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CHKP vs. SLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHKP vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Check Point Software Technologies Ltd. (CHKP) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHKP achieves a -26.46% return, which is significantly lower than SLV's 3.97% return. Over the past 10 years, CHKP has underperformed SLV with an annualized return of 4.81%, while SLV has yielded a comparatively higher 15.63% annualized return.


CHKP

1D
0.57%
1M
16.00%
YTD
-26.46%
6M
-30.32%
1Y
-40.90%
3Y*
3.25%
5Y*
2.61%
10Y*
4.81%

SLV

1D
1.16%
1M
1.62%
YTD
3.97%
6M
29.40%
1Y
113.72%
3Y*
45.73%
5Y*
21.04%
10Y*
15.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHKP vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHKP
Check Point Software Technologies Ltd.
-26.46%-0.61%22.19%21.11%8.24%-12.30%19.78%8.10%-0.94%22.69%
SLV
iShares Silver Trust
3.97%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Correlation

The correlation between CHKP and SLV is -0.05, 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

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since May 1, 2006

0.08

The correlation between CHKP and SLV shifts across timeframes, from -0.05 (1 year) to 0.08 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CHKP vs. SLV — Risk / Return Rank

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

CHKP
CHKP Risk / Return Rank: 66
Overall Rank
CHKP Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CHKP Sortino Ratio Rank: 77
Sortino Ratio Rank
CHKP Omega Ratio Rank: 55
Omega Ratio Rank
CHKP Calmar Ratio Rank: 1111
Calmar Ratio Rank
CHKP Martin Ratio Rank: 55
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 5151
Overall Rank
SLV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 4242
Sortino Ratio Rank
SLV Omega Ratio Rank: 6060
Omega Ratio Rank
SLV Calmar Ratio Rank: 5656
Calmar Ratio Rank
SLV Martin Ratio Rank: 3838
Martin Ratio Rank
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.

CHKP vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Check Point Software Technologies Ltd. (CHKP) and iShares Silver Trust (SLV). 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.


CHKPSLVDifference
Sharpe ratioReturn per unit of total volatility

-3.02

Sortino ratioReturn per unit of downside risk

-3.49

Omega ratioGain probability vs. loss probability

0.79

1.36

-0.56

Calmar ratioReturn relative to maximum drawdown

-0.79

2.69

-3.49

Martin ratioReturn relative to average drawdown

-1.57

5.76

-7.33

CHKP vs. SLV - Sharpe Ratio Comparison

The current CHKP Sharpe Ratio is -1.08, which is lower than the SLV Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of CHKP and SLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CHKPSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.08

1.94

-3.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.58

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.49

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.25

+0.01

Drawdowns

CHKP vs. SLV - Drawdown Comparison

The maximum CHKP drawdown since its inception was -89.31%, which is greater than SLV's maximum drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for CHKP and SLV.


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Drawdown Indicators


CHKPSLVDifference

Max Drawdown

Largest peak-to-trough decline

-89.31%

-76.28%

-13.03%

Max Drawdown (1Y)

Largest decline over 1 year

-51.83%

-42.45%

-9.38%

Max Drawdown (3Y)

Largest decline over 3 years

-51.83%

-42.45%

-9.38%

Max Drawdown (5Y)

Largest decline over 5 years

-51.83%

-42.45%

-9.38%

Max Drawdown (10Y)

Largest decline over 10 years

-51.83%

-42.81%

-9.02%

Current Drawdown

Current decline from peak

-41.55%

-36.57%

-4.98%

Average Drawdown

Average peak-to-trough decline

-41.58%

-44.67%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.12%

19.81%

+6.31%

Volatility

CHKP vs. SLV - Volatility Comparison

The current volatility for Check Point Software Technologies Ltd. (CHKP) is 9.61%, while iShares Silver Trust (SLV) has a volatility of 16.34%. This indicates that CHKP experiences smaller price fluctuations and is considered to be less risky than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHKPSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.61%

16.34%

-6.73%

Volatility (6M)

Calculated over the trailing 6-month period

32.44%

58.31%

-25.87%

Volatility (1Y)

Calculated over the trailing 1-year period

37.93%

58.90%

-20.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.58%

36.15%

-8.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.03%

31.83%

-5.80%

Dividends

CHKP vs. SLV - Dividend Comparison

Neither CHKP nor SLV has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CHKP and SLV have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLV has higher volatility (16.34%) compared to CHKP (9.61%). In terms of maximum drawdown, CHKP dropped -89.31% vs SLV's -76.28%.

SLV currently has the higher Sharpe Ratio (1.94 vs -1.08), 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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