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Silver (SI=F)
Performance
Return for Risk
Drawdowns
Volatility

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Silver, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Silver (SI=F) has returned 6.74% so far this year and 117.73% over the past 12 months. Looking at the last ten years, SI=F has achieved an annualized return of 17.48%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.


Silver

1D
6.79%
1M
-21.64%
YTD
6.74%
6M
62.93%
1Y
117.73%
3Y*
45.93%
5Y*
24.73%
10Y*
17.48%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 4, 1970, SI=F's average daily return is +0.04%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.

Historically, 51% of months were positive and 49% were negative. The best month was Sep 1979 with a return of +54.7%, while the worst month was Mar 1980 at -47.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 10 months.

On a daily basis, SI=F closed higher 51% of trading days. The best single day was Jan 18, 2026 with a return of +14.5%, while the worst single day was Jan 30, 2026 at -31.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202611.23%18.80%-19.22%6.74%
202510.34%-2.38%9.89%-5.15%0.61%9.52%1.49%10.76%13.75%4.12%18.47%23.75%141.44%
2024-3.34%-1.71%9.68%6.19%14.79%-3.38%-1.65%-0.24%8.46%4.75%-5.97%-5.63%21.41%
2023-0.46%-11.95%15.08%4.03%-6.07%-2.85%9.00%-1.59%-9.08%2.78%10.69%-5.70%0.19%
2022-4.00%8.68%3.25%-8.24%-5.84%-6.37%-0.52%-11.84%6.67%0.76%13.26%10.65%2.95%
20211.99%-1.85%-7.14%5.38%8.62%-6.79%-2.42%-6.14%-8.10%8.70%-4.87%2.43%-11.59%

Benchmark Metrics

Silver has an annualized alpha of 8.92%, beta of 0.13, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since February 05, 1970.

  • This asset participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (31.02%) than losses (30.19%) — typical of diversified or defensive assets.
  • Beta of 0.13 may look defensive, but with R² of 0.01 this asset is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this asset's risk.
  • R² of 0.01 means this asset moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
8.92%
Beta
0.13
0.01
Upside Capture
31.02%
Downside Capture
30.19%

Return for Risk

Risk / Return Rank

SI=F ranks 80 for risk / return — in the top 80% of futures on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


SI=F Risk / Return Rank: 8080
Overall Rank
SI=F Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SI=F Sortino Ratio Rank: 7777
Sortino Ratio Rank
SI=F Omega Ratio Rank: 9494
Omega Ratio Rank
SI=F Calmar Ratio Rank: 8888
Calmar Ratio Rank
SI=F Martin Ratio Rank: 6666
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Silver (SI=F) and compare them to a chosen benchmark (S&P 500 Index).


SI=FBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.58

0.90

+0.68

Sortino ratio

Return per unit of downside risk

1.94

1.39

+0.55

Omega ratio

Gain probability vs. loss probability

1.34

1.21

+0.13

Calmar ratio

Return relative to maximum drawdown

3.13

1.40

+1.73

Martin ratio

Return relative to average drawdown

8.89

6.61

+2.29

Explore SI=F risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Silver. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Silver was 91.54%, occurring on Feb 22, 1991. Recovery took 5156 trading sessions.

The current Silver drawdown is 34.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-91.54%Jan 22, 19802798Feb 22, 19915156Apr 14, 20117954
-75.78%May 1, 20112377Mar 18, 20201468Oct 8, 20253845
-41%Jan 27, 202650Mar 26, 2026
-38.51%Feb 27, 1974141Sep 17, 19741029Oct 27, 19781170
-34.7%Mar 16, 1970405Nov 1, 1971276Dec 11, 1972681

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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