EXK vs. SLVP
Compare and contrast key facts about Endeavour Silver Corp. (EXK) and iShares MSCI Global Silver Miners ETF (SLVP).
SLVP is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Select Silver Miners Investable Market Index. It was launched on Jan 31, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXK or SLVP.
Key characteristics
| EXK | SLVP | |
|---|---|---|
| YTD Return | 129.44% | 26.46% |
| 1Y Return | 132.99% | 53.79% |
| 3Y Return (Ann) | -8.11% | -4.50% |
| 5Y Return (Ann) | 13.83% | 6.64% |
| 10Y Return (Ann) | 5.07% | 5.09% |
| Sharpe Ratio | 1.82 | 1.39 |
| Sortino Ratio | 2.53 | 2.03 |
| Omega Ratio | 1.31 | 1.24 |
| Calmar Ratio | 1.52 | 0.84 |
| Martin Ratio | 6.81 | 5.19 |
| Ulcer Index | 19.70% | 10.33% |
| Daily Std Dev | 73.62% | 38.58% |
| Max Drawdown | -91.88% | -80.47% |
| Current Drawdown | -63.67% | -41.67% |
Correlation
The correlation between EXK and SLVP is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EXK vs. SLVP - Performance Comparison
In the year-to-date period, EXK achieves a 129.44% return, which is significantly higher than SLVP's 26.46% return. Both investments have delivered pretty close results over the past 10 years, with EXK having a 5.07% annualized return and SLVP not far ahead at 5.09%. 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
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.
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 0.69%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXK Endeavour Silver Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 5.09% | 0.00% |
SLVP iShares MSCI Global Silver Miners ETF | 0.69% | 0.87% | 0.64% | 1.62% | 2.39% | 2.02% | 1.27% | 0.85% | 2.32% | 0.71% | 2.03% | 1.72% |
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.
Volatility
EXK vs. SLVP - Volatility Comparison
Endeavour Silver Corp. (EXK) has a higher volatility of 19.70% compared to iShares MSCI Global Silver Miners ETF (SLVP) at 11.79%. 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.