SITE vs. ABT
Compare and contrast key facts about SiteOne Landscape Supply, Inc. (SITE) and Abbott Laboratories (ABT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SITE or ABT.
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.
Performance
SITE vs. ABT - Performance Comparison
Key characteristics
SITE:
-0.50
ABT:
0.27
SITE:
-0.51
ABT:
0.52
SITE:
0.94
ABT:
1.06
SITE:
-0.37
ABT:
0.19
SITE:
-0.98
ABT:
0.60
SITE:
20.33%
ABT:
8.08%
SITE:
39.74%
ABT:
17.92%
SITE:
-59.96%
ABT:
-45.66%
SITE:
-47.83%
ABT:
-15.41%
Fundamentals
SITE:
$6.03B
ABT:
$199.45B
SITE:
$3.12
ABT:
$3.29
SITE:
42.86
ABT:
34.95
SITE:
2.52
ABT:
2.23
SITE:
$4.49B
ABT:
$41.22B
SITE:
$1.55B
ABT:
$22.55B
SITE:
$355.40M
ABT:
$10.76B
Returns By Period
SITE
-19.20%
-14.32%
11.78%
-19.20%
7.71%
N/A
ABT
0.00%
-4.77%
10.71%
4.82%
7.27%
11.81%
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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.
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%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities
User Portfolios with SITE or ABT
106%
YTD
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
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
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