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SJ.TO vs. DBM.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SJ.TODBM.TO
YTD Return3.45%-7.89%
1Y Return36.07%28.95%
3Y Return (Ann)17.75%-1.07%
5Y Return (Ann)13.68%20.66%
10Y Return (Ann)11.70%13.29%
Sharpe Ratio1.140.99
Daily Std Dev31.38%28.89%
Max Drawdown-100.00%-93.38%
Current Drawdown-99.99%-11.61%

Fundamentals


SJ.TODBM.TO
Market CapCA$4.50BCA$654.42M
EPSCA$5.62CA$0.86
PE Ratio14.158.73
PEG Ratio1.260.00
Revenue (TTM)CA$3.32BCA$2.48B
Gross Profit (TTM)CA$524.00MCA$407.40M
EBITDA (TTM)CA$555.00MCA$173.33M

Correlation

-0.50.00.51.00.3

The correlation between SJ.TO and DBM.TO is 0.27, 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

SJ.TO vs. DBM.TO - Performance Comparison

In the year-to-date period, SJ.TO achieves a 3.45% return, which is significantly higher than DBM.TO's -7.89% return. Over the past 10 years, SJ.TO has underperformed DBM.TO with an annualized return of 11.70%, while DBM.TO has yielded a comparatively higher 13.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%December2024FebruaryMarchAprilMay
9,690.49%
184.55%
SJ.TO
DBM.TO

Compare stocks, funds, or ETFs

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


Stella-Jones Inc.

Doman Building Materials Group Ltd.

Risk-Adjusted Performance

SJ.TO vs. DBM.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stella-Jones Inc. (SJ.TO) and Doman Building Materials Group Ltd. (DBM.TO). 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.


SJ.TO
Sharpe ratio
The chart of Sharpe ratio for SJ.TO, currently valued at 1.02, compared to the broader market-2.00-1.000.001.002.003.001.02
Sortino ratio
The chart of Sortino ratio for SJ.TO, currently valued at 1.59, compared to the broader market-4.00-2.000.002.004.006.001.59
Omega ratio
The chart of Omega ratio for SJ.TO, currently valued at 1.21, compared to the broader market0.501.001.502.001.21
Calmar ratio
The chart of Calmar ratio for SJ.TO, currently valued at 2.02, compared to the broader market0.002.004.006.002.02
Martin ratio
The chart of Martin ratio for SJ.TO, currently valued at 4.77, compared to the broader market-10.000.0010.0020.0030.004.77
DBM.TO
Sharpe ratio
The chart of Sharpe ratio for DBM.TO, currently valued at 0.83, compared to the broader market-2.00-1.000.001.002.003.000.83
Sortino ratio
The chart of Sortino ratio for DBM.TO, currently valued at 1.47, compared to the broader market-4.00-2.000.002.004.006.001.47
Omega ratio
The chart of Omega ratio for DBM.TO, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for DBM.TO, currently valued at 0.69, compared to the broader market0.002.004.006.000.69
Martin ratio
The chart of Martin ratio for DBM.TO, currently valued at 3.20, compared to the broader market-10.000.0010.0020.0030.003.20

SJ.TO vs. DBM.TO - Sharpe Ratio Comparison

The current SJ.TO Sharpe Ratio is 1.14, which roughly equals the DBM.TO Sharpe Ratio of 0.99. The chart below compares the 12-month rolling Sharpe Ratio of SJ.TO and DBM.TO.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50December2024FebruaryMarchAprilMay
1.02
0.83
SJ.TO
DBM.TO

Dividends

SJ.TO vs. DBM.TO - Dividend Comparison

SJ.TO's dividend yield for the trailing twelve months is around 1.22%, less than DBM.TO's 7.46% yield.


TTM20232022202120202019201820172016201520142013
SJ.TO
Stella-Jones Inc.
1.22%1.19%1.65%1.80%1.30%1.49%1.21%0.87%0.92%0.61%0.86%0.73%
DBM.TO
Doman Building Materials Group Ltd.
7.46%6.76%9.74%6.95%6.78%10.45%12.28%7.60%9.33%11.72%9.49%9.56%

Drawdowns

SJ.TO vs. DBM.TO - Drawdown Comparison

The maximum SJ.TO drawdown since its inception was -100.00%, which is greater than DBM.TO's maximum drawdown of -93.38%. Use the drawdown chart below to compare losses from any high point for SJ.TO and DBM.TO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-8.06%
-19.22%
SJ.TO
DBM.TO

Volatility

SJ.TO vs. DBM.TO - Volatility Comparison

Stella-Jones Inc. (SJ.TO) has a higher volatility of 15.66% compared to Doman Building Materials Group Ltd. (DBM.TO) at 9.94%. This indicates that SJ.TO's price experiences larger fluctuations and is considered to be riskier than DBM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2024FebruaryMarchAprilMay
15.66%
9.94%
SJ.TO
DBM.TO

Financials

SJ.TO vs. DBM.TO - Financials Comparison

This section allows you to compare key financial metrics between Stella-Jones Inc. and Doman Building Materials Group Ltd.. 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 CAD except per share items