FRES.L vs. SILG.L
Compare and contrast key facts about Fresnillo plc (FRES.L) and Global X Silver Miners UCITS ETF USD Accumulating (SILG.L).
SILG.L is a passively managed fund by Global X that tracks the performance of the EMIX Global Mining Global Gold TR USD. It was launched on May 6, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FRES.L or SILG.L.
Key characteristics
| FRES.L | SILG.L | |
|---|---|---|
| YTD Return | 7.83% | 22.76% |
| 1Y Return | 17.86% | 39.36% |
| Sharpe Ratio | 0.49 | 0.22 |
| Sortino Ratio | 0.97 | 0.59 |
| Omega Ratio | 1.11 | 1.09 |
| Calmar Ratio | 0.26 | 0.31 |
| Martin Ratio | 1.58 | 0.98 |
| Ulcer Index | 12.28% | 10.23% |
| Daily Std Dev | 39.03% | 52.60% |
| Max Drawdown | -82.36% | -32.00% |
| Current Drawdown | -61.10% | -14.84% |
Correlation
The correlation between FRES.L and SILG.L is 0.71, 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
FRES.L vs. SILG.L - Performance Comparison
In the year-to-date period, FRES.L achieves a 7.83% return, which is significantly lower than SILG.L's 22.76% 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
FRES.L vs. SILG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fresnillo plc (FRES.L) and Global X Silver Miners UCITS ETF USD Accumulating (SILG.L). 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
FRES.L vs. SILG.L - Dividend Comparison
FRES.L's dividend yield for the trailing twelve months is around 1.69%, while SILG.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRES.L Fresnillo plc | 1.69% | 2.47% | 3.04% | 3.74% | 1.26% | 3.01% | 4.71% | 2.28% | 0.74% | 0.61% | 0.91% | 6.04% |
SILG.L Global X Silver Miners UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FRES.L vs. SILG.L - Drawdown Comparison
The maximum FRES.L drawdown since its inception was -82.36%, which is greater than SILG.L's maximum drawdown of -32.00%. Use the drawdown chart below to compare losses from any high point for FRES.L and SILG.L. For additional features, visit the drawdowns tool.
Volatility
FRES.L vs. SILG.L - Volatility Comparison
Fresnillo plc (FRES.L) has a higher volatility of 15.69% compared to Global X Silver Miners UCITS ETF USD Accumulating (SILG.L) at 13.90%. This indicates that FRES.L's price experiences larger fluctuations and is considered to be riskier than SILG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.