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AYA.TO vs. SIL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AYA.TO and SIL is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

AYA.TO vs. SIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aya Gold & Silver Inc. (AYA.TO) and Global X Silver Miners ETF (SIL). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-20.81%
7.59%
AYA.TO
SIL

Key characteristics

Sharpe Ratio

AYA.TO:

0.19

SIL:

0.48

Sortino Ratio

AYA.TO:

0.63

SIL:

0.90

Omega Ratio

AYA.TO:

1.08

SIL:

1.11

Calmar Ratio

AYA.TO:

0.24

SIL:

0.24

Martin Ratio

AYA.TO:

0.76

SIL:

1.64

Ulcer Index

AYA.TO:

13.66%

SIL:

10.67%

Daily Std Dev

AYA.TO:

54.81%

SIL:

36.22%

Max Drawdown

AYA.TO:

-81.67%

SIL:

-82.99%

Current Drawdown

AYA.TO:

-42.33%

SIL:

-58.33%

Returns By Period

In the year-to-date period, AYA.TO achieves a 14.21% return, which is significantly lower than SIL's 19.34% return. Over the past 10 years, AYA.TO has outperformed SIL with an annualized return of 27.86%, while SIL has yielded a comparatively lower 3.44% annualized return.


AYA.TO

YTD

14.21%

1M

-17.30%

6M

-13.96%

1Y

10.35%

5Y*

41.77%

10Y*

27.86%

SIL

YTD

19.34%

1M

-6.10%

6M

8.13%

1Y

17.54%

5Y*

1.51%

10Y*

3.44%

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Risk-Adjusted Performance

AYA.TO vs. SIL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aya Gold & Silver Inc. (AYA.TO) and Global X Silver Miners ETF (SIL). 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 AYA.TO, currently valued at 0.05, compared to the broader market-4.00-2.000.002.000.050.61
The chart of Sortino ratio for AYA.TO, currently valued at 0.45, compared to the broader market-4.00-2.000.002.004.000.451.06
The chart of Omega ratio for AYA.TO, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.13
The chart of Calmar ratio for AYA.TO, currently valued at 0.05, compared to the broader market0.002.004.006.000.050.31
The chart of Martin ratio for AYA.TO, currently valued at 0.17, compared to the broader market0.0010.0020.000.172.43
AYA.TO
SIL

The current AYA.TO Sharpe Ratio is 0.19, which is lower than the SIL Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of AYA.TO and SIL, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.05
0.61
AYA.TO
SIL

Dividends

AYA.TO vs. SIL - Dividend Comparison

AYA.TO has not paid dividends to shareholders, while SIL's dividend yield for the trailing twelve months is around 0.42%.


TTM20232022202120202019201820172016201520142013
AYA.TO
Aya Gold & Silver Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SIL
Global X Silver Miners ETF
0.42%0.59%0.48%1.59%1.92%1.53%1.22%0.02%3.34%0.38%0.08%0.66%

Drawdowns

AYA.TO vs. SIL - Drawdown Comparison

The maximum AYA.TO drawdown since its inception was -81.67%, roughly equal to the maximum SIL drawdown of -82.99%. Use the drawdown chart below to compare losses from any high point for AYA.TO and SIL. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-45.56%
-58.33%
AYA.TO
SIL

Volatility

AYA.TO vs. SIL - Volatility Comparison

Aya Gold & Silver Inc. (AYA.TO) and Global X Silver Miners ETF (SIL) have volatilities of 12.33% and 11.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
12.33%
11.99%
AYA.TO
SIL
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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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