BJ vs. SIVR
BJ (BJ's Wholesale Club Holdings, Inc.) is a stock, while SIVR (abrdn Physical Silver Shares ETF) is Silver fund tracking the LBMA Silver Price ($/ozt). Over the past 5 years, BJ returned 12.93%/yr vs 17.88%/yr for SIVR. Their 0.03 correlation means their historical movements had little consistent relationship.
Performance
BJ vs. SIVR - Performance Comparison
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Returns By Period
In the year-to-date period, BJ achieves a 3.23% return, which is significantly higher than SIVR's -18.27% return.
BJ
- 1D
- 1.81%
- 1M
- 7.68%
- 6M
- -4.63%
- YTD
- 3.23%
- 1Y
- -10.81%
- 3Y*
- 12.53%
- 5Y*
- 12.93%
- 10Y*
- —
- ALL TIME*
- 20.06%
SIVR
- 1D
- 1.02%
- 1M
- 0.49%
- 6M
- -43.33%
- YTD
- -18.27%
- 1Y
- 52.04%
- 3Y*
- 32.71%
- 5Y*
- 17.88%
- 10Y*
- 11.14%
- ALL TIME*
- 8.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $149.84M | $164.52M | $193.09M | |
| $43.70M | $48.33M | $88.80M |
BJ vs. SIVR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BJ BJ's Wholesale Club Holdings, Inc. | 3.23% | 0.76% | 34.04% | 0.76% | -1.21% | 79.64% | 63.94% | 2.62% | 4.28% |
SIVR abrdn Physical Silver Shares ETF | -18.27% | 145.34% | 21.08% | -0.91% | 2.59% | -12.33% | 47.52% | 15.17% | -3.72% |
Correlation
The correlation between BJ and SIVR is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2018 | 0.03 |
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Return for Risk
BJ vs. SIVR — Risk / Return Rank
BJ
SIVR
BJ vs. SIVR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BJ's Wholesale Club Holdings, Inc. (BJ) and abrdn Physical Silver Shares ETF (SIVR). 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.
| BJ | SIVR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.19 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 0.93 | -1.36 |
| Martin ratioReturn relative to average drawdown | -0.69 | 1.84 | -2.54 |
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Drawdowns
BJ vs. SIVR - Drawdown Comparison
The maximum BJ drawdown since its inception was -38.76%, smaller than the maximum SIVR drawdown of -75.85%. Use the drawdown chart below to compare losses from any high point for BJ and SIVR.
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Drawdown Indicators
| BJ | SIVR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.76% | -75.85% | +37.09% |
Max Drawdown (1Y)Largest decline over 1 year | -23.79% | -52.27% | +28.48% |
Max Drawdown (3Y)Largest decline over 3 years | -30.12% | -52.27% | +22.15% |
Max Drawdown (5Y)Largest decline over 5 years | -30.12% | -52.27% | +22.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.27% | — |
Current DrawdownCurrent decline from peak | -22.51% | -50.14% | +27.63% |
Average DrawdownAverage peak-to-trough decline | -12.67% | -47.84% | +35.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.84% | 26.36% | -11.52% |
Volatility
BJ vs. SIVR - Volatility Comparison
The current volatility for BJ's Wholesale Club Holdings, Inc. (BJ) is 7.97%, while abrdn Physical Silver Shares ETF (SIVR) has a volatility of 10.69%. This indicates that BJ experiences smaller price fluctuations and is considered to be less risky than SIVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BJ | SIVR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.97% | 10.69% | -2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 22.54% | 56.35% | -33.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.99% | 61.32% | -31.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.42% | 36.96% | -4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.04% | 32.25% | +4.79% |
Dividends
BJ vs. SIVR - Dividend Comparison
Neither BJ nor SIVR has paid dividends to shareholders.
Frequently Asked Questions
BJ and SIVR have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIVR has higher volatility (10.69%) compared to BJ (7.97%). In terms of maximum drawdown, BJ dropped -38.76% vs SIVR's -75.85%.
SIVR currently has the higher Sharpe Ratio (0.79 vs -0.34), 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.
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