PortfoliosLab logoPortfoliosLab logo
ABRA.TO vs. SILJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABRA.TO vs. SILJ - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in AbraSilver Resource Corp (ABRA.TO) and Amplify Junior Silver Miners ETF (SILJ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ABRA.TO is traded in CAD, while SILJ is traded in USD. To make them comparable, the SILJ values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ABRA.TO achieves a 33.15% return, which is significantly higher than SILJ's -3.42% return. Over the past 10 years, ABRA.TO has outperformed SILJ with an annualized return of 121.51%, while SILJ has yielded a comparatively lower 7.47% annualized return.


ABRA.TO

1D
-1.66%
1M
-22.80%
YTD
33.15%
6M
35.69%
1Y
194.41%
3Y*
115.54%
5Y*
39.94%
10Y*
121.51%

SILJ

1D
-1.34%
1M
-14.10%
YTD
-3.42%
6M
-3.93%
1Y
89.78%
3Y*
47.58%
5Y*
16.31%
10Y*
7.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABRA.TO vs. SILJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABRA.TO
AbraSilver Resource Corp
33.15%356.41%40.12%-4.57%-7.89%-26.92%766.67%9.09%-77.08%11,900.00%
SILJ
Amplify Junior Silver Miners ETF
-3.42%170.93%15.40%-7.46%-10.06%-23.25%29.85%50.59%-21.89%-12.04%

Correlation

The correlation between ABRA.TO and SILJ is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2012

0.35

Over the past year, ABRA.TO and SILJ have become more correlated (0.73) than their long-term average of 0.35, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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


Return for Risk

ABRA.TO vs. SILJ — Risk / Return Rank

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

ABRA.TO
ABRA.TO Risk / Return Rank: 9090
Overall Rank
ABRA.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ABRA.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
ABRA.TO Omega Ratio Rank: 8585
Omega Ratio Rank
ABRA.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
ABRA.TO Martin Ratio Rank: 9393
Martin Ratio Rank

SILJ
SILJ Risk / Return Rank: 4343
Overall Rank
SILJ Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SILJ Sortino Ratio Rank: 4040
Sortino Ratio Rank
SILJ Omega Ratio Rank: 4444
Omega Ratio Rank
SILJ Calmar Ratio Rank: 4949
Calmar Ratio Rank
SILJ Martin Ratio Rank: 3636
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.

ABRA.TO vs. SILJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AbraSilver Resource Corp (ABRA.TO) and Amplify Junior Silver Miners ETF (SILJ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ABRA.TOSILJDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.33

1.27

+0.06

Calmar ratioReturn relative to maximum drawdown

4.50

2.38

+2.12

Martin ratioReturn relative to average drawdown

13.71

5.57

+8.14

ABRA.TO vs. SILJ - Sharpe Ratio Comparison

The current ABRA.TO Sharpe Ratio is 2.44, which is higher than the SILJ Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of ABRA.TO and SILJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ABRA.TO vs. SILJ - Drawdown Comparison

The maximum ABRA.TO drawdown since its inception was -100.00%, which is greater than SILJ's maximum drawdown of -70.03%. Use the drawdown chart below to compare losses from any high point for ABRA.TO and SILJ.


Loading charts...

Drawdown Indicators


ABRA.TOSILJDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-70.03%

-29.97%

Max Drawdown (1Y)

Largest decline over 1 year

-43.50%

-37.92%

-5.58%

Max Drawdown (3Y)

Largest decline over 3 years

-43.50%

-37.92%

-5.58%

Max Drawdown (5Y)

Largest decline over 5 years

-61.67%

-44.62%

-17.05%

Max Drawdown (10Y)

Largest decline over 10 years

-94.44%

-68.03%

-26.41%

Current Drawdown

Current decline from peak

-95.66%

-33.60%

-62.06%

Average Drawdown

Average peak-to-trough decline

-96.93%

-36.84%

-60.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.25%

16.18%

-1.93%

Volatility

ABRA.TO vs. SILJ - Volatility Comparison

AbraSilver Resource Corp (ABRA.TO) has a higher volatility of 27.09% compared to Amplify Junior Silver Miners ETF (SILJ) at 20.16%. This indicates that ABRA.TO's price experiences larger fluctuations and is considered to be riskier than SILJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ABRA.TOSILJDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.09%

20.16%

+6.93%

Volatility (6M)

Calculated over the trailing 6-month period

64.09%

48.25%

+15.84%

Volatility (1Y)

Calculated over the trailing 1-year period

80.43%

57.50%

+22.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.29%

45.31%

+29.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1,621.47%

46.85%

+1,574.62%

Dividends

ABRA.TO vs. SILJ - Dividend Comparison

ABRA.TO has not paid dividends to shareholders, while SILJ's dividend yield for the trailing twelve months is around 2.15%.


PositionTTM20252024202320222021202020192018201720162015
ABRA.TO
AbraSilver Resource Corp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SILJ
Amplify Junior Silver Miners ETF
2.15%2.00%7.26%0.01%0.05%0.36%1.23%1.45%1.66%0.00%0.52%2.46%

Frequently Asked Questions


ABRA.TO and SILJ have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ABRA.TO and SILJ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer