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ASM.TO vs. SLVP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ASM.TO and SLVP is 0.57, 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.


-0.50.00.51.00.6

Performance

ASM.TO vs. SLVP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avino Silver & Gold Mines Ltd. (ASM.TO) and iShares MSCI Global Silver Miners ETF (SLVP). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember
-1.56%
0.47%
ASM.TO
SLVP

Key characteristics

Sharpe Ratio

ASM.TO:

1.21

SLVP:

0.30

Sortino Ratio

ASM.TO:

2.06

SLVP:

0.71

Omega Ratio

ASM.TO:

1.23

SLVP:

1.08

Calmar Ratio

ASM.TO:

0.91

SLVP:

0.18

Martin Ratio

ASM.TO:

5.62

SLVP:

1.03

Ulcer Index

ASM.TO:

13.97%

SLVP:

11.32%

Daily Std Dev

ASM.TO:

65.30%

SLVP:

38.75%

Max Drawdown

ASM.TO:

-95.61%

SLVP:

-80.47%

Current Drawdown

ASM.TO:

-71.13%

SLVP:

-47.67%

Returns By Period

In the year-to-date period, ASM.TO achieves a 81.16% return, which is significantly higher than SLVP's 13.48% return. Over the past 10 years, ASM.TO has underperformed SLVP with an annualized return of -2.08%, while SLVP has yielded a comparatively higher 3.99% annualized return.


ASM.TO

YTD

81.16%

1M

-20.89%

6M

3.31%

1Y

81.16%

5Y*

10.81%

10Y*

-2.08%

SLVP

YTD

13.48%

1M

-10.89%

6M

0.47%

1Y

13.48%

5Y*

1.68%

10Y*

3.99%

*Annualized

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Risk-Adjusted Performance

ASM.TO vs. SLVP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avino Silver & Gold Mines Ltd. (ASM.TO) and iShares MSCI Global Silver Miners ETF (SLVP). 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 ASM.TO, currently valued at 1.15, compared to the broader market-4.00-2.000.002.001.150.51
The chart of Sortino ratio for ASM.TO, currently valued at 1.99, compared to the broader market-4.00-2.000.002.004.001.990.99
The chart of Omega ratio for ASM.TO, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.12
The chart of Calmar ratio for ASM.TO, currently valued at 0.89, compared to the broader market0.002.004.006.000.890.31
The chart of Martin ratio for ASM.TO, currently valued at 5.19, compared to the broader market0.005.0010.0015.0020.0025.005.191.89
ASM.TO
SLVP

The current ASM.TO Sharpe Ratio is 1.21, which is higher than the SLVP Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of ASM.TO and SLVP, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember
1.15
0.51
ASM.TO
SLVP

Dividends

ASM.TO vs. SLVP - Dividend Comparison

ASM.TO has not paid dividends to shareholders, while SLVP's dividend yield for the trailing twelve months is around 1.06%.


TTM20232022202120202019201820172016201520142013
ASM.TO
Avino Silver & Gold Mines Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SLVP
iShares MSCI Global Silver Miners ETF
1.06%0.87%0.64%1.62%2.39%2.02%1.27%0.85%2.32%0.71%2.03%1.72%

Drawdowns

ASM.TO vs. SLVP - Drawdown Comparison

The maximum ASM.TO drawdown since its inception was -95.61%, which is greater than SLVP's maximum drawdown of -80.47%. Use the drawdown chart below to compare losses from any high point for ASM.TO and SLVP. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%AugustSeptemberOctoberNovemberDecember
-70.89%
-47.67%
ASM.TO
SLVP

Volatility

ASM.TO vs. SLVP - Volatility Comparison

Avino Silver & Gold Mines Ltd. (ASM.TO) has a higher volatility of 18.81% compared to iShares MSCI Global Silver Miners ETF (SLVP) at 11.73%. This indicates that ASM.TO's price experiences larger fluctuations and is considered to be riskier than SLVP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember
18.81%
11.73%
ASM.TO
SLVP
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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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