PortfoliosLab logo
MAG vs. BOTZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MAG and BOTZ is 0.19, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

MAG vs. BOTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MAG Silver Corp. (MAG) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
0.75%
100.38%
MAG
BOTZ

Key characteristics

Sharpe Ratio

MAG:

0.60

BOTZ:

-0.12

Sortino Ratio

MAG:

1.16

BOTZ:

0.02

Omega Ratio

MAG:

1.14

BOTZ:

1.00

Calmar Ratio

MAG:

0.57

BOTZ:

-0.09

Martin Ratio

MAG:

2.38

BOTZ:

-0.43

Ulcer Index

MAG:

12.23%

BOTZ:

7.86%

Daily Std Dev

MAG:

48.74%

BOTZ:

27.85%

Max Drawdown

MAG:

-81.82%

BOTZ:

-55.54%

Current Drawdown

MAG:

-33.90%

BOTZ:

-27.81%

Returns By Period

In the year-to-date period, MAG achieves a 15.19% return, which is significantly higher than BOTZ's -10.52% return.


MAG

YTD

15.19%

1M

-0.22%

6M

-10.12%

1Y

20.88%

5Y*

5.38%

10Y*

8.46%

BOTZ

YTD

-10.52%

1M

-1.24%

6M

-9.61%

1Y

-4.82%

5Y*

7.35%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MAG vs. BOTZ — Risk-Adjusted Performance Rank

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

MAG
The Risk-Adjusted Performance Rank of MAG is 7373
Overall Rank
The Sharpe Ratio Rank of MAG is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of MAG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of MAG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of MAG is 7676
Calmar Ratio Rank
The Martin Ratio Rank of MAG is 7777
Martin Ratio Rank

BOTZ
The Risk-Adjusted Performance Rank of BOTZ is 1616
Overall Rank
The Sharpe Ratio Rank of BOTZ is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of BOTZ is 1717
Sortino Ratio Rank
The Omega Ratio Rank of BOTZ is 1717
Omega Ratio Rank
The Calmar Ratio Rank of BOTZ is 1515
Calmar Ratio Rank
The Martin Ratio Rank of BOTZ is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MAG vs. BOTZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MAG Silver Corp. (MAG) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). 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.


The chart of Sharpe ratio for MAG, currently valued at 0.60, compared to the broader market-2.00-1.000.001.002.003.00
MAG: 0.60
BOTZ: -0.12
The chart of Sortino ratio for MAG, currently valued at 1.16, compared to the broader market-6.00-4.00-2.000.002.004.00
MAG: 1.16
BOTZ: 0.02
The chart of Omega ratio for MAG, currently valued at 1.14, compared to the broader market0.501.001.502.00
MAG: 1.14
BOTZ: 1.00
The chart of Calmar ratio for MAG, currently valued at 0.57, compared to the broader market0.001.002.003.004.005.00
MAG: 0.57
BOTZ: -0.09
The chart of Martin ratio for MAG, currently valued at 2.38, compared to the broader market-5.000.005.0010.0015.0020.00
MAG: 2.38
BOTZ: -0.43

The current MAG Sharpe Ratio is 0.60, which is higher than the BOTZ Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of MAG and BOTZ, 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.60
-0.12
MAG
BOTZ

Dividends

MAG vs. BOTZ - Dividend Comparison

MAG's dividend yield for the trailing twelve months is around 1.16%, more than BOTZ's 0.15% yield.


TTM202420232022202120202019201820172016
MAG
MAG Silver Corp.
1.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.15%0.13%0.20%0.23%0.16%0.19%0.83%1.44%0.01%0.06%

Drawdowns

MAG vs. BOTZ - Drawdown Comparison

The maximum MAG drawdown since its inception was -81.82%, which is greater than BOTZ's maximum drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for MAG and BOTZ. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-33.90%
-27.81%
MAG
BOTZ

Volatility

MAG vs. BOTZ - Volatility Comparison

MAG Silver Corp. (MAG) has a higher volatility of 21.22% compared to Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) at 17.44%. This indicates that MAG's price experiences larger fluctuations and is considered to be riskier than BOTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.22%
17.44%
MAG
BOTZ