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CEF.TO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CEF.TO and VOO is 0.13, 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.


-0.50.00.51.00.1

Performance

CEF.TO vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Physical Gold and Silver Trust (CEF.TO) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.01%
10.43%
CEF.TO
VOO

Key characteristics

Sharpe Ratio

CEF.TO:

0.63

VOO:

2.22

Sortino Ratio

CEF.TO:

1.40

VOO:

2.95

Omega Ratio

CEF.TO:

1.35

VOO:

1.42

Calmar Ratio

CEF.TO:

1.12

VOO:

3.27

Martin Ratio

CEF.TO:

8.37

VOO:

14.57

Ulcer Index

CEF.TO:

4.24%

VOO:

1.90%

Daily Std Dev

CEF.TO:

56.94%

VOO:

12.47%

Max Drawdown

CEF.TO:

-62.22%

VOO:

-33.99%

Current Drawdown

CEF.TO:

-6.83%

VOO:

-1.77%

Returns By Period

In the year-to-date period, CEF.TO achieves a 35.47% return, which is significantly higher than VOO's 26.92% return. Over the past 10 years, CEF.TO has underperformed VOO with an annualized return of 10.11%, while VOO has yielded a comparatively higher 13.12% annualized return.


CEF.TO

YTD

35.47%

1M

-1.94%

6M

13.66%

1Y

35.64%

5Y*

12.53%

10Y*

10.11%

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Gold and Silver Trust (CEF.TO) and Vanguard S&P 500 ETF (VOO). 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-4.00-2.000.002.000.432.17
The chart of Sortino ratio for CEF.TO, currently valued at 1.14, compared to the broader market-4.00-2.000.002.004.001.142.89
The chart of Omega ratio for CEF.TO, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.41
The chart of Calmar ratio for CEF.TO, currently valued at 0.64, compared to the broader market0.002.004.006.000.643.19
The chart of Martin ratio for CEF.TO, currently valued at 5.43, compared to the broader market-5.000.005.0010.0015.0020.0025.005.4314.25
CEF.TO
VOO

The current CEF.TO Sharpe Ratio is 0.63, which is lower than the VOO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of CEF.TO and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.43
2.17
CEF.TO
VOO

Dividends

CEF.TO vs. VOO - Dividend Comparison

CEF.TO has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.


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%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

CEF.TO vs. VOO - Drawdown Comparison

The maximum CEF.TO drawdown since its inception was -62.22%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CEF.TO and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.79%
-1.77%
CEF.TO
VOO

Volatility

CEF.TO vs. VOO - Volatility Comparison

Sprott Physical Gold and Silver Trust (CEF.TO) has a higher volatility of 6.12% compared to Vanguard S&P 500 ETF (VOO) at 3.77%. This indicates that CEF.TO's price experiences larger fluctuations and is considered to be riskier than VOO 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%
3.77%
CEF.TO
VOO
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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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