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AAAU vs. SLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AAAU and SLV is 0.07, 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

AAAU vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Physical Gold ETF (AAAU) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AAAU:

2.23

SLV:

0.52

Sortino Ratio

AAAU:

2.94

SLV:

0.91

Omega Ratio

AAAU:

1.38

SLV:

1.11

Calmar Ratio

AAAU:

4.72

SLV:

0.32

Martin Ratio

AAAU:

12.51

SLV:

1.76

Ulcer Index

AAAU:

3.07%

SLV:

8.92%

Daily Std Dev

AAAU:

17.53%

SLV:

30.71%

Max Drawdown

AAAU:

-21.63%

SLV:

-76.28%

Current Drawdown

AAAU:

-5.10%

SLV:

-36.67%

Returns By Period

In the year-to-date period, AAAU achieves a 23.77% return, which is significantly higher than SLV's 13.67% return.


AAAU

YTD

23.77%

1M

0.55%

6M

24.88%

1Y

38.75%

5Y*

13.24%

10Y*

N/A

SLV

YTD

13.67%

1M

2.54%

6M

6.63%

1Y

16.01%

5Y*

15.17%

10Y*

5.99%

*Annualized

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AAAU vs. SLV - Expense Ratio Comparison

AAAU has a 0.18% expense ratio, which is lower than SLV's 0.50% expense ratio.


Risk-Adjusted Performance

AAAU vs. SLV — Risk-Adjusted Performance Rank

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

AAAU
The Risk-Adjusted Performance Rank of AAAU is 9595
Overall Rank
The Sharpe Ratio Rank of AAAU is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of AAAU is 9494
Sortino Ratio Rank
The Omega Ratio Rank of AAAU is 9393
Omega Ratio Rank
The Calmar Ratio Rank of AAAU is 9696
Calmar Ratio Rank
The Martin Ratio Rank of AAAU is 9494
Martin Ratio Rank

SLV
The Risk-Adjusted Performance Rank of SLV is 4747
Overall Rank
The Sharpe Ratio Rank of SLV is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of SLV is 5353
Sortino Ratio Rank
The Omega Ratio Rank of SLV is 4747
Omega Ratio Rank
The Calmar Ratio Rank of SLV is 3737
Calmar Ratio Rank
The Martin Ratio Rank of SLV is 4949
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.

AAAU vs. SLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Physical Gold ETF (AAAU) and iShares Silver Trust (SLV). 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.


The current AAAU Sharpe Ratio is 2.23, which is higher than the SLV Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of AAAU and SLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

AAAU vs. SLV - Dividend Comparison

Neither AAAU nor SLV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AAAU vs. SLV - Drawdown Comparison

The maximum AAAU drawdown since its inception was -21.63%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for AAAU and SLV. For additional features, visit the drawdowns tool.


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Volatility

AAAU vs. SLV - Volatility Comparison

Goldman Sachs Physical Gold ETF (AAAU) has a higher volatility of 8.57% compared to iShares Silver Trust (SLV) at 6.39%. This indicates that AAAU's price experiences larger fluctuations and is considered to be riskier than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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