CELC vs. SLVR.L

Last updated Jun 13, 2026

CELC (Celcuity Inc.) is a stock, while SLVR.L (WisdomTree Silver) is Silver fund tracking the Bloomberg Silver Subindex. Over the past 5 years, CELC returned 26.91%/yr vs 16.91%/yr for SLVR.L. At a 0.04 correlation, their price movements are largely independent.

Performance

CELC vs. SLVR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Celcuity Inc. (CELC) and WisdomTree Silver (SLVR.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CELC achieves a -11.22% return, which is significantly lower than SLVR.L's -5.05% return.

CELC

• 1D: -1.05%
• 1M: -28.86%
• YTD: -11.22%
• 6M: -15.87%
• 1Y: 605.02%
• 3Y*: 101.65%
• 5Y*: 26.91%
• 10Y*: —

SLVR.L

• 1D: 5.86%
• 1M: -23.83%
• YTD: -5.05%
• 6M: 8.51%
• 1Y: 82.42%
• 3Y*: 38.81%
• 5Y*: 16.91%
• 10Y*: 11.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CELC vs. SLVR.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CELC Celcuity Inc.	-11.22%	661.96%	-10.16%	4.00%	6.22%	44.00%	-13.91%	-55.65%	26.60%	53.44%
SLVR.L WisdomTree Silver	-5.05%	136.69%	20.17%	-2.57%	2.25%	-14.66%	40.61%	13.97%	-10.15%	-2.73%

Correlation

The correlation between CELC and SLVR.L is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (All Time) Calculated using the full available price history since Sep 20, 2017	0.04

Return for Risk

CELC vs. SLVR.L — Risk / Return Rank

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

CELC

CELC Risk / Return Rank: 99
CELC Sharpe Ratio Rank: 97
CELC Sortino Ratio Rank: 99
CELC Omega Ratio Rank: 99
CELC Calmar Ratio Rank: 99
CELC Martin Ratio Rank: 99

SLVR.L

SLVR.L Risk / Return Rank: 42
SLVR.L Sharpe Ratio Rank: 45
SLVR.L Sortino Ratio Rank: 40
SLVR.L Omega Ratio Rank: 48
SLVR.L Calmar Ratio Rank: 42
SLVR.L Martin Ratio Rank: 32

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.

CELC vs. SLVR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Celcuity Inc. (CELC) and WisdomTree Silver (SLVR.L). 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.

	CELC	SLVR.L	Difference
Sharpe ratio: Return per unit of total volatility	3.35	1.38	+1.97
Sortino ratio: Return per unit of downside risk	6.57	1.85	+4.72
Omega ratio: Gain probability vs. loss probability	1.90	1.27	+0.63
Calmar ratio: Return relative to maximum drawdown	15.38	1.86	+13.52
Martin ratio: Return relative to average drawdown	57.19	4.15	+53.05

CELC vs. SLVR.L - Sharpe Ratio Comparison

The current CELC Sharpe Ratio is 3.35, which is higher than the SLVR.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of CELC and SLVR.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CELC vs. SLVR.L - Drawdown Comparison

The maximum CELC drawdown since its inception was -85.64%, which is greater than SLVR.L's maximum drawdown of -80.08%. Use the drawdown chart below to compare losses from any high point for CELC and SLVR.L.

Drawdown Indicators

	CELC	SLVR.L	Difference
Max Drawdown Largest peak-to-trough decline	-85.64%	-80.08%	-5.56%
Max Drawdown (1Y) Largest decline over 1 year	-39.70%	-44.09%	+4.39%
Max Drawdown (3Y) Largest decline over 3 years	-61.99%	-44.09%	-17.90%
Max Drawdown (5Y) Largest decline over 5 years	-82.70%	-44.09%	-38.61%
Max Drawdown (10Y) Largest decline over 10 years	—	-46.91%	—
Current Drawdown Current decline from peak	-38.92%	-40.82%	+1.90%
Average Drawdown Average peak-to-trough decline	-44.97%	-52.50%	+7.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.67%	19.82%	-9.15%

Volatility

CELC vs. SLVR.L - Volatility Comparison

Celcuity Inc. (CELC) has a higher volatility of 34.72% compared to WisdomTree Silver (SLVR.L) at 15.99%. This indicates that CELC's price experiences larger fluctuations and is considered to be riskier than SLVR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CELC	SLVR.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	34.72%	15.99%	+18.73%
Volatility (6M) Calculated over the trailing 6-month period	49.86%	56.65%	-6.79%
Volatility (1Y) Calculated over the trailing 1-year period	182.45%	59.58%	+122.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	101.49%	37.07%	+64.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	91.68%	32.07%	+59.61%

Dividends

CELC vs. SLVR.L - Dividend Comparison

Neither CELC nor SLVR.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CELC and SLVR.L in my portfolio?

CELC and SLVR.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.