FSM vs. SILJ
Compare and contrast key facts about Fortuna Silver Mines Inc. (FSM) and ETFMG Prime Junior Silver Miners ETF (SILJ).
SILJ is a passively managed fund by ETFMG that tracks the performance of the Prime Junior Silver Miners & Explorers Index. It was launched on Nov 28, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSM or SILJ.
Key characteristics
| FSM | SILJ | |
|---|---|---|
| YTD Return | 16.58% | 24.10% |
| 1Y Return | 50.50% | 54.75% |
| 3Y Return (Ann) | 5.18% | -4.97% |
| 5Y Return (Ann) | 7.35% | 4.37% |
| 10Y Return (Ann) | 0.16% | 4.45% |
| Sharpe Ratio | 0.95 | 1.32 |
| Sortino Ratio | 1.58 | 1.94 |
| Omega Ratio | 1.20 | 1.23 |
| Calmar Ratio | 0.70 | 0.89 |
| Martin Ratio | 2.63 | 5.17 |
| Ulcer Index | 19.23% | 10.23% |
| Daily Std Dev | 53.34% | 40.11% |
| Max Drawdown | -92.25% | -79.04% |
| Current Drawdown | -52.83% | -36.05% |
Correlation
The correlation between FSM and SILJ 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
FSM vs. SILJ - Performance Comparison
In the year-to-date period, FSM achieves a 16.58% return, which is significantly lower than SILJ's 24.10% return. Over the past 10 years, FSM has underperformed SILJ with an annualized return of 0.16%, while SILJ has yielded a comparatively higher 4.45% 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
FSM vs. SILJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortuna Silver Mines Inc. (FSM) and ETFMG Prime Junior Silver Miners ETF (SILJ). 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
FSM vs. SILJ - Dividend Comparison
FSM has not paid dividends to shareholders, while SILJ's dividend yield for the trailing twelve months is around 0.01%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSM Fortuna Silver Mines Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SILJ ETFMG Prime Junior Silver Miners ETF | 0.01% | 0.01% | 0.06% | 0.36% | 1.23% | 1.45% | 1.65% | 0.00% | 0.52% | 2.45% | 0.00% | 0.10% |
Drawdowns
FSM vs. SILJ - Drawdown Comparison
The maximum FSM drawdown since its inception was -92.25%, which is greater than SILJ's maximum drawdown of -79.04%. Use the drawdown chart below to compare losses from any high point for FSM and SILJ. For additional features, visit the drawdowns tool.
Volatility
FSM vs. SILJ - Volatility Comparison
Fortuna Silver Mines Inc. (FSM) has a higher volatility of 15.10% compared to ETFMG Prime Junior Silver Miners ETF (SILJ) at 13.13%. This indicates that FSM's price experiences larger fluctuations and is considered to be riskier than SILJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.