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SITE vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SITE and SPY is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

SITE vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SiteOne Landscape Supply, Inc. (SITE) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
331.16%
210.21%
SITE
SPY

Key characteristics

Sharpe Ratio

SITE:

-0.74

SPY:

0.51

Sortino Ratio

SITE:

-0.94

SPY:

0.86

Omega Ratio

SITE:

0.89

SPY:

1.13

Calmar Ratio

SITE:

-0.50

SPY:

0.55

Martin Ratio

SITE:

-1.67

SPY:

2.26

Ulcer Index

SITE:

17.58%

SPY:

4.55%

Daily Std Dev

SITE:

39.92%

SPY:

20.08%

Max Drawdown

SITE:

-59.96%

SPY:

-55.19%

Current Drawdown

SITE:

-54.31%

SPY:

-9.89%

Returns By Period

In the year-to-date period, SITE achieves a -12.73% return, which is significantly lower than SPY's -5.76% return.


SITE

YTD

-12.73%

1M

-9.24%

6M

-18.70%

1Y

-29.31%

5Y*

8.24%

10Y*

N/A

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

SITE vs. SPY — Risk-Adjusted Performance Rank

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

SITE
The Risk-Adjusted Performance Rank of SITE is 1414
Overall Rank
The Sharpe Ratio Rank of SITE is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of SITE is 1414
Sortino Ratio Rank
The Omega Ratio Rank of SITE is 1717
Omega Ratio Rank
The Calmar Ratio Rank of SITE is 2020
Calmar Ratio Rank
The Martin Ratio Rank of SITE is 44
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SITE vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SiteOne Landscape Supply, Inc. (SITE) and SPDR S&P 500 ETF (SPY). 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 -0.74, compared to the broader market-2.00-1.000.001.002.003.00
SITE: -0.74
SPY: 0.51
The chart of Sortino ratio for SITE, currently valued at -0.94, compared to the broader market-6.00-4.00-2.000.002.004.00
SITE: -0.94
SPY: 0.86
The chart of Omega ratio for SITE, currently valued at 0.89, compared to the broader market0.501.001.502.00
SITE: 0.89
SPY: 1.13
The chart of Calmar ratio for SITE, currently valued at -0.50, compared to the broader market0.001.002.003.004.005.00
SITE: -0.50
SPY: 0.55
The chart of Martin ratio for SITE, currently valued at -1.67, compared to the broader market-5.000.005.0010.0015.0020.00
SITE: -1.67
SPY: 2.26

The current SITE Sharpe Ratio is -0.74, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SITE and SPY, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.74
0.51
SITE
SPY

Dividends

SITE vs. SPY - Dividend Comparison

SITE has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
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%0.00%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

SITE vs. SPY - Drawdown Comparison

The maximum SITE drawdown since its inception was -59.96%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SITE and SPY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-54.31%
-9.89%
SITE
SPY

Volatility

SITE vs. SPY - Volatility Comparison

SiteOne Landscape Supply, Inc. (SITE) and SPDR S&P 500 ETF (SPY) have volatilities of 15.32% and 15.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.32%
15.12%
SITE
SPY