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MAG vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MAG and SCHG is 0.18, 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.


-0.50.00.51.00.2

Performance

MAG vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MAG Silver Corp. (MAG) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%AugustSeptemberOctoberNovemberDecember2025
154.10%
923.48%
MAG
SCHG

Key characteristics

Sharpe Ratio

MAG:

1.49

SCHG:

2.05

Sortino Ratio

MAG:

2.16

SCHG:

2.67

Omega Ratio

MAG:

1.26

SCHG:

1.36

Calmar Ratio

MAG:

1.03

SCHG:

2.97

Martin Ratio

MAG:

6.59

SCHG:

11.32

Ulcer Index

MAG:

10.15%

SCHG:

3.24%

Daily Std Dev

MAG:

44.90%

SCHG:

17.91%

Max Drawdown

MAG:

-81.82%

SCHG:

-34.59%

Current Drawdown

MAG:

-35.99%

SCHG:

-2.78%

Returns By Period

In the year-to-date period, MAG achieves a 11.54% return, which is significantly higher than SCHG's 1.51% return. Over the past 10 years, MAG has underperformed SCHG with an annualized return of 6.01%, while SCHG has yielded a comparatively higher 17.04% annualized return.


MAG

YTD

11.54%

1M

9.85%

6M

15.01%

1Y

67.81%

5Y*

7.57%

10Y*

6.01%

SCHG

YTD

1.51%

1M

1.14%

6M

12.87%

1Y

34.99%

5Y*

19.01%

10Y*

17.04%

*Annualized

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Risk-Adjusted Performance

MAG vs. SCHG — 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 8383
Overall Rank
The Sharpe Ratio Rank of MAG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of MAG is 8383
Sortino Ratio Rank
The Omega Ratio Rank of MAG is 7979
Omega Ratio Rank
The Calmar Ratio Rank of MAG is 8080
Calmar Ratio Rank
The Martin Ratio Rank of MAG is 8585
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 7777
Overall Rank
The Sharpe Ratio Rank of SCHG is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 7575
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 7777
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 7878
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. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MAG Silver Corp. (MAG) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


Sharpe ratio
The chart of Sharpe ratio for MAG, currently valued at 1.49, compared to the broader market-2.000.002.004.001.492.05
The chart of Sortino ratio for MAG, currently valued at 2.16, compared to the broader market-4.00-2.000.002.004.002.162.67
The chart of Omega ratio for MAG, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.36
The chart of Calmar ratio for MAG, currently valued at 1.03, compared to the broader market0.002.004.006.001.032.97
The chart of Martin ratio for MAG, currently valued at 6.59, compared to the broader market-10.000.0010.0020.0030.006.5911.32
MAG
SCHG

The current MAG Sharpe Ratio is 1.49, which is comparable to the SCHG Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of MAG and SCHG, 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 Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.49
2.05
MAG
SCHG

Dividends

MAG vs. SCHG - Dividend Comparison

MAG has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.39%.


TTM20242023202220212020201920182017201620152014
MAG
MAG Silver Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.39%0.40%0.47%0.55%0.42%0.52%0.82%1.28%1.01%1.04%1.22%1.09%

Drawdowns

MAG vs. SCHG - Drawdown Comparison

The maximum MAG drawdown since its inception was -81.82%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MAG and SCHG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-35.99%
-2.78%
MAG
SCHG

Volatility

MAG vs. SCHG - Volatility Comparison

MAG Silver Corp. (MAG) has a higher volatility of 13.09% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.48%. This indicates that MAG's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
13.09%
6.48%
MAG
SCHG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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