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HOC.L vs. SSLN.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


HOC.LSSLN.L
YTD Return118.49%29.38%
1Y Return126.31%31.80%
3Y Return (Ann)17.52%10.54%
5Y Return (Ann)6.47%12.55%
10Y Return (Ann)12.11%9.12%
Sharpe Ratio2.771.08
Sortino Ratio3.301.63
Omega Ratio1.401.20
Calmar Ratio1.510.69
Martin Ratio13.523.78
Ulcer Index9.24%7.98%
Daily Std Dev45.08%27.92%
Max Drawdown-93.29%-69.95%
Current Drawdown-53.22%-22.17%

Correlation

-0.50.00.51.00.5

The correlation between HOC.L and SSLN.L is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

HOC.L vs. SSLN.L - Performance Comparison

In the year-to-date period, HOC.L achieves a 118.49% return, which is significantly higher than SSLN.L's 29.38% return. Over the past 10 years, HOC.L has outperformed SSLN.L with an annualized return of 12.11%, while SSLN.L has yielded a comparatively lower 9.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
52.22%
13.31%
HOC.L
SSLN.L

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Risk-Adjusted Performance

HOC.L vs. SSLN.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hochschild Mining plc (HOC.L) and iShares Physical Silver ETC (SSLN.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.


HOC.L
Sharpe ratio
The chart of Sharpe ratio for HOC.L, currently valued at 2.89, compared to the broader market-4.00-2.000.002.004.002.89
Sortino ratio
The chart of Sortino ratio for HOC.L, currently valued at 3.34, compared to the broader market-4.00-2.000.002.004.003.34
Omega ratio
The chart of Omega ratio for HOC.L, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for HOC.L, currently valued at 1.58, compared to the broader market0.002.004.006.001.58
Martin ratio
The chart of Martin ratio for HOC.L, currently valued at 14.51, compared to the broader market0.0010.0020.0030.0014.51
SSLN.L
Sharpe ratio
The chart of Sharpe ratio for SSLN.L, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.24
Sortino ratio
The chart of Sortino ratio for SSLN.L, currently valued at 1.79, compared to the broader market-4.00-2.000.002.004.001.79
Omega ratio
The chart of Omega ratio for SSLN.L, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for SSLN.L, currently valued at 0.64, compared to the broader market0.002.004.006.000.64
Martin ratio
The chart of Martin ratio for SSLN.L, currently valued at 4.92, compared to the broader market0.0010.0020.0030.004.92

HOC.L vs. SSLN.L - Sharpe Ratio Comparison

The current HOC.L Sharpe Ratio is 2.77, which is higher than the SSLN.L Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of HOC.L and SSLN.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.89
1.24
HOC.L
SSLN.L

Dividends

HOC.L vs. SSLN.L - Dividend Comparison

Neither HOC.L nor SSLN.L has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
HOC.L
Hochschild Mining plc
0.00%0.00%6.05%3.30%3.05%2.16%2.52%0.90%0.50%0.00%0.00%1.37%
SSLN.L
iShares Physical Silver ETC
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

HOC.L vs. SSLN.L - Drawdown Comparison

The maximum HOC.L drawdown since its inception was -93.29%, which is greater than SSLN.L's maximum drawdown of -69.95%. Use the drawdown chart below to compare losses from any high point for HOC.L and SSLN.L. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-60.63%
-39.72%
HOC.L
SSLN.L

Volatility

HOC.L vs. SSLN.L - Volatility Comparison

Hochschild Mining plc (HOC.L) has a higher volatility of 14.34% compared to iShares Physical Silver ETC (SSLN.L) at 9.72%. This indicates that HOC.L's price experiences larger fluctuations and is considered to be riskier than SSLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
14.34%
9.72%
HOC.L
SSLN.L