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FF vs. PSLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FF vs. PSLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FutureFuel Corp. (FF) and Sprott Physical Silver Trust (PSLV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FF achieves a 35.75% return, which is significantly higher than PSLV's -1.78% return. Over the past 10 years, FF has underperformed PSLV with an annualized return of 3.14%, while PSLV has yielded a comparatively higher 13.97% annualized return.


FF

1D
-0.70%
1M
-12.86%
YTD
35.75%
6M
28.50%
1Y
14.73%
3Y*
-7.33%
5Y*
-6.16%
10Y*
3.14%

PSLV

1D
-2.76%
1M
-1.61%
YTD
-1.78%
6M
18.46%
1Y
100.09%
3Y*
41.73%
5Y*
18.43%
10Y*
13.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FF vs. PSLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FF
FutureFuel Corp.
35.75%-35.84%31.03%-22.78%9.85%-26.86%37.61%-20.32%14.46%3.12%
PSLV
Sprott Physical Silver Trust
-1.78%145.08%19.43%-1.94%2.74%-14.13%42.81%16.99%-11.83%4.28%

Correlation

The correlation between FF and PSLV is 0.10, 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

0.10

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

0.13

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

0.17

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

0.10

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2011

0.12

Fundamentals

Market Cap

FF:

$187.99M

PSLV:

$14.73B

EPS

FF:

-$1.19

PSLV:

$13.57

PS Ratio

FF:

1.70

PSLV:

218.98

PB Ratio

FF:

1.32

PSLV:

0.90

Total Revenue (TTM)

FF:

$110.11M

PSLV:

$64.19M

Gross Profit (TTM)

FF:

-$26.13M

PSLV:

$404.67M

EBITDA (TTM)

FF:

-$50.17M

PSLV:

$8.21B

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Return for Risk

FF vs. PSLV — Risk / Return Rank

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

FF
FF Risk / Return Rank: 5050
Overall Rank
FF Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FF Sortino Ratio Rank: 4848
Sortino Ratio Rank
FF Omega Ratio Rank: 4848
Omega Ratio Rank
FF Calmar Ratio Rank: 5151
Calmar Ratio Rank
FF Martin Ratio Rank: 5252
Martin Ratio Rank

PSLV
PSLV Risk / Return Rank: 7979
Overall Rank
PSLV Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PSLV Sortino Ratio Rank: 7474
Sortino Ratio Rank
PSLV Omega Ratio Rank: 8181
Omega Ratio Rank
PSLV Calmar Ratio Rank: 7878
Calmar Ratio Rank
PSLV Martin Ratio Rank: 7676
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.

FF vs. PSLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FutureFuel Corp. (FF) and Sprott Physical Silver Trust (PSLV). 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.


FFPSLVDifference
Sharpe ratioReturn per unit of total volatility

-1.42

Sortino ratioReturn per unit of downside risk

-1.21

Omega ratioGain probability vs. loss probability

1.10

1.32

-0.22

Calmar ratioReturn relative to maximum drawdown

0.48

2.48

-2.00

Martin ratioReturn relative to average drawdown

1.00

5.50

-4.51

FF vs. PSLV - Sharpe Ratio Comparison

The current FF Sharpe Ratio is 0.30, which is lower than the PSLV Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of FF and PSLV, 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


FFPSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

1.72

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.52

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

0.45

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.17

-0.07

Drawdowns

FF vs. PSLV - Drawdown Comparison

The maximum FF drawdown since its inception was -64.23%, smaller than the maximum PSLV drawdown of -79.38%. Use the drawdown chart below to compare losses from any high point for FF and PSLV.


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Drawdown Indicators


FFPSLVDifference

Max Drawdown

Largest peak-to-trough decline

-64.23%

-79.38%

+15.15%

Max Drawdown (1Y)

Largest decline over 1 year

-30.85%

-40.65%

+9.80%

Max Drawdown (3Y)

Largest decline over 3 years

-51.46%

-40.65%

-10.81%

Max Drawdown (5Y)

Largest decline over 5 years

-51.46%

-40.65%

-10.81%

Max Drawdown (10Y)

Largest decline over 10 years

-64.23%

-42.79%

-21.44%

Current Drawdown

Current decline from peak

-49.14%

-36.11%

-13.03%

Average Drawdown

Average peak-to-trough decline

-30.52%

-58.15%

+27.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.80%

18.25%

-3.45%

Volatility

FF vs. PSLV - Volatility Comparison

FutureFuel Corp. (FF) has a higher volatility of 20.22% compared to Sprott Physical Silver Trust (PSLV) at 16.57%. This indicates that FF's price experiences larger fluctuations and is considered to be riskier than PSLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFPSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.22%

16.57%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

39.41%

57.35%

-17.94%

Volatility (1Y)

Calculated over the trailing 1-year period

49.82%

58.49%

-8.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.28%

35.64%

+10.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.62%

31.14%

+13.48%

Dividends

FF vs. PSLV - Dividend Comparison

FF's dividend yield for the trailing twelve months is around 5.62%, while PSLV has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FF
FutureFuel Corp.
5.62%7.52%51.80%3.95%2.95%35.86%25.51%1.94%1.51%1.70%18.20%1.78%
PSLV
Sprott Physical Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FF and PSLV have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FF has higher volatility (20.22%) compared to PSLV (16.57%). In terms of maximum drawdown, FF dropped -64.23% vs PSLV's -79.38%.

PSLV currently has the higher Sharpe Ratio (1.72 vs 0.30), 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.

Portfolio Optimizer

Find the right allocation for FF and PSLV

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