HMC vs. SLV
HMC (Honda Motor Co., Ltd.) is a stock, while SLV (iShares Silver Trust) is Silver fund tracking the LBMA Silver Price. Over the past 10 years, HMC returned 3.34%/yr vs 15.63%/yr for SLV. At a 0.14 correlation, their price movements are largely independent.
Performance
HMC vs. SLV - Performance Comparison
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Returns By Period
In the year-to-date period, HMC achieves a -5.26% return, which is significantly lower than SLV's 3.97% return. Over the past 10 years, HMC has underperformed SLV with an annualized return of 3.34%, while SLV has yielded a comparatively higher 15.63% annualized return.
HMC
- 1D
- 0.79%
- 1M
- 15.60%
- YTD
- -5.26%
- 6M
- -5.83%
- 1Y
- -2.84%
- 3Y*
- 0.76%
- 5Y*
- -0.31%
- 10Y*
- 3.34%
SLV
- 1D
- 1.16%
- 1M
- 1.62%
- YTD
- 3.97%
- 6M
- 29.40%
- 1Y
- 113.72%
- 3Y*
- 45.73%
- 5Y*
- 21.04%
- 10Y*
- 15.63%
HMC vs. SLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HMC Honda Motor Co., Ltd. | -5.26% | 8.04% | -5.14% | 39.86% | -16.69% | 3.61% | 2.88% | 10.34% | -20.81% | 20.02% |
SLV iShares Silver Trust | 3.97% | 144.66% | 20.89% | -1.09% | 2.37% | -12.45% | 47.30% | 14.88% | -9.19% | 5.82% |
Correlation
The correlation between HMC and SLV is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since May 1, 2006 | 0.14 |
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Return for Risk
HMC vs. SLV — Risk / Return Rank
HMC
SLV
HMC vs. SLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Honda Motor Co., Ltd. (HMC) and iShares Silver Trust (SLV). 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.
| HMC | SLV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.36 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 2.69 | -2.79 |
| Martin ratioReturn relative to average drawdown | -0.19 | 5.76 | -5.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HMC | SLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.10 | 1.94 | -2.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.58 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.49 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.25 | -0.08 |
Drawdowns
HMC vs. SLV - Drawdown Comparison
The maximum HMC drawdown since its inception was -90.46%, which is greater than SLV's maximum drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for HMC and SLV.
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Drawdown Indicators
| HMC | SLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.46% | -76.28% | -14.18% |
Max Drawdown (1Y)Largest decline over 1 year | -31.18% | -42.45% | +11.27% |
Max Drawdown (3Y)Largest decline over 3 years | -35.41% | -42.45% | +7.04% |
Max Drawdown (5Y)Largest decline over 5 years | -35.41% | -42.45% | +7.04% |
Max Drawdown (10Y)Largest decline over 10 years | -43.12% | -42.81% | -0.31% |
Current DrawdownCurrent decline from peak | -20.35% | -36.57% | +16.22% |
Average DrawdownAverage peak-to-trough decline | -36.10% | -44.67% | +8.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.31% | 19.81% | -4.50% |
Volatility
HMC vs. SLV - Volatility Comparison
The current volatility for Honda Motor Co., Ltd. (HMC) is 10.31%, while iShares Silver Trust (SLV) has a volatility of 16.34%. This indicates that HMC experiences smaller price fluctuations and is considered to be less risky than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HMC | SLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.31% | 16.34% | -6.03% |
Volatility (6M)Calculated over the trailing 6-month period | 20.55% | 58.31% | -37.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.96% | 58.90% | -28.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.81% | 36.15% | -9.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.40% | 31.83% | -6.43% |
Dividends
HMC vs. SLV - Dividend Comparison
HMC's dividend yield for the trailing twelve months is around 2.44%, while SLV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HMC Honda Motor Co., Ltd. | 2.44% | 4.67% | 3.19% | 3.29% | 4.00% | 3.08% | 2.72% | 2.90% | 2.27% | 2.45% | 2.87% | 2.86% |
SLV iShares 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
HMC and SLV 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.
SLV has higher volatility (16.34%) compared to HMC (10.31%). In terms of maximum drawdown, HMC dropped -90.46% vs SLV's -76.28%.
SLV currently has the higher Sharpe Ratio (1.94 vs -0.10), 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.
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