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LGD.TO vs. SLVU.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGD.TO vs. SLVU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Liberty Gold Corp. (LGD.TO) and BetaPro Silver 2x Daily Bull ETF (SLVU.TO). The values are adjusted to include any dividend payments, if applicable.

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LGD.TO vs. SLVU.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGD.TO
Liberty Gold Corp.
40.96%219.23%-16.13%-44.64%-42.27%-44.25%59.63%257.38%-30.68%-1.12%
SLVU.TO
BetaPro Silver 2x Daily Bull ETF
-24.53%349.11%20.71%-16.01%-10.21%-34.59%55.46%16.28%-26.54%1.00%

Returns By Period

In the year-to-date period, LGD.TO achieves a 40.96% return, which is significantly higher than SLVU.TO's -24.53% return. Over the past 10 years, LGD.TO has underperformed SLVU.TO with an annualized return of 8.04%, while SLVU.TO has yielded a comparatively higher 10.30% annualized return.


LGD.TO

1D
8.33%
1M
-25.95%
YTD
40.96%
6M
85.71%
1Y
244.12%
3Y*
25.64%
5Y*
-4.07%
10Y*
8.04%

SLVU.TO

1D
14.89%
1M
-38.47%
YTD
-24.53%
6M
53.78%
1Y
149.33%
3Y*
52.18%
5Y*
19.48%
10Y*
10.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

LGD.TO vs. SLVU.TO — Risk / Return Rank

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

LGD.TO
LGD.TO Risk / Return Rank: 9696
Overall Rank
LGD.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
LGD.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
LGD.TO Omega Ratio Rank: 9494
Omega Ratio Rank
LGD.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
LGD.TO Martin Ratio Rank: 9797
Martin Ratio Rank

SLVU.TO
SLVU.TO Risk / Return Rank: 7272
Overall Rank
SLVU.TO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SLVU.TO Sortino Ratio Rank: 7575
Sortino Ratio Rank
SLVU.TO Omega Ratio Rank: 8585
Omega Ratio Rank
SLVU.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
SLVU.TO Martin Ratio Rank: 5353
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.

LGD.TO vs. SLVU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty Gold Corp. (LGD.TO) and BetaPro Silver 2x Daily Bull ETF (SLVU.TO). 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.


LGD.TOSLVU.TODifference

Sharpe ratio

Return per unit of total volatility

3.51

1.31

+2.20

Sortino ratio

Return per unit of downside risk

3.68

1.94

+1.75

Omega ratio

Gain probability vs. loss probability

1.47

1.35

+0.13

Calmar ratio

Return relative to maximum drawdown

6.05

1.95

+4.10

Martin ratio

Return relative to average drawdown

20.24

5.30

+14.93

LGD.TO vs. SLVU.TO - Sharpe Ratio Comparison

The current LGD.TO Sharpe Ratio is 3.51, which is higher than the SLVU.TO Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of LGD.TO and SLVU.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LGD.TOSLVU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.51

1.31

+2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.27

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.16

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

-0.05

+0.09

Correlation

The correlation between LGD.TO and SLVU.TO is 0.39, 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

LGD.TO vs. SLVU.TO - Dividend Comparison

Neither LGD.TO nor SLVU.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LGD.TO vs. SLVU.TO - Drawdown Comparison

The maximum LGD.TO drawdown since its inception was -99.66%, roughly equal to the maximum SLVU.TO drawdown of -98.60%. Use the drawdown chart below to compare losses from any high point for LGD.TO and SLVU.TO.


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Drawdown Indicators


LGD.TOSLVU.TODifference

Max Drawdown

Largest peak-to-trough decline

-99.66%

-98.60%

-1.06%

Max Drawdown (1Y)

Largest decline over 1 year

-41.21%

-76.62%

+35.41%

Max Drawdown (5Y)

Largest decline over 5 years

-87.15%

-76.62%

-10.53%

Max Drawdown (10Y)

Largest decline over 10 years

-90.04%

-80.27%

-9.77%

Current Drawdown

Current decline from peak

-98.25%

-89.47%

-8.78%

Average Drawdown

Average peak-to-trough decline

-75.96%

-84.27%

+8.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.32%

28.12%

-15.80%

Volatility

LGD.TO vs. SLVU.TO - Volatility Comparison

The current volatility for Liberty Gold Corp. (LGD.TO) is 23.20%, while BetaPro Silver 2x Daily Bull ETF (SLVU.TO) has a volatility of 38.33%. This indicates that LGD.TO experiences smaller price fluctuations and is considered to be less risky than SLVU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGD.TOSLVU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

23.20%

38.33%

-15.13%

Volatility (6M)

Calculated over the trailing 6-month period

50.75%

130.40%

-79.65%

Volatility (1Y)

Calculated over the trailing 1-year period

70.05%

114.99%

-44.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.95%

72.06%

-5.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.97%

64.51%

+0.46%