PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SITE vs. STRL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SITE and STRL is 0.37, 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.


-0.50.00.51.00.4

Performance

SITE vs. STRL - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
3.84%
52.39%
SITE
STRL

Key characteristics

Sharpe Ratio

SITE:

-0.42

STRL:

2.22

Sortino Ratio

SITE:

-0.37

STRL:

2.87

Omega Ratio

SITE:

0.96

STRL:

1.37

Calmar Ratio

SITE:

-0.31

STRL:

4.84

Martin Ratio

SITE:

-0.84

STRL:

11.09

Ulcer Index

SITE:

19.98%

STRL:

10.63%

Daily Std Dev

SITE:

39.64%

STRL:

53.13%

Max Drawdown

SITE:

-59.96%

STRL:

-92.51%

Current Drawdown

SITE:

-46.01%

STRL:

-11.01%

Fundamentals

Market Cap

SITE:

$6.33B

STRL:

$5.42B

EPS

SITE:

$3.11

STRL:

$5.90

PE Ratio

SITE:

45.08

STRL:

29.93

PEG Ratio

SITE:

2.52

STRL:

1.90

Total Revenue (TTM)

SITE:

$4.49B

STRL:

$2.10B

Gross Profit (TTM)

SITE:

$1.55B

STRL:

$398.61M

EBITDA (TTM)

SITE:

$355.40M

STRL:

$331.79M

Returns By Period

In the year-to-date period, SITE achieves a -16.38% return, which is significantly lower than STRL's 101.42% return.


SITE

YTD

-16.38%

1M

-1.86%

6M

3.50%

1Y

-16.76%

5Y*

8.45%

10Y*

N/A

STRL

YTD

101.42%

1M

-8.22%

6M

50.41%

1Y

117.85%

5Y*

63.97%

10Y*

39.26%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SITE vs. STRL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SiteOne Landscape Supply, Inc. (SITE) and Sterling Construction Company, Inc. (STRL). 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.


Sharpe ratio
The chart of Sharpe ratio for SITE, currently valued at -0.42, compared to the broader market-4.00-2.000.002.00-0.422.22
The chart of Sortino ratio for SITE, currently valued at -0.37, compared to the broader market-4.00-2.000.002.004.00-0.372.87
The chart of Omega ratio for SITE, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.37
The chart of Calmar ratio for SITE, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.314.84
The chart of Martin ratio for SITE, currently valued at -0.84, compared to the broader market0.0010.0020.00-0.8411.09
SITE
STRL

The current SITE Sharpe Ratio is -0.42, which is lower than the STRL Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of SITE and STRL, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.42
2.22
SITE
STRL

Dividends

SITE vs. STRL - Dividend Comparison

Neither SITE nor STRL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SITE vs. STRL - Drawdown Comparison

The maximum SITE drawdown since its inception was -59.96%, smaller than the maximum STRL drawdown of -92.51%. Use the drawdown chart below to compare losses from any high point for SITE and STRL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-46.01%
-11.01%
SITE
STRL

Volatility

SITE vs. STRL - Volatility Comparison

The current volatility for SiteOne Landscape Supply, Inc. (SITE) is 11.65%, while Sterling Construction Company, Inc. (STRL) has a volatility of 12.34%. This indicates that SITE experiences smaller price fluctuations and is considered to be less risky than STRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
11.65%
12.34%
SITE
STRL

Financials

SITE vs. STRL - Financials Comparison

This section allows you to compare key financial metrics between SiteOne Landscape Supply, Inc. and Sterling Construction Company, Inc.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab