EDR.TO vs. TLT
Compare and contrast key facts about Endeavour Silver Corp. (EDR.TO) and iShares 20+ Year Treasury Bond ETF (TLT).
TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EDR.TO or TLT.
Key characteristics
| EDR.TO | TLT | |
|---|---|---|
| YTD Return | 40.00% | -8.85% |
| 1Y Return | -35.00% | -13.14% |
| 3Y Return (Ann) | -20.26% | -11.39% |
| 5Y Return (Ann) | 4.89% | -4.20% |
| 10Y Return (Ann) | -3.50% | 0.13% |
| Sharpe Ratio | -0.61 | -0.76 |
| Daily Std Dev | 56.78% | 16.69% |
| Max Drawdown | -97.47% | -48.35% |
| Current Drawdown | -71.23% | -43.21% |
Correlation
The correlation between EDR.TO and TLT is 0.02, 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.
Performance
EDR.TO vs. TLT - Performance Comparison
In the year-to-date period, EDR.TO achieves a 40.00% return, which is significantly higher than TLT's -8.85% return. Over the past 10 years, EDR.TO has underperformed TLT with an annualized return of -3.50%, while TLT has yielded a comparatively higher 0.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EDR.TO vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Endeavour Silver Corp. (EDR.TO) and iShares 20+ Year Treasury Bond ETF (TLT). 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.
Dividends
EDR.TO vs. TLT - Dividend Comparison
EDR.TO has not paid dividends to shareholders, while TLT's dividend yield for the trailing twelve months is around 3.94%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDR.TO Endeavour Silver Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 3.94% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
Drawdowns
EDR.TO vs. TLT - Drawdown Comparison
The maximum EDR.TO drawdown since its inception was -97.47%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for EDR.TO and TLT. For additional features, visit the drawdowns tool.
Volatility
EDR.TO vs. TLT - Volatility Comparison
Endeavour Silver Corp. (EDR.TO) has a higher volatility of 13.95% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 4.12%. This indicates that EDR.TO's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.