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AG vs. PSLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AG and PSLV is 0.68, 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.


-0.50.00.51.00.7

Performance

AG vs. PSLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Majestic Silver Corp. (AG) and Sprott Physical Silver Trust (PSLV). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
-5.40%
12.12%
AG
PSLV

Key characteristics

Sharpe Ratio

AG:

0.32

PSLV:

1.46

Sortino Ratio

AG:

0.93

PSLV:

2.05

Omega Ratio

AG:

1.10

PSLV:

1.25

Calmar Ratio

AG:

0.23

PSLV:

0.68

Martin Ratio

AG:

0.86

PSLV:

5.56

Ulcer Index

AG:

22.34%

PSLV:

8.08%

Daily Std Dev

AG:

59.51%

PSLV:

30.73%

Max Drawdown

AG:

-90.20%

PSLV:

-79.38%

Current Drawdown

AG:

-78.81%

PSLV:

-49.80%

Fundamentals

Market Cap

AG:

$2.57B

PSLV:

$5.76B

EPS

AG:

-$0.26

PSLV:

$0.23

PEG Ratio

AG:

0.00

PSLV:

0.00

Total Revenue (TTM)

AG:

$419.27M

PSLV:

$348.72M

Gross Profit (TTM)

AG:

$58.24M

PSLV:

$336.84M

EBITDA (TTM)

AG:

$75.90M

PSLV:

$892.75M

Returns By Period

In the year-to-date period, AG achieves a -2.19% return, which is significantly lower than PSLV's 15.03% return. Over the past 10 years, AG has underperformed PSLV with an annualized return of -0.26%, while PSLV has yielded a comparatively higher 5.49% annualized return.


AG

YTD

-2.19%

1M

-8.05%

6M

-8.14%

1Y

18.89%

5Y*

-11.48%

10Y*

-0.26%

PSLV

YTD

15.03%

1M

9.04%

6M

9.79%

1Y

44.34%

5Y*

10.44%

10Y*

5.49%

*Annualized

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Risk-Adjusted Performance

AG vs. PSLV — Risk-Adjusted Performance Rank

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

AG
The Risk-Adjusted Performance Rank of AG is 5656
Overall Rank
The Sharpe Ratio Rank of AG is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of AG is 5656
Sortino Ratio Rank
The Omega Ratio Rank of AG is 5252
Omega Ratio Rank
The Calmar Ratio Rank of AG is 5656
Calmar Ratio Rank
The Martin Ratio Rank of AG is 5656
Martin Ratio Rank

PSLV
The Risk-Adjusted Performance Rank of PSLV is 8080
Overall Rank
The Sharpe Ratio Rank of PSLV is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of PSLV is 8080
Sortino Ratio Rank
The Omega Ratio Rank of PSLV is 7777
Omega Ratio Rank
The Calmar Ratio Rank of PSLV is 7272
Calmar Ratio Rank
The Martin Ratio Rank of PSLV is 8282
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.

AG vs. PSLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Majestic Silver Corp. (AG) and Sprott Physical Silver Trust (PSLV). 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 AG, currently valued at 0.32, compared to the broader market-2.000.002.000.321.46
The chart of Sortino ratio for AG, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.006.000.932.05
The chart of Omega ratio for AG, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.25
The chart of Calmar ratio for AG, currently valued at 0.23, compared to the broader market0.002.004.006.000.230.68
The chart of Martin ratio for AG, currently valued at 0.86, compared to the broader market0.0010.0020.0030.000.865.56
AG
PSLV

The current AG Sharpe Ratio is 0.32, which is lower than the PSLV Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of AG and PSLV, 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 Ratio0.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.32
1.46
AG
PSLV

Dividends

AG vs. PSLV - Dividend Comparison

AG's dividend yield for the trailing twelve months is around 0.33%, while PSLV has not paid dividends to shareholders.


TTM2024202320222021
AG
First Majestic Silver Corp.
0.33%0.33%0.34%0.31%0.14%
PSLV
Sprott Physical Silver Trust
0.00%0.00%0.00%0.00%0.00%

Drawdowns

AG vs. PSLV - Drawdown Comparison

The maximum AG drawdown since its inception was -90.20%, which is greater than PSLV's maximum drawdown of -79.38%. Use the drawdown chart below to compare losses from any high point for AG and PSLV. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%SeptemberOctoberNovemberDecember2025February
-78.81%
-49.80%
AG
PSLV

Volatility

AG vs. PSLV - Volatility Comparison

First Majestic Silver Corp. (AG) has a higher volatility of 16.89% compared to Sprott Physical Silver Trust (PSLV) at 5.44%. This indicates that AG's price experiences larger fluctuations and is considered to be riskier than PSLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
16.89%
5.44%
AG
PSLV

Financials

AG vs. PSLV - Financials Comparison

This section allows you to compare key financial metrics between First Majestic Silver Corp. and Sprott Physical Silver Trust. 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 USD except per share items
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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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