SITIY vs. CALM

Last updated Jun 6, 2026

SITIY (SITC International Holdings Company Limited) and CALM (Cal-Maine Foods, Inc.) are both stocks. SITIY operates in Marine Shipping (Industrials), while CALM operates in Farm Products (Consumer Defensive). Over the past 5 years, SITIY returned 19.13%/yr vs 22.30%/yr for CALM. At a 0.04 correlation, their price movements are largely independent.

Performance

SITIY vs. CALM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SITC International Holdings Company Limited (SITIY) and Cal-Maine Foods, Inc. (CALM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SITIY achieves a 23.94% return, which is significantly higher than CALM's -3.66% return.

SITIY

• 1D: 3.13%
• 1M: 7.09%
• YTD: 23.94%
• 6M: 41.90%
• 1Y: 62.12%
• 3Y*: 54.02%
• 5Y*: 19.13%
• 10Y*: —

CALM

• 1D: 1.60%
• 1M: -0.53%
• YTD: -3.66%
• 6M: -9.50%
• 1Y: -16.79%
• 3Y*: 23.61%
• 5Y*: 22.30%
• 10Y*: 8.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SITIY vs. CALM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SITIY SITC International Holdings Company Limited	23.94%	81.12%	51.25%	-7.99%	-31.05%	103.40%	80.77%	29.84%	2.79%
CALM Cal-Maine Foods, Inc.	-3.66%	-15.61%	87.00%	14.48%	51.87%	-1.38%	-12.19%	2.09%	0.71%

Correlation

The correlation between SITIY and CALM is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.05
Correlation (All Time) Calculated using the full available price history since Dec 28, 2018	0.04

The correlation between SITIY and CALM shifts across timeframes, from 0.04 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap SITIY : $12.28B CALM : $3.59B
EPS SITIY : $6.44 CALM : $14.48
PE Ratio SITIY : 7.06 CALM : 5.22
PEG Ratio SITIY : 0.27 CALM : 0.00
PS Ratio SITIY : 2.48 CALM : 1.05
PB Ratio SITIY : 4.95 CALM : 1.33
Total Revenue (TTM) SITIY : $4.94B CALM : $3.46B
Gross Profit (TTM) SITIY : $1.88B CALM : $1.17B
EBITDA (TTM) SITIY : $1.86B CALM : $1.05B

Return for Risk

SITIY vs. CALM — Risk / Return Rank

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

SITIY

SITIY Risk / Return Rank: 77
SITIY Sharpe Ratio Rank: 72
SITIY Sortino Ratio Rank: 69
SITIY Omega Ratio Rank: 75
SITIY Calmar Ratio Rank: 83
SITIY Martin Ratio Rank: 84

CALM

CALM Risk / Return Rank: 22
CALM Sharpe Ratio Rank: 19
CALM Sortino Ratio Rank: 19
CALM Omega Ratio Rank: 19
CALM Calmar Ratio Rank: 26
CALM Martin Ratio Rank: 28

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.

SITIY vs. CALM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SITC International Holdings Company Limited (SITIY) and Cal-Maine Foods, Inc. (CALM). 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.

	SITIY	CALM	Difference
Sharpe ratio: Return per unit of total volatility	1.01	-0.51	+1.52
Sortino ratio: Return per unit of downside risk	1.63	-0.56	+2.19
Omega ratio: Gain probability vs. loss probability	1.26	0.93	+0.33
Calmar ratio: Return relative to maximum drawdown	2.96	-0.46	+3.42
Martin ratio: Return relative to average drawdown	8.26	-0.71	+8.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SITIY vs. CALM - Sharpe Ratio Comparison

The current SITIY Sharpe Ratio is 1.01, which is higher than the CALM Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of SITIY and CALM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SITIY	CALM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.01	-0.51	+1.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.27	0.69	-0.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.28	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.38	-0.15

Drawdowns

SITIY vs. CALM - Drawdown Comparison

The maximum SITIY drawdown since its inception was -62.72%, smaller than the maximum CALM drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for SITIY and CALM.

Drawdown Indicators

	SITIY	CALM	Difference
Max Drawdown Largest peak-to-trough decline	-62.72%	-74.08%	+11.36%
Max Drawdown (1Y) Largest decline over 1 year	-21.06%	-37.00%	+15.94%
Max Drawdown (3Y) Largest decline over 3 years	-35.85%	-37.00%	+1.15%
Max Drawdown (5Y) Largest decline over 5 years	-59.03%	-37.00%	-22.03%
Max Drawdown (10Y) Largest decline over 10 years	—	-39.12%	—
Current Drawdown Current decline from peak	-2.14%	-33.33%	+31.19%
Average Drawdown Average peak-to-trough decline	-21.89%	-30.31%	+8.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.55%	23.55%	-16.00%

Volatility

SITIY vs. CALM - Volatility Comparison

SITC International Holdings Company Limited (SITIY) has a higher volatility of 18.68% compared to Cal-Maine Foods, Inc. (CALM) at 6.99%. This indicates that SITIY's price experiences larger fluctuations and is considered to be riskier than CALM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SITIY	CALM	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.68%	6.99%	+11.69%
Volatility (6M) Calculated over the trailing 6-month period	43.51%	20.39%	+23.12%
Volatility (1Y) Calculated over the trailing 1-year period	61.54%	33.16%	+28.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	70.82%	32.59%	+38.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	176.74%	31.16%	+145.58%

Dividends

SITIY vs. CALM - Dividend Comparison

SITIY's dividend yield for the trailing twelve months is around 8.44%, more than CALM's 6.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CALM Cal-Maine Foods, Inc.	6.35%	10.90%	2.82%	7.51%	3.17%	0.09%	0.00%	0.98%	1.03%	0.00%	2.70%	4.10%
SITIY SITC International Holdings Company Limited	8.44%	8.90%	8.57%	15.93%	22.14%	8.25%	4.68%	1.70%	0.00%	0.00%	0.00%	0.00%

Financials

SITIY vs. CALM - Profitability Comparison

The chart below illustrates the profitability comparison between SITC International Holdings Company Limited and Cal-Maine Foods, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SITIY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SITC International Holdings Company Limited reported a gross profit of 637.93M and revenue of 1.75B. Therefore, the gross margin over that period was 36.5%.

CALM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a gross profit of 119.28M and revenue of 666.95M. Therefore, the gross margin over that period was 17.9%.

SITIY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SITC International Holdings Company Limited reported an operating income of 555.17M and revenue of 1.75B, resulting in an operating margin of 31.8%.

CALM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported an operating income of 35.98M and revenue of 666.95M, resulting in an operating margin of 5.4%.

SITIY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SITC International Holdings Company Limited reported a net income of 592.89M and revenue of 1.75B, resulting in a net margin of 33.9%.

CALM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a net income of 50.46M and revenue of 666.95M, resulting in a net margin of 7.6%.

Frequently Asked Questions

Can I hold both SITIY and CALM in my portfolio?

SITIY and CALM have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SITIY or CALM?

SITIY has higher volatility (18.68%) compared to CALM (6.99%). In terms of maximum drawdown, SITIY dropped -62.72% vs CALM's -74.08%.

Which has better risk-adjusted returns?

SITIY currently has the higher Sharpe Ratio (1.01 vs -0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.