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KSLV vs. SIVR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KSLV vs. SIVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Silver Enhanced Income ETF (KSLV) and Aberdeen Standard Physical Silver Shares ETF (SIVR). The values are adjusted to include any dividend payments, if applicable.

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KSLV vs. SIVR - Yearly Performance Comparison


Returns By Period

In the year-to-date period, KSLV achieves a 5.32% return, which is significantly lower than SIVR's 5.87% return.


KSLV

1D
7.16%
1M
-21.47%
YTD
5.32%
6M
56.86%
1Y
3Y*
5Y*
10Y*

SIVR

1D
7.36%
1M
-19.77%
YTD
5.87%
6M
60.99%
1Y
120.27%
3Y*
45.79%
5Y*
24.36%
10Y*
17.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KSLV vs. SIVR - Expense Ratio Comparison

KSLV has a 1.00% expense ratio, which is higher than SIVR's 0.30% expense ratio.


Return for Risk

KSLV vs. SIVR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KSLV

SIVR
SIVR Risk / Return Rank: 8989
Overall Rank
SIVR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SIVR Sortino Ratio Rank: 8686
Sortino Ratio Rank
SIVR Omega Ratio Rank: 9292
Omega Ratio Rank
SIVR Calmar Ratio Rank: 9090
Calmar Ratio Rank
SIVR Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KSLV vs. SIVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Silver Enhanced Income ETF (KSLV) and Aberdeen Standard Physical Silver Shares ETF (SIVR). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

KSLV vs. SIVR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KSLVSIVRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

1.87

0.33

+1.54

Correlation

The correlation between KSLV and SIVR is 0.99, 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.


Dividends

KSLV vs. SIVR - Dividend Comparison

KSLV's dividend yield for the trailing twelve months is around 10.90%, while SIVR has not paid dividends to shareholders.


Drawdowns

KSLV vs. SIVR - Drawdown Comparison

The maximum KSLV drawdown since its inception was -44.77%, smaller than the maximum SIVR drawdown of -75.85%. Use the drawdown chart below to compare losses from any high point for KSLV and SIVR.


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Drawdown Indicators


KSLVSIVRDifference

Max Drawdown

Largest peak-to-trough decline

-44.77%

-75.85%

+31.08%

Max Drawdown (1Y)

Largest decline over 1 year

-42.42%

Max Drawdown (5Y)

Largest decline over 5 years

-42.42%

Max Drawdown (10Y)

Largest decline over 10 years

-42.42%

Current Drawdown

Current decline from peak

-37.58%

-35.41%

-2.17%

Average Drawdown

Average peak-to-trough decline

-13.41%

-48.00%

+34.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.61%

Volatility

KSLV vs. SIVR - Volatility Comparison


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Volatility by Period


KSLVSIVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.93%

Volatility (6M)

Calculated over the trailing 6-month period

57.26%

Volatility (1Y)

Calculated over the trailing 1-year period

79.21%

57.02%

+22.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.21%

35.31%

+43.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.21%

31.39%

+47.82%