KUYAF vs. SLV

Last updated Apr 1, 2026

Compare and contrast key facts about Kuya Silver Corp (KUYAF) and iShares Silver Trust (SLV).

SLV is a passively managed fund by iShares that tracks the performance of the LBMA Silver Price. It was launched on Apr 21, 2006.

Performance

KUYAF vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kuya Silver Corp (KUYAF) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

KUYAF vs. SLV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
KUYAF Kuya Silver Corp	-23.59%	342.19%	-5.85%	-34.67%	-58.80%	-68.55%	173.18%	-70.58%	-0.69%
SLV iShares Silver Trust	5.77%	144.66%	20.89%	-1.09%	2.37%	-12.45%	47.30%	14.88%	-7.10%

Returns By Period

In the year-to-date period, KUYAF achieves a -23.59% return, which is significantly lower than SLV's 5.77% return.

KUYAF

• 1D: 10.19%
• 1M: -19.59%
• YTD: -23.59%
• 6M: 60.94%
• 1Y: 170.45%
• 3Y*: 26.49%
• 5Y*: -23.18%
• 10Y*: —

SLV

• 1D: 7.27%
• 1M: -19.83%
• YTD: 5.77%
• 6M: 60.82%
• 1Y: 119.88%
• 3Y*: 45.50%
• 5Y*: 24.10%
• 10Y*: 16.87%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

KUYAF vs. SLV — Risk / Return Rank

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

KUYAF

KUYAF Risk / Return Rank: 87
KUYAF Sharpe Ratio Rank: 89
KUYAF Sortino Ratio Rank: 86
KUYAF Omega Ratio Rank: 81
KUYAF Calmar Ratio Rank: 91
KUYAF Martin Ratio Rank: 90

SLV

SLV Risk / Return Rank: 89
SLV Sharpe Ratio Rank: 93
SLV Sortino Ratio Rank: 86
SLV Omega Ratio Rank: 92
SLV Calmar Ratio Rank: 90
SLV Martin Ratio Rank: 83

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.

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.

	KUYAF	SLV	Difference
Sharpe ratio Return per unit of total volatility	1.90	2.11	-0.22
Sortino ratio Return per unit of downside risk	2.50	2.20	+0.30
Omega ratio Gain probability vs. loss probability	1.29	1.39	-0.10
Calmar ratio Return relative to maximum drawdown	4.22	2.82	+1.40
Martin ratio Return relative to average drawdown	10.77	8.79	+1.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KUYAF vs. SLV - Sharpe Ratio Comparison

The current KUYAF Sharpe Ratio is 1.90, which is comparable to the SLV Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of KUYAF and SLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	KUYAF	SLV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.90	2.11	-0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.26	0.69	-0.95
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.17	0.25	-0.42

Correlation

The correlation between KUYAF and SLV is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

KUYAF vs. SLV - Dividend Comparison

Neither KUYAF nor SLV has paid dividends to shareholders.

Tickers have no history of dividend payments

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.

Drawdown Indicators

	KUYAF	SLV	Difference
Max Drawdown Largest peak-to-trough decline	-96.76%	-76.28%	-20.48%
Max Drawdown (1Y) Largest decline over 1 year	-42.31%	-42.45%	+0.14%
Max Drawdown (5Y) Largest decline over 5 years	-93.25%	-42.45%	-50.80%
Max Drawdown (10Y) Largest decline over 10 years	—	-42.81%	—
Current Drawdown Current decline from peak	-87.15%	-35.47%	-51.68%
Average Drawdown Average peak-to-trough decline	-80.58%	-44.76%	-35.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.59%	13.63%	+2.96%

Volatility

KUYAF vs. SLV - Volatility Comparison

Kuya Silver Corp (KUYAF) has a higher volatility of 29.67% compared to iShares Silver Trust (SLV) at 18.91%. 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.

Volatility by Period

	KUYAF	SLV	Difference
Volatility (1M) Calculated over the trailing 1-month period	29.67%	18.91%	+10.76%
Volatility (6M) Calculated over the trailing 6-month period	73.48%	57.27%	+16.21%
Volatility (1Y) Calculated over the trailing 1-year period	90.54%	57.07%	+33.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	88.56%	35.28%	+53.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	115.59%	31.36%	+84.23%