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CEF.TO vs. PAAS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CEF.TO and PAAS is 0.48, 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.


-0.50.00.51.00.5

Performance

CEF.TO vs. PAAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Physical Gold and Silver Trust (CEF.TO) and Pan American Silver Corp. (PAAS). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
8.01%
3.20%
CEF.TO
PAAS

Key characteristics

Sharpe Ratio

CEF.TO:

0.63

PAAS:

0.61

Sortino Ratio

CEF.TO:

1.40

PAAS:

1.20

Omega Ratio

CEF.TO:

1.35

PAAS:

1.14

Calmar Ratio

CEF.TO:

1.12

PAAS:

0.43

Martin Ratio

CEF.TO:

8.37

PAAS:

2.17

Ulcer Index

CEF.TO:

4.24%

PAAS:

13.33%

Daily Std Dev

CEF.TO:

56.94%

PAAS:

47.21%

Max Drawdown

CEF.TO:

-62.22%

PAAS:

-85.10%

Current Drawdown

CEF.TO:

-6.83%

PAAS:

-42.29%

Fundamentals

Market Cap

CEF.TO:

CA$7.03B

PAAS:

$8.02B

EPS

CEF.TO:

CA$1.90

PAAS:

-$0.20

Total Revenue (TTM)

CEF.TO:

CA$600.60M

PAAS:

$2.67B

Gross Profit (TTM)

CEF.TO:

CA$249.38M

PAAS:

$432.18M

EBITDA (TTM)

CEF.TO:

CA$1.03B

PAAS:

$764.41M

Returns By Period

In the year-to-date period, CEF.TO achieves a 35.47% return, which is significantly higher than PAAS's 29.74% return. Both investments have delivered pretty close results over the past 10 years, with CEF.TO having a 10.11% annualized return and PAAS not far ahead at 10.23%.


CEF.TO

YTD

35.47%

1M

-1.94%

6M

13.66%

1Y

35.64%

5Y*

12.53%

10Y*

10.11%

PAAS

YTD

29.74%

1M

-8.24%

6M

3.21%

1Y

26.79%

5Y*

-0.35%

10Y*

10.23%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CEF.TO vs. PAAS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Gold and Silver Trust (CEF.TO) and Pan American Silver Corp. (PAAS). 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 CEF.TO, currently valued at 0.43, compared to the broader market-4.00-2.000.002.000.430.63
The chart of Sortino ratio for CEF.TO, currently valued at 1.14, compared to the broader market-4.00-2.000.002.004.001.141.23
The chart of Omega ratio for CEF.TO, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.14
The chart of Calmar ratio for CEF.TO, currently valued at 0.64, compared to the broader market0.002.004.006.000.640.45
The chart of Martin ratio for CEF.TO, currently valued at 5.43, compared to the broader market-5.000.005.0010.0015.0020.0025.005.432.50
CEF.TO
PAAS

The current CEF.TO Sharpe Ratio is 0.63, which is comparable to the PAAS Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of CEF.TO and PAAS, 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 Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.43
0.63
CEF.TO
PAAS

Dividends

CEF.TO vs. PAAS - Dividend Comparison

CEF.TO has not paid dividends to shareholders, while PAAS's dividend yield for the trailing twelve months is around 1.93%.


TTM20232022202120202019201820172016201520142013
CEF.TO
Sprott Physical Gold and Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.08%0.09%0.09%0.08%0.07%
PAAS
Pan American Silver Corp.
1.93%2.45%2.75%1.36%0.64%0.59%0.96%0.64%0.34%4.23%5.43%4.27%

Drawdowns

CEF.TO vs. PAAS - Drawdown Comparison

The maximum CEF.TO drawdown since its inception was -62.22%, smaller than the maximum PAAS drawdown of -85.10%. Use the drawdown chart below to compare losses from any high point for CEF.TO and PAAS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.79%
-42.29%
CEF.TO
PAAS

Volatility

CEF.TO vs. PAAS - Volatility Comparison

The current volatility for Sprott Physical Gold and Silver Trust (CEF.TO) is 6.12%, while Pan American Silver Corp. (PAAS) has a volatility of 13.58%. This indicates that CEF.TO experiences smaller price fluctuations and is considered to be less risky than PAAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
6.12%
13.58%
CEF.TO
PAAS

Financials

CEF.TO vs. PAAS - Financials Comparison

This section allows you to compare key financial metrics between Sprott Physical Gold and Silver Trust and Pan American Silver Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. CEF.TO values in CAD, PAAS values in USD
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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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