

SITE:

0.94

ABT:

1.06

Calmar Ratio

SITE:

-0.37

ABT:

0.19

Martin Ratio

SITE:

-0.98

ABT:

0.60

Ulcer Index

SITE:

20.33%

ABT:

8.08%

Daily Std Dev

SITE:

39.74%

ABT:

17.92%

Max Drawdown

SITE:

-59.96%

ABT:

-45.66%

Current Drawdown

SITE:

-47.83%

ABT:

-15.41%

Fundamentals

Market Cap

SITE:

$6.03B

ABT:

$199.45B

EPS

SITE:

$3.12

ABT:

$3.29

PE Ratio

SITE:

42.86

ABT:

34.95

PEG Ratio

SITE:

2.52

ABT:

2.23

Total Revenue (TTM)

SITE:

$4.49B

ABT:

$41.22B

Gross Profit (TTM)

SITE:

$1.55B

ABT:

$22.55B

EBITDA (TTM)

SITE:

$355.40M

ABT:

$10.76B

Returns By Period


SITE

YTD

-19.20%

1M

-14.32%

6M

11.78%

1Y

-19.20%

5Y*

7.71%

10Y*

N/A

ABT

YTD

0.00%

1M

-4.77%

6M

10.71%

1Y

4.82%

5Y*

7.27%

10Y*

11.81%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SiteOne Landscape Supply, Inc.

Abbott Laboratories

Risk-Adjusted Performance

SITE vs. ABT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SiteOne Landscape Supply, Inc. (SITE) and Abbott Laboratories (ABT). 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.


The chart of Sharpe ratio for SITE, currently valued at -0.48, compared to the broader market-4.00-2.000.002.00-0.480.27
The chart of Sortino ratio for SITE, currently valued at -0.48, compared to the broader market-4.00-2.000.002.004.00-0.480.52
The chart of Omega ratio for SITE, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.06
The chart of Calmar ratio for SITE, currently valued at -0.36, compared to the broader market0.002.004.006.00-0.360.19
The chart of Martin ratio for SITE, currently valued at -0.94, compared to the broader market0.005.0010.0015.0020.0025.00-0.940.60
SITE
ABT

The current SITE Sharpe Ratio is -0.50, which is lower than the ABT Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of SITE and ABT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember
-0.48
0.27
SITE
ABT

Dividends

SITE vs. ABT - Dividend Comparison

SITE has not paid dividends to shareholders, while ABT's dividend yield for the trailing twelve months is around 1.95%.


TTM2023202220212020201920182017201620152014
SITE
SiteOne Landscape Supply, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ABT
Abbott Laboratories
1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%

Drawdowns

SITE vs. ABT - Drawdown Comparison

The maximum SITE drawdown since its inception was -59.96%, which is greater than ABT's maximum drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for SITE and ABT. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember
-47.83%
-15.41%
SITE
ABT

Volatility

SITE vs. ABT - Volatility Comparison

SiteOne Landscape Supply, Inc. (SITE) has a higher volatility of 8.36% compared to Abbott Laboratories (ABT) at 3.76%. This indicates that SITE's price experiences larger fluctuations and is considered to be riskier than ABT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember
8.36%
3.76%
SITE
ABT

Financials

SITE vs. ABT - Financials Comparison

This section allows you to compare key financial metrics between SiteOne Landscape Supply, Inc. and Abbott Laboratories. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

User Portfolios with SITE or ABT


AAPL
MSFT
GOOG
AMZN
NVDA
TSLA
META
BRK-B
TSM
V
UNH
JPM
BHP
LVMUY
LLY
WMT
JNJ
MA
AVGO
NVO
PG
HD
ASML
MRK
KO
PEP
ABBV
COST
ADBE
CRM
MCD
NVS
AZN
CSCO
PFE
TMO
NFLX
ABT
AMD
NKE
TXN
UPS
MS
LRLCY
CAT
FLOT
CbradJB
106%
YTD
BAC
BRK-B
BR
CVX
DHR
DVN
HD
ABT
ADBE
APD
AKAM
ALL
GOOG
AMZN
AAPL
IEX
INTC
JPM
KEX
LHX
MLM
MRK
MSFT
MDLZ
MCO
NVDA
PEP
PG
RVTY
SPGI
KO
TMO
UNP
VRSK
V
ZTS
HON
XOM
1 / 22

Recent discussions

How is Sharpe ratio calculated?

The highest sharpe ratio portfolioi in User portfolios holds only ultrashort treasuries and show a sharpe ratio of 7+. But my understanding is the Sharpe ratio is the return less the risk-free rate divided by the standard deviation of returns. But short-term treasuries ARE the risk free rate, so the Sharpe ratio should be zero since the risk free rate minus the risk free rate is zero. So are you simply ignoring the risk-free rate and dividing returns by the standard deviation???

Addendum:

Just input my portfolio and asked that your site optimize it for Sharpe ratio. I have ready cash in USFR, and ETF that holds US floating rate notes exclusively. The optimization recommended I put over 99% in USFR. However, the interest rate on floating rate notes is based on the three month treasury, so again, USFR has a Sharpe ratio of zero! Please correct this!

Bob Peticolas

December 12, 23 Posted in general
801

Basis of calculations: historical or modelled?

Hi,

I am new to Portfolioslab. I cannot find any statement describing whether returns and heat maps of users' and lazy's portfolios are based on actual historical data, or are simply modelled on the basis of current portfolio composition.

I would greatly appreciate a clarification.

Thanks

Luca

November 12, 23 Posted in general
572

Transactional Portfolio Use

I am trying to understand how to make the best use of transactional portfolios. At first I thought it is useful when tracking the performance of a self-managed fund. You add cash to it, transact in equities, adding each transaction to the portfolio. It then shows you its performance wrt. to a benchmark. The broker does this for you anyway, but the whole reason I started evaluating Portfolioslab is so that I can separate my single broker account into thematic baskets ("thematic funds") and track their performance individually.

The transactional portfolio in Portfolioslab does not seem to work that way. It does not consider the changes in cash position, ie. any profit/loss made on equity transactions. It does not seem to be suited for track the assets of a fund, so to speak. What good is transactional portfolio then?

EG

May 14, 24 Posted in general
446