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EXK vs. SLVP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EXK and SLVP is 0.22, 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

EXK vs. SLVP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Endeavour Silver Corp. (EXK) and iShares MSCI Global Silver Miners ETF (SLVP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EXK:

0.01

SLVP:

0.45

Sortino Ratio

EXK:

1.02

SLVP:

1.12

Omega Ratio

EXK:

1.12

SLVP:

1.14

Calmar Ratio

EXK:

0.28

SLVP:

0.53

Martin Ratio

EXK:

0.87

SLVP:

2.18

Ulcer Index

EXK:

25.67%

SLVP:

11.97%

Daily Std Dev

EXK:

77.24%

SLVP:

43.24%

Max Drawdown

EXK:

-91.88%

SLVP:

-80.47%

Current Drawdown

EXK:

-73.07%

SLVP:

-33.54%

Returns By Period

In the year-to-date period, EXK achieves a -8.47% return, which is significantly lower than SLVP's 25.91% return. Over the past 10 years, EXK has underperformed SLVP with an annualized return of 3.89%, while SLVP has yielded a comparatively higher 5.98% annualized return.


EXK

YTD

-8.47%

1M

-14.97%

6M

-24.38%

1Y

0.90%

5Y*

19.32%

10Y*

3.89%

SLVP

YTD

25.91%

1M

-5.22%

6M

12.75%

1Y

19.39%

5Y*

7.27%

10Y*

5.98%

*Annualized

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Risk-Adjusted Performance

EXK vs. SLVP — Risk-Adjusted Performance Rank

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

EXK
The Risk-Adjusted Performance Rank of EXK is 6161
Overall Rank
The Sharpe Ratio Rank of EXK is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of EXK is 6565
Sortino Ratio Rank
The Omega Ratio Rank of EXK is 6363
Omega Ratio Rank
The Calmar Ratio Rank of EXK is 6464
Calmar Ratio Rank
The Martin Ratio Rank of EXK is 6161
Martin Ratio Rank

SLVP
The Risk-Adjusted Performance Rank of SLVP is 5757
Overall Rank
The Sharpe Ratio Rank of SLVP is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of SLVP is 6767
Sortino Ratio Rank
The Omega Ratio Rank of SLVP is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SLVP is 5656
Calmar Ratio Rank
The Martin Ratio Rank of SLVP is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EXK vs. SLVP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Endeavour Silver Corp. (EXK) and iShares MSCI Global Silver Miners ETF (SLVP). 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.


The current EXK Sharpe Ratio is 0.01, which is lower than the SLVP Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of EXK and SLVP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

EXK vs. SLVP - Dividend Comparison

EXK has not paid dividends to shareholders, while SLVP's dividend yield for the trailing twelve months is around 0.83%.


TTM20242023202220212020201920182017201620152014
EXK
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%5.09%
SLVP
iShares MSCI Global Silver Miners ETF
0.83%1.05%0.87%0.64%1.62%2.39%2.02%1.27%0.85%2.32%0.71%2.03%

Drawdowns

EXK vs. SLVP - Drawdown Comparison

The maximum EXK drawdown since its inception was -91.88%, which is greater than SLVP's maximum drawdown of -80.47%. Use the drawdown chart below to compare losses from any high point for EXK and SLVP. For additional features, visit the drawdowns tool.


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Volatility

EXK vs. SLVP - Volatility Comparison

Endeavour Silver Corp. (EXK) has a higher volatility of 18.26% compared to iShares MSCI Global Silver Miners ETF (SLVP) at 15.11%. This indicates that EXK's price experiences larger fluctuations and is considered to be riskier than SLVP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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