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SLF vs. SIA.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SLF and SIA.TO is 0.42, 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: 0.4

Performance

SLF vs. SIA.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sun Life Financial Inc. (SLF) and Sienna Senior Living Inc. (SIA.TO). The values are adjusted to include any dividend payments, if applicable.

180.00%200.00%220.00%240.00%260.00%280.00%NovemberDecember2025FebruaryMarchApril
238.84%
227.29%
SLF
SIA.TO

Key characteristics

Sharpe Ratio

SLF:

0.86

SIA.TO:

1.76

Sortino Ratio

SLF:

1.21

SIA.TO:

2.40

Omega Ratio

SLF:

1.18

SIA.TO:

1.31

Calmar Ratio

SLF:

1.23

SIA.TO:

2.40

Martin Ratio

SLF:

2.68

SIA.TO:

6.43

Ulcer Index

SLF:

6.38%

SIA.TO:

5.62%

Daily Std Dev

SLF:

19.99%

SIA.TO:

20.50%

Max Drawdown

SLF:

-78.78%

SIA.TO:

-53.19%

Current Drawdown

SLF:

-9.02%

SIA.TO:

-3.49%

Fundamentals

Market Cap

SLF:

$32.03B

SIA.TO:

CA$1.51B

EPS

SLF:

$3.77

SIA.TO:

CA$0.50

PE Ratio

SLF:

14.97

SIA.TO:

32.80

PS Ratio

SLF:

0.97

SIA.TO:

1.69

PB Ratio

SLF:

1.80

SIA.TO:

3.14

Total Revenue (TTM)

SLF:

$36.47B

SIA.TO:

CA$662.21M

Gross Profit (TTM)

SLF:

$36.47B

SIA.TO:

CA$245.75M

EBITDA (TTM)

SLF:

$2.88B

SIA.TO:

CA$62.48M

Returns By Period

In the year-to-date period, SLF achieves a -3.88% return, which is significantly lower than SIA.TO's 6.55% return. Over the past 10 years, SLF has outperformed SIA.TO with an annualized return of 10.17%, while SIA.TO has yielded a comparatively lower 6.79% annualized return.


SLF

YTD

-3.88%

1M

-0.49%

6M

0.81%

1Y

16.32%

5Y*

16.07%

10Y*

10.17%

SIA.TO

YTD

6.55%

1M

2.54%

6M

-2.54%

1Y

36.20%

5Y*

13.98%

10Y*

6.79%

*Annualized

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

SLF vs. SIA.TO — Risk-Adjusted Performance Rank

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

SLF
The Risk-Adjusted Performance Rank of SLF is 7979
Overall Rank
The Sharpe Ratio Rank of SLF is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SLF is 7373
Sortino Ratio Rank
The Omega Ratio Rank of SLF is 7575
Omega Ratio Rank
The Calmar Ratio Rank of SLF is 8888
Calmar Ratio Rank
The Martin Ratio Rank of SLF is 7878
Martin Ratio Rank

SIA.TO
The Risk-Adjusted Performance Rank of SIA.TO is 9292
Overall Rank
The Sharpe Ratio Rank of SIA.TO is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of SIA.TO is 9191
Sortino Ratio Rank
The Omega Ratio Rank of SIA.TO is 8989
Omega Ratio Rank
The Calmar Ratio Rank of SIA.TO is 9696
Calmar Ratio Rank
The Martin Ratio Rank of SIA.TO is 9191
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.

SLF vs. SIA.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sun Life Financial Inc. (SLF) and Sienna Senior Living Inc. (SIA.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.


Sharpe ratio
The chart of Sharpe ratio for SLF, currently valued at 0.70, compared to the broader market-2.00-1.000.001.002.003.00
SLF: 0.70
SIA.TO: 1.43
The chart of Sortino ratio for SLF, currently valued at 1.02, compared to the broader market-6.00-4.00-2.000.002.004.00
SLF: 1.02
SIA.TO: 2.02
The chart of Omega ratio for SLF, currently valued at 1.15, compared to the broader market0.501.001.502.00
SLF: 1.15
SIA.TO: 1.26
The chart of Calmar ratio for SLF, currently valued at 1.00, compared to the broader market0.001.002.003.004.00
SLF: 1.00
SIA.TO: 1.78
The chart of Martin ratio for SLF, currently valued at 2.17, compared to the broader market-5.000.005.0010.0015.0020.00
SLF: 2.17
SIA.TO: 4.41

The current SLF Sharpe Ratio is 0.86, which is lower than the SIA.TO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of SLF and SIA.TO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.70
1.43
SLF
SIA.TO

Dividends

SLF vs. SIA.TO - Dividend Comparison

SLF's dividend yield for the trailing twelve months is around 4.22%, less than SIA.TO's 5.71% yield.


TTM20242023202220212020201920182017201620152014
SLF
Sun Life Financial Inc.
4.22%3.99%4.26%4.59%3.19%3.70%3.46%4.41%3.25%3.18%3.77%3.61%
SIA.TO
Sienna Senior Living Inc.
5.71%5.99%8.15%8.59%6.23%6.62%5.07%5.77%4.94%5.52%5.58%6.43%

Drawdowns

SLF vs. SIA.TO - Drawdown Comparison

The maximum SLF drawdown since its inception was -78.78%, which is greater than SIA.TO's maximum drawdown of -53.19%. Use the drawdown chart below to compare losses from any high point for SLF and SIA.TO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.02%
-3.11%
SLF
SIA.TO

Volatility

SLF vs. SIA.TO - Volatility Comparison

Sun Life Financial Inc. (SLF) has a higher volatility of 9.89% compared to Sienna Senior Living Inc. (SIA.TO) at 7.80%. This indicates that SLF's price experiences larger fluctuations and is considered to be riskier than SIA.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%NovemberDecember2025FebruaryMarchApril
9.89%
7.80%
SLF
SIA.TO

Financials

SLF vs. SIA.TO - Financials Comparison

This section allows you to compare key financial metrics between Sun Life Financial Inc. and Sienna Senior Living 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


Please note, different currencies. SLF values in USD, SIA.TO values in CAD
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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.

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