KUYAF vs. SLV
KUYAF (Kuya Silver Corp) is a stock, while SLV (iShares Silver Trust) is Silver fund tracking the LBMA Silver Price. Over the past 5 years, KUYAF returned -17.98%/yr vs 18.31%/yr for SLV. At a 0.31 correlation, their price movements are largely independent.
Performance
KUYAF vs. SLV - Performance Comparison
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Returns By Period
In the year-to-date period, KUYAF achieves a -38.02% return, which is significantly lower than SLV's -13.49% return.
KUYAF
- 1D
- -3.48%
- 1M
- -25.72%
- YTD
- -38.02%
- 6M
- -18.20%
- 1Y
- 72.36%
- 3Y*
- 17.90%
- 5Y*
- -17.98%
- 10Y*
- —
SLV
- 1D
- -5.40%
- 1M
- -18.48%
- YTD
- -13.49%
- 6M
- -14.05%
- 1Y
- 69.08%
- 3Y*
- 39.38%
- 5Y*
- 18.31%
- 10Y*
- 12.68%
KUYAF vs. SLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
KUYAF Kuya Silver Corp | -38.02% | 342.19% | -5.85% | -34.67% | -58.80% | -68.55% | 173.18% | -70.58% | -0.69% |
SLV iShares Silver Trust | -13.49% | 144.66% | 20.89% | -1.09% | 2.37% | -12.45% | 47.30% | 14.88% | -6.62% |
Correlation
The correlation between KUYAF and SLV is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2018 | 0.31 |
Over the past year, KUYAF and SLV have become more correlated (0.61) than their long-term average of 0.31, meaning their price movements have been converging.
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Return for Risk
KUYAF vs. SLV — Risk / Return Rank
KUYAF
SLV
KUYAF vs. SLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kuya Silver Corp (KUYAF) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KUYAF | SLV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.47 | +0.25 |
| Martin ratioReturn relative to average drawdown | 3.65 | 3.16 | +0.48 |
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Drawdowns
KUYAF vs. SLV - Drawdown Comparison
The maximum KUYAF drawdown since its inception was -96.76%, which is greater than SLV's maximum drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for KUYAF and SLV.
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Drawdown Indicators
| KUYAF | SLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.76% | -76.28% | -20.48% |
Max Drawdown (1Y)Largest decline over 1 year | -42.31% | -47.23% | +4.92% |
Max Drawdown (3Y)Largest decline over 3 years | -57.03% | -47.23% | -9.80% |
Max Drawdown (5Y)Largest decline over 5 years | -89.21% | -47.23% | -41.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.23% | — |
Current DrawdownCurrent decline from peak | -89.57% | -47.23% | -42.34% |
Average DrawdownAverage peak-to-trough decline | -80.71% | -44.65% | -36.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.91% | 21.91% | -2.00% |
Volatility
KUYAF vs. SLV - Volatility Comparison
Kuya Silver Corp (KUYAF) has a higher volatility of 25.60% compared to iShares Silver Trust (SLV) at 14.34%. This indicates that KUYAF's price experiences larger fluctuations and is considered to be riskier 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
| KUYAF | SLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.60% | 14.34% | +11.26% |
Volatility (6M)Calculated over the trailing 6-month period | 73.33% | 59.27% | +14.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 96.22% | 60.33% | +35.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.54% | 36.59% | +52.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 115.12% | 32.09% | +83.03% |
Dividends
KUYAF vs. SLV - Dividend Comparison
Neither KUYAF nor SLV has paid dividends to shareholders.
Frequently Asked Questions
KUYAF and SLV have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KUYAF has higher volatility (25.60%) compared to SLV (14.34%). In terms of maximum drawdown, KUYAF dropped -96.76% vs SLV's -76.28%.
SLV currently has the higher Sharpe Ratio (1.15 vs 0.76), 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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