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AG vs. SLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AG vs. SLV - Performance Comparison

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

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Returns By Period

In the year-to-date period, AG achieves a 11.48% return, which is significantly higher than SLV's -5.91% return. Over the past 10 years, AG has underperformed SLV with an annualized return of 4.39%, while SLV has yielded a comparatively higher 13.83% annualized return.


AG

1D
-4.48%
1M
-5.90%
YTD
11.48%
6M
13.38%
1Y
117.42%
3Y*
49.77%
5Y*
3.06%
10Y*
4.39%

SLV

1D
-4.39%
1M
-13.34%
YTD
-5.91%
6M
0.58%
1Y
79.64%
3Y*
39.81%
5Y*
20.48%
10Y*
13.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AG vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AG
First Majestic Silver Corp.
11.48%204.32%-10.47%-25.99%-24.73%-17.24%9.62%108.15%-12.61%-11.66%
SLV
iShares Silver Trust
-5.91%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Correlation

The correlation between AG and SLV is 0.75, 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

0.75

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

0.70

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

0.71

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

0.70

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2010

0.69

The correlation between AG and SLV has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.

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Return for Risk

AG vs. SLV — Risk / Return Rank

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

AG
AG Risk / Return Rank: 7979
Overall Rank
AG Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
AG Sortino Ratio Rank: 7979
Sortino Ratio Rank
AG Omega Ratio Rank: 7777
Omega Ratio Rank
AG Calmar Ratio Rank: 7979
Calmar Ratio Rank
AG Martin Ratio Rank: 7878
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 3636
Overall Rank
SLV Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 3232
Sortino Ratio Rank
SLV Omega Ratio Rank: 4545
Omega Ratio Rank
SLV Calmar Ratio Rank: 3636
Calmar Ratio Rank
SLV Martin Ratio Rank: 2828
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.

AG vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Majestic Silver Corp. (AG) 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.

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.


AGSLVDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.27

1.28

-0.01

Calmar ratioReturn relative to maximum drawdown

2.32

1.76

+0.56

Martin ratioReturn relative to average drawdown

5.57

3.74

+1.82

AG vs. SLV - Sharpe Ratio Comparison

The current AG Sharpe Ratio is 1.59, which is comparable to the SLV Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of AG and SLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AG vs. SLV - Drawdown Comparison

The maximum AG drawdown since its inception was -90.20%, which is greater than SLV's maximum drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for AG and SLV.


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Drawdown Indicators


AGSLVDifference

Max Drawdown

Largest peak-to-trough decline

-90.20%

-76.28%

-13.92%

Max Drawdown (1Y)

Largest decline over 1 year

-50.88%

-45.40%

-5.48%

Max Drawdown (3Y)

Largest decline over 3 years

-50.88%

-45.40%

-5.48%

Max Drawdown (5Y)

Largest decline over 5 years

-73.79%

-45.40%

-28.39%

Max Drawdown (10Y)

Largest decline over 10 years

-80.82%

-45.40%

-35.42%

Current Drawdown

Current decline from peak

-42.00%

-42.60%

+0.60%

Average Drawdown

Average peak-to-trough decline

-59.16%

-44.65%

-14.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.18%

21.35%

-0.17%

Volatility

AG vs. SLV - Volatility Comparison

First Majestic Silver Corp. (AG) has a higher volatility of 24.52% compared to iShares Silver Trust (SLV) at 14.57%. This indicates that AG'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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Volatility by Period


AGSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.52%

14.57%

+9.95%

Volatility (6M)

Calculated over the trailing 6-month period

58.21%

59.15%

-0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

74.26%

60.09%

+14.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.80%

36.49%

+25.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.05%

32.04%

+30.01%

Dividends

AG vs. SLV - Dividend Comparison

AG's dividend yield for the trailing twelve months is around 0.19%, while SLV has not paid dividends to shareholders.


PositionTTM20252024202320222021
AG
First Majestic Silver Corp.
0.19%0.12%0.33%0.34%0.31%0.14%
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AG and SLV have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AG has higher volatility (24.52%) compared to SLV (14.57%). In terms of maximum drawdown, AG dropped -90.20% vs SLV's -76.28%.

AG currently has the higher Sharpe Ratio (1.59 vs 1.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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