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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%JulyAugustSeptemberOctoberNovemberDecember
131.32%
911.90%
MAG
SCHG

Key characteristics

Sharpe Ratio

MAG:

0.70

SCHG:

2.05

Sortino Ratio

MAG:

1.28

SCHG:

2.68

Omega Ratio

MAG:

1.15

SCHG:

1.37

Calmar Ratio

MAG:

0.48

SCHG:

2.91

Martin Ratio

MAG:

2.83

SCHG:

11.49

Ulcer Index

MAG:

11.16%

SCHG:

3.13%

Daily Std Dev

MAG:

44.78%

SCHG:

17.49%

Max Drawdown

MAG:

-81.82%

SCHG:

-34.59%

Current Drawdown

MAG:

-41.73%

SCHG:

-3.88%

Returns By Period

In the year-to-date period, MAG achieves a 32.66% return, which is significantly lower than SCHG's 35.44% return. Over the past 10 years, MAG has underperformed SCHG with an annualized return of 6.13%, while SCHG has yielded a comparatively higher 16.66% annualized return.


MAG

YTD

32.66%

1M

-12.15%

6M

13.66%

1Y

27.99%

5Y*

5.53%

10Y*

6.13%

SCHG

YTD

35.44%

1M

3.33%

6M

10.58%

1Y

35.25%

5Y*

19.99%

10Y*

16.66%

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Risk-Adjusted Performance

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 0.70, compared to the broader market-4.00-2.000.002.000.702.05
The chart of Sortino ratio for MAG, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.001.282.68
The chart of Omega ratio for MAG, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.37
The chart of Calmar ratio for MAG, currently valued at 0.48, compared to the broader market0.002.004.006.000.482.91
The chart of Martin ratio for MAG, currently valued at 2.83, compared to the broader market0.0010.0020.002.8311.49
MAG
SCHG

The current MAG Sharpe Ratio is 0.70, which is lower than 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.70
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 0.42%.


TTM20232022202120202019201820172016201520142013
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
0.42%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%

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%JulyAugustSeptemberOctoberNovemberDecember
-41.73%
-3.88%
MAG
SCHG

Volatility

MAG vs. SCHG - Volatility Comparison

MAG Silver Corp. (MAG) has a higher volatility of 10.83% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.05%. 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%JulyAugustSeptemberOctoberNovemberDecember
10.83%
5.05%
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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