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ASR vs. SLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASR vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grupo Aeroportuario del Sureste, S. A. B. de C. V. (ASR) 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, ASR achieves a -7.75% return, which is significantly lower than SLV's 3.97% return. Over the past 10 years, ASR has underperformed SLV with an annualized return of 10.21%, while SLV has yielded a comparatively higher 15.63% annualized return.


ASR

1D
-1.34%
1M
-2.75%
YTD
-7.75%
6M
-1.72%
1Y
-2.61%
3Y*
8.93%
5Y*
17.26%
10Y*
10.21%

SLV

1D
1.16%
1M
1.62%
YTD
3.97%
6M
29.40%
1Y
113.72%
3Y*
45.73%
5Y*
21.04%
10Y*
15.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASR vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASR
Grupo Aeroportuario del Sureste, S. A. B. de C. V.
-7.75%42.19%-9.20%32.09%16.98%27.81%-11.99%28.79%-15.64%26.89%
SLV
iShares Silver Trust
3.97%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Correlation

The correlation between ASR and SLV is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.23

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

0.21

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

0.17

Correlation (All Time)
Calculated using the full available price history since May 1, 2006

0.18

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Return for Risk

ASR vs. SLV — Risk / Return Rank

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

ASR
ASR Risk / Return Rank: 3535
Overall Rank
ASR Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ASR Sortino Ratio Rank: 3131
Sortino Ratio Rank
ASR Omega Ratio Rank: 3131
Omega Ratio Rank
ASR Calmar Ratio Rank: 3838
Calmar Ratio Rank
ASR Martin Ratio Rank: 3737
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 5151
Overall Rank
SLV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 4242
Sortino Ratio Rank
SLV Omega Ratio Rank: 6060
Omega Ratio Rank
SLV Calmar Ratio Rank: 5656
Calmar Ratio Rank
SLV Martin Ratio Rank: 3838
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.

ASR vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grupo Aeroportuario del Sureste, S. A. B. de C. V. (ASR) 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.


ASRSLVDifference
Sharpe ratioReturn per unit of total volatility

-2.04

Sortino ratioReturn per unit of downside risk

-2.06

Omega ratioGain probability vs. loss probability

1.00

1.36

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.12

2.69

-2.81

Martin ratioReturn relative to average drawdown

-0.27

5.76

-6.03

ASR vs. SLV - Sharpe Ratio Comparison

The current ASR Sharpe Ratio is -0.10, which is lower than the SLV Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of ASR 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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Sharpe Ratios by Period


ASRSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

1.94

-2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.58

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.49

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.25

+0.22

Drawdowns

ASR vs. SLV - Drawdown Comparison

The maximum ASR drawdown since its inception was -61.33%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for ASR and SLV.


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Drawdown Indicators


ASRSLVDifference

Max Drawdown

Largest peak-to-trough decline

-61.33%

-76.28%

+14.95%

Max Drawdown (1Y)

Largest decline over 1 year

-22.31%

-42.45%

+20.14%

Max Drawdown (3Y)

Largest decline over 3 years

-33.81%

-42.45%

+8.64%

Max Drawdown (5Y)

Largest decline over 5 years

-35.28%

-42.45%

+7.17%

Max Drawdown (10Y)

Largest decline over 10 years

-61.33%

-42.81%

-18.52%

Current Drawdown

Current decline from peak

-21.73%

-36.57%

+14.84%

Average Drawdown

Average peak-to-trough decline

-14.44%

-44.67%

+30.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.67%

19.81%

-10.14%

Volatility

ASR vs. SLV - Volatility Comparison

The current volatility for Grupo Aeroportuario del Sureste, S. A. B. de C. V. (ASR) is 7.57%, while iShares Silver Trust (SLV) has a volatility of 16.34%. This indicates that ASR experiences smaller price fluctuations and is considered to be less risky 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


ASRSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.57%

16.34%

-8.77%

Volatility (6M)

Calculated over the trailing 6-month period

21.10%

58.31%

-37.21%

Volatility (1Y)

Calculated over the trailing 1-year period

25.72%

58.90%

-33.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.55%

36.15%

-3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.80%

31.83%

+2.97%

Dividends

ASR vs. SLV - Dividend Comparison

ASR's dividend yield for the trailing twelve months is around 7.50%, while SLV has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ASR
Grupo Aeroportuario del Sureste, S. A. B. de C. V.
7.50%12.61%4.68%3.86%3.18%2.00%0.00%2.80%2.29%0.05%0.05%0.52%
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ASR and SLV have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLV has higher volatility (16.34%) compared to ASR (7.57%). In terms of maximum drawdown, ASR dropped -61.33% vs SLV's -76.28%.

SLV currently has the higher Sharpe Ratio (1.94 vs -0.10), 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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