HL vs. SIL
Compare and contrast key facts about Hecla Mining Company (HL) and Global X Silver Miners ETF (SIL).
SIL is a passively managed fund by Global X that tracks the performance of the Stuttgart Solactive AG Global Silver Miners (USD). It was launched on Apr 19, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HL or SIL.
Key characteristics
| HL | SIL | |
|---|---|---|
| YTD Return | 16.99% | 24.20% |
| 1Y Return | 32.89% | 42.81% |
| 3Y Return (Ann) | -3.31% | -4.72% |
| 5Y Return (Ann) | 19.21% | 4.77% |
| 10Y Return (Ann) | 8.71% | 3.16% |
| Sharpe Ratio | 0.61 | 1.22 |
| Sortino Ratio | 1.25 | 1.78 |
| Omega Ratio | 1.14 | 1.22 |
| Calmar Ratio | 0.39 | 0.60 |
| Martin Ratio | 2.21 | 4.48 |
| Ulcer Index | 14.87% | 9.64% |
| Daily Std Dev | 53.82% | 35.56% |
| Max Drawdown | -97.96% | -82.99% |
| Current Drawdown | -75.62% | -56.63% |
Correlation
The correlation between HL and SIL is 0.83, 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
HL vs. SIL - Performance Comparison
In the year-to-date period, HL achieves a 16.99% return, which is significantly lower than SIL's 24.20% return. Over the past 10 years, HL has outperformed SIL with an annualized return of 8.71%, while SIL has yielded a comparatively lower 3.16% 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
HL vs. SIL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hecla Mining Company (HL) and Global X Silver Miners ETF (SIL). 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
HL vs. SIL - Dividend Comparison
HL's dividend yield for the trailing twelve months is around 0.57%, more than SIL's 0.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HL Hecla Mining Company | 0.57% | 0.50% | 0.40% | 0.71% | 0.28% | 0.35% | 0.51% | 0.30% | 0.28% | 0.63% | 0.43% | 0.71% |
SIL Global X Silver Miners ETF | 0.41% | 0.59% | 0.48% | 1.59% | 1.92% | 1.53% | 1.22% | 0.02% | 3.34% | 0.38% | 0.08% | 0.66% |
Drawdowns
HL vs. SIL - Drawdown Comparison
The maximum HL drawdown since its inception was -97.96%, which is greater than SIL's maximum drawdown of -82.99%. Use the drawdown chart below to compare losses from any high point for HL and SIL. For additional features, visit the drawdowns tool.
Volatility
HL vs. SIL - Volatility Comparison
Hecla Mining Company (HL) has a higher volatility of 15.04% compared to Global X Silver Miners ETF (SIL) at 13.20%. This indicates that HL's price experiences larger fluctuations and is considered to be riskier than SIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.